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Introducing CrestCast™

The Macro-Aware Regime Engine

CrestCast™ is a macro-aware regime engine that powers the portfolios, models and platforms of forward-thinking firms. When macro regimes shift, CrestCast provides a disciplined, adaptive framework — so your new and existing products stay aligned with today’s environment.

We license CrestCast outputs to ETF sponsors, direct-index and SMA platforms, RIAs and TAMPs — quietly powering client-branded solutions.

 
 

Let’s Set New Standards. Together.

Old Truths. New Lens.  

Volatility clusters. Risk is macro-dependent.  CrestCast turns these realities into a system that helps your firm accept the right risks, at the right times, inside your proprietary lineup.

CrestCast™ targets macro regimes that are:
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Persistent
Durable and Fragile regimes last long enough to take action with conviction. CrestCast is designed to detect these regime shifts early enough to matter—without reacting to every market noise spike.
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Pervasive
Macro regimes influence more than a single benchmark. They show up across asset classes, sectors, and factors. CrestCast scans both macro indicators and market behavior to classify regimes from the ground up. 
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Impactful 
The majority of volatility occurs in a small minority of periods. Static portfolios are often under-risked in good times and over-risked in bad ones. CrestCast helps you resize and redirect exposures to better match prevailing conditions. 

Why a Macro-Regime Engine?

Markets don’t move smoothly. Risk clusters. Volatility persists.

The industry broadly acknowledges this truth — but most approaches still rely on backward-looking cycle labels that explain outcomes rather than drive them. CrestCast was built to solve this gap. 

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Proprietary Regime Classification

CrestCast extracts regime classifications directly from the data—using macro indicators and market “vital signs” to distinguish Durable from Fragile conditions. The framework is built on peer-reviewed research and validated in strict out-of-sample mode.
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Out-of-Sample Integrity

The core model was finalized using data through 2013 and has never been retrained on subsequent history. From 2014 onward, CrestCast has operated as a live, out-of-sample test of the regime engine itself, not a curve-fit backtest. 
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Plug-and-Play Integration

CrestCast outputs are delivered as simple, monthly signals or building blocks that can be incorporated into ETFs, models, and direct-index / SMA offerings — under your brand, inside your infrastructure.
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Transparent, Fiduciary-First Design

The engine is fully documented and explainable, with clear governance and evidence around regime behavior. That makes it easier to communicate decisions, defend processes, and align with a fiduciary duty to manage risk in a dynamic world. 
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Adaptive, Real-World Resilience

With no retraining or hindsight adjustments, CrestCast maintains integrity across cycles — enabling your models and products to stay aligned with prevailing macro conditions.

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A Macro-Regime Engine for Real-World Portfolios

 

CrestCast doesn’t replace your philosophy, factor research, or portfolio construction. It provides context — so your strategies can adapt to Durable and Fragile regimes without introducing discretion or style drift.

Designed for Stability,

Built for Integration


CrestCast was built with a core belief:  generalization beats backtest beauty, every time.  The model has never been retrained on recent history. It was developed using walk-forward validation, peer-reviewed methodology, and a strict separation between development and evaluation datasets — ensuring the regime engine reflects the real behavior of macro signals, not a curated hindsight.

Walk-Forward Validation
A methodology designed to mirror real-world deployment rather than optimize historical fit.
Never Retrained on OOS Data
Post-2013 data has remained untouched during development — ensuring true out-of-sample regime behavior.
Peer-Reviewed Foundation
The research behind CrestCast is published in the Journal of Financial Data Science and reviewed by leading practitioners.

Explore CrestCast™: Purpose & Proof

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Methodology

Delve into the full KNN-based methodology, from unsupervised learning to walk-forward cross validation, detailed analytics and performance analysis that earned publication in the Journal of Financial Data Science.

Read our Published Paper
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Engine → Portfolio Translation

Learn how platforms can translate regime outputs into adaptive portfolio structures — adjusting exposures, risk budgets, or sleeves in ways that align with their own philosophy and product design.

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Insights & Validation

Press Interviews Articles

Partnerships 1

BX Partnership

Big news! Our first press release detailing our major distribution partnership with BX Partners. 
Interview 1

Swift Chat

Marie Swift of Impact Communications and Alan talk advanced analytics and the next evolution in fiduciary asset management.  
Internal Articles 3

Where's the Free-Lunch?

Advisorpedia published this thought piece on the importance of understand the macro-environment for a more robust view of diversfication. This link will take you to the Ad
Internal Articles 1

Black Box or Advanced Intuition?

This article speaks to the difference between black box models and models that use advanced analytics to see old truths in new ways.  

 
Interview 1

Industry Interview

Chris Latham interviews Alan on CrestCast, advanced analytics and dynamic factor investing.  
Key Brand Moments 3

Confidence in Modeling

In this post, Alan writes about the danger of overconfidence in cards and financial modeling.  Sometimes reducing the need for precision helps at the table and in the world of machine learning.  

Licensing CrestCast™

How the Engine Plugs Into Your Platform

Direct Index & SMA Platforms
Use CrestCast as an overlay to your existing indices — adjusting factor, sector, and style tilts based on the prevailing regime. Preserve personalization and tax management; add a dynamic, macro-aware core.

ETF Sponsors
Embed the engine into new or existing ETFs — so equity and balanced funds can adapt to Durable and Fragile regimes while remaining fully transparent and rules-based.

RIAs & Model Portfolio Managers
Power model portfolios with macro-aware sleeves that resize and redirect equity and fixed-income risks based on the current regime—supporting smoother client experiences across cycles.

TAMPs
Incorporate regime-aware guidance into existing policy portfolios, enhancing risk-budgeting and communication to committees without changing your trusted managers.

Key Partner Benefits

Differentiation without Reinvention
Add a macro-aware layer to ETFs, models, and DI/SMA platforms that competitors can’t easily replicate, while keeping your existing building blocks in place. 

Full-cycle Portfolio Resilience
Regime-aligned exposures aim to deliver more consistent risk-adjusted outcomes and shallower drawdowns — supporting better client behavior and higher retention through stress. 

Scalable Integration
One integration with the CrestCast engine can support multiple products and channels across your platform.

Evidence-based Communication
Monthly regime signals and commentary provide a clear, repeatable narrative — anchored in data rather than opinion.

Let’s Set New Standards. Together.

Schedule a Discovery Call