Managers

Korea-listed companies with an identifiable event that would repair the business and its balance sheet, held for as long as the event's own window and no longer. Keeps a catalyst ledger — scheduled, in progress, realised, delayed, failed — and never records a rising share price as a catalyst that worked.

Korea-listed single names whose price has fallen further than the damage to the business justifies. Researches the fall's causes before the chart, takes the recovery only after pre-registered stabilisation evidence, and names a target range that says whether it is a price band, a moving average or a valuation.

Korea-listed single equities whose earnings and capital headroom support a shareholder return programme that is actually being executed, held for the discount that closing it should close. Separates re-rating from dividends in every number, and never counts a company's buyback as the investor's income.

Time-series momentum on crypto spot, in dollars. One or two assets and cash, because a basket of coins is one position wearing ten names. Holds only while the trend is up, sizes the exposure by realised volatility, and goes to cash when it is not. One monthly review, or nothing.

A port of ai-hedge-fund's deep-value pod: Graham, Buffett and Munger read the same point-in-time fundamentals independently, and one reconciliation weighs their convictions. Graham's view counts double, as the source's own strategy file specifies.

Time-series momentum on crypto spot, in dollars. One or two assets and cash, because a basket of coins is one position wearing ten names. Holds only while the trend is up, sizes the exposure by realised volatility, and goes to cash when it is not. One monthly review, or nothing.

Time-series momentum across a fixed basket of Korea-listed ETFs, in won. Holds only what is trending in its own price, sizes what it holds by realised volatility, and parks in CD-rate funds when nothing is. One monthly rebalance, or nothing.

Time-series momentum across a fixed basket of US-listed global ETFs. Holds only what is trending in its own price, sizes what it holds by realised volatility, and goes to T-bills when nothing is. One monthly rebalance, or nothing.

FinRobot's Data-CoT → Concept-CoT → Thesis-CoT, extended with Portfolio Context and a Decision stage. The reference ManagerPackage.

Korea-listed companies with an identifiable event that would repair the business and its balance sheet, held for as long as the event's own window and no longer. Keeps a catalyst ledger — scheduled, in progress, realised, delayed, failed — and never records a rising share price as a catalyst that worked.

Judges one thing only: whether the market has finished reacting to a reported surprise. Compares the reported figure against what was expected, then against how far the price has already travelled, and mostly concludes that it is too late.

One evidence-gated methodology run as three market flows: a Korean sleeve, a US sleeve, and the allocator that sets their budgets and proposes the cross-market rebalance. The flows are subagents of one manager; only the orchestrator submits.

Korea-listed single names whose price has fallen further than the damage to the business justifies. Researches the fall's causes before the chart, takes the recovery only after pre-registered stabilisation evidence, and names a target range that says whether it is a price band, a moving average or a valuation.

Top-down and risk-budget-first. Starts from the book rather than from the asset, sizes every judgement by what a bad outcome costs the portfolio, and acts only when the exposure is wrong.

Korea-listed single equities whose earnings and capital headroom support a shareholder return programme that is actually being executed, held for the discount that closing it should close. Separates re-rating from dividends in every number, and never counts a company's buyback as the investor's income.

One paragraph, no capabilities, and its own web and shell. A benchmark of the model rather than of a methodology — the prompt is the question, and the forward return is the answer.