Strategy card
Americano 1.0
The lightest pour — volatility-managed for shallow drawdowns, built on Centaurium 1.0.
Strategy card
- Name
- Americano 1.0
- Released
- June 2026
- Built on
- Centaurium 1.0 — the custom-trained AI forecaster
- Universe
- US mid-cap equities · long-only
- Status
- Closed 2026-09-08. Superseded by Americano 1.1; the figures below stay published as the frozen 1.0 record.
- Risk shape
- Volatility-managed: exposure is trimmed when markets get rough, to keep drawdowns shallower than a broad index.
- Approach
- Holds a broad, volatility-targeted book and steps out of the way in turbulent regimes. Only a slice of capital is deployed at a time; the idle balance sits in a cash sleeve earning interest.
Who it’s for: Drawdown-averse copiers who want equity upside without the gut-punches. The edge is risk-shaping and universe selection, not stock-picking — better-shaped equity exposure, clearly labelled.
How we name and version strategies → · About Centaurium 1.0 →
The 2022–2024 backtest
Three years that did the work of a cycle: a bear (2022), a choppy recovery (2023) and a bull (2024). Here is how Americano 1.0 behaved in each, next to the S&P 500.
In the 2022 bear market it gave back 8.4% while the S&P 500 lost 18.1% — roughly half the drawdown.
Year by year
| Setting | 2022 | 2023 | 2024 | 7yr | Max DD | Calmar |
|---|---|---|---|---|---|---|
| Standard · ~15% vol target | −8.4% | +7.3% | +22.4% | +11.0% | −9.9% | 0.72 |
| Defensive · ~10% vol target | −5.5% | +4.6% | +14.6% | +7.2% | −7.0% | 0.65 |
| S&P 500 (SPY) | −18.1% | +26.3% | +25.0% | +18.2% | −25.0% | 0.44 |
Over a full cycle
Markets do not repeat 2024 forever. We assume a realistic cycle — of every 7 years, 1 looks like 2022 (bear), 3 like 2023 (neutral) and 3 like 2024 (bull) — and compound the three actual backtest years accordingly.
Compounds below the index in this backtest, under the same cycle assumption.
Highest confidence of the 1.0 trio: the volatility overlay is independent of the model’s calibration, so live performance was expected to track the backtest closely.
Explore the full backtest
The complete reconstructed daily curve and every single trade, pulled live from the backtest file. Search it, sort it, zoom the chart — the receipts, not a summary.
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Every trade
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Transparency
The in-sample backtest above sits next to real results once live — including the gap between them.
Published rules auto-halt this strategy if live performance breaks down against its backtest. No moving goalposts.
Better-shaped equity exposure, clearly labelled. No claim to beat the market by picking winners.
Version history
| Version | Released | Notes |
|---|---|---|
| Americano 1.0 | Jun 2026 | First published version, on Centaurium 1.0. Record closed 2026-09-08. |
| Americano 1.1 | Sep 2026 | Succeeded by Americano 1.1 on Centaurium 1.1. |