About RevDog
RevDog is built around a simple but demanding question:
Can an investing system be designed to do fewer stupid things than humans and retail quant strategies across market cycles?
In small-cap portfolios, long-term damage rarely comes from being wrong once.
It comes from repeated, avoidable mistakes made under pressure.
RevDog exists to reduce those mistakes.
What RevDog Actually Does
RevDog does not rely on a single model, score, or narrative.
Client capital is deployed across multiple uncorrelated strategies, each designed to exploit a different market behavior and governed by the same risk framework.
- SmallCap Catalyst
Trend capture with regime-aware factor gating
This is the core strategy. It adapts exposure based on market and macro conditions and focuses on quality, governance, and durability. Its primary job is capital preservation through cycles. - SmallCap Dislocation
Mean-reversion alpha from market dislocations
This is an event-driven overlay. It steps in when forced selling, liquidity stress, or failed panic creates temporary mispricing—using capital that would otherwise sit in cash.
The two strategies share capital efficiently but generate independent return streams.
In portfolio testing, this structure improved risk-adjusted returns by ~25% without materially increasing drawdowns.
This isn’t diversification by owning more things.
It’s diversification by why returns happen.
How We Think About Risk
RevDog is built on a simple rule:
Avoid big mistakes first. Optimize returns second.
That rule shows up everywhere in the system:
- Stocks must pass hard eligibility checks before they are scored
- Factors turn on and off depending on market regime
- Exposure is capped before trades are placed
- Position sizing is fixed and boring on purpose
- Decisions are rule-based, not discretionary
Markets change.
Data breaks.
Narratives fail.
Markets will always surprise you.
RevDog is built to limit the damage when they do.
Built for Real Capital Decisions
RevDog is not a stock-picking tool and not a black box.
It is a decision system built for investors who deploy real capital under real constraints—including PMS managers, RIAs, family offices, and small institutional funds.
The system is designed for environments where:
- Drawdowns matter more than backtest optics
- Allocations must be explainable to clients, partners, and ICs
- Stability across regimes matters more than being early
- A bad month matters more than a good quarter
Every output is built to answer one practical question:
Is this safe enough to act on with real capital?
If the answer isn’t clear, the system doesn’t force a trade.
What This Means in Practice
Using RevDog typically results in:
- Fewer aggressive bets late in market cycles
- More cash when risk is rising—and a disciplined way to deploy it
- Lower pressure to “do something” during volatility
- Clear explanations for why capital was deployed—or not
RevDog doesn’t promise perfect decisions.
It’s built to prevent the kind of decisions that permanently impair capital or client trust.
RevDog is built to make fewer expensive mistakes than human judgment across market cycles.