Strategy
Discretion is the thing we removed.
Every step below runs the same way on a good week and a bad one. That consistency is the product — the models are replaceable, the discipline is not.
- 01
Universe
A broad, liquid US equity universe is screened every session. Liquidity and tradability filters run first — a signal on something we cannot exit is not a signal.
- 02
Trend quality
Each candidate is scored on a multi-component trend-quality model. The output is a graded score, not a binary call, so position sizing can follow conviction.
- 03
Regime gate
Signals are checked against a market-regime state before anything is sent. In hostile regimes the system stands down rather than paying to be wrong repeatedly.
- 04
Execution
Approved signals route to market through our own infrastructure, with intraday timing treated as part of the strategy rather than delegated wholesale to a broker.
- 05
Risk enforcement
Per-position stops, sleeve exposure ceilings and portfolio drawdown circuit breakers are enforced in code. Breaching a limit stops the system; it does not raise a question for someone to consider later.
This page describes process, not results. Performance for the Aurora Fund is not published on this website; it is provided directly to qualified investors.