Strategy card
Americano 1.1
The lightest pour — volatility-managed for shallow drawdowns, built on Centaurium 1.1.
Strategy card
- Name
- Americano 1.1
- Released
- September 2026
- Built on
- Centaurium 1.1 — the custom-trained AI forecaster
- Universe
- US mid-cap equities · long-only · 80 names
- Status
- Paper trading only, on a broker demo account. No real money, and no live track record yet.
- Risk shape
- Volatility-managed: exposure is trimmed when markets get rough, to keep drawdowns shallower than a broad index.
- Approach
- Holds a small, volatility-targeted book from the model’s forecast path and steps aside in turbulent regimes. Only part of the capital is deployed; 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 1.1 →
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 1.1 behaved in each, next to the S&P 500.
In the 2022 bear market it gave back 7.7% while the S&P 500 lost 18.1% — well under half the drawdown.
Year by year
| Setting | 2022 | 2023 | 2024 | 7yr | Max DD | Calmar |
|---|---|---|---|---|---|---|
| Defensive · ~10% vol target | −7.7% | +10.8% | +17.6% | +10.7% | −11.5% | 0.60 |
| 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 on the risk shape: the volatility overlay does not depend on the model’s calibration, so drawdown behaviour should track the backtest. Lower on the return — on a 2026 out-of-sample quarter it flipped sign with the training seed. Published, not yet traded.
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 | Same policy, re-pointed at Centaurium 1.1. The headline setting moves from the 15% volatility target to the 10% one — 1.0’s “Defensive” — so the risk band steps down with the version. |