AGOX
Adaptive Alpha Opportunities ETF
stock NYSE ETF

Over the past 20 years, tactical allocation funds, which exist to time markets, have failed to time markets. The Morningstar tactical allocation category averaged 5.0% CAGR from 2006–2025 against an 11.0% S&P 500 benchmark — a 6% annual shortfall. Of 243 funds tracked, 126 have been liquidated or merged. Zero funds beat the S&P 500 over any 10-year period. The best surviving fund (AGOX) achieved 10.32% CAGR — still trailing buy-and-hold by 450 basis points annually. The reason these funds have failed to time the markets is that they all use legacy forecasting models to predict WHAT the price of a stock will be by looking for patterns in pricing data on the sequential timeline, where one day follows another through calendar time. 
Instead of asking WHAT the price will be, Temporal Structural Forecasting (TSF) asks WHEN conditions will change. TSF uses a microscope for time to identify otherwise invisible structural patterns in historical data using irregular seasonal models, and uses these patterns to build a “map of normal” that shows what the range of expected values will be on a daily basis for the month or week ahead, presented as a green zone. When the daily actual values fall within the green zone, conditions are normal. If the actual values break the bands and fall outside of the green zone, it’s not an error, it’s a signal: conditions right now are not normal. TSF tells you WHEN to BUY because the price of a security is abnormally low and WHEN to SELL because the price of a security is abnormally HIGH. 
**This is not curve-fitting. The forecast exists before the price.**
|METRIC|TSF Signals|AGOX|Category|
|:-|:-|:-|:-|
|CAGR|10.51%|10.32%|5.00%|
|Average Exposure|74.4%|\~100%|\~100%|
|Capital Reserve|25.6%|\~0%|\~0%|
|Exposure-Adjusted Alpha|\-0.52%|\-4.50%|\-9.82%|
TSF’s aggregate alpha of -0.52% means the timing signals deliver returns virtually identical to their exposure-adjusted benchmark — the definition of effective market timing. The tactical fund industry destroys 9.82% annually attempting the same task. TSF achieves what tactical funds have spent 20 years failing to accomplish: market-equivalent returns with substantial capital held in reserve.
Sector-based performance ranges from 2.22% CAGR (Real Estate) to 17.17% CAGR (Information Technology). Win rates range from 57%  to 87%. Ten of eleven sectors beat the 5% tactical allocation benchmark. Six of eleven sectors beat AGOX. Two sectors (Real Estate, Utilities) show weak or negative results. These limitations are documented in full.
TSF signal data is available for independent verification. Interested parties receive historical entry/exit signals for S&P500 stocks in their portfolio and calculate performance against their own return data.
DM to request a copy of the full White Paper with results from a 20-year, 346-stock preregistered validation study.

Over the past 20 years, tactical allocation funds, which exist to time markets, have failed to time markets. The Morningstar tactical allocation category averaged 5.0% CAGR from 2006–2025 against an 11.0% S&P 500 benchmark — a 6% annual shortfall. Of 243 funds tracked, 126 have been liquidated or merged. Zero funds beat the S&P 500 over any 10-year period. The best surviving fund (AGOX) achieved 10.32% CAGR — still trailing buy-and-hold by 450 basis points annually. The reason these funds have failed to time the markets is that they all use legacy forecasting models to predict WHAT the price of a stock will be by looking for patterns in pricing data on the sequential timeline, where one day follows another through calendar time. 
Instead of asking WHAT the price will be, Temporal Structural Forecasting (TSF) asks WHEN conditions will change. TSF uses a microscope for time to identify otherwise invisible structural patterns in historical data using irregular seasonal models, and uses these patterns to build a “map of normal” that shows what the range of expected values will be on a daily basis for the month or week ahead, presented as a green zone. When the daily actual values fall within the green zone, conditions are normal. If the actual values break the bands and fall outside of the green zone, it’s not an error, it’s a signal: conditions right now are not normal. TSF tells you WHEN to BUY because the price of a security is abnormally low and WHEN to SELL because the price of a security is abnormally HIGH. 
**This is not curve-fitting. The forecast exists before the price.**
|METRIC|TSF Signals|AGOX|Category|
|:-|:-|:-|:-|
|CAGR|10.51%|10.32%|5.00%|
|Average Exposure|74.4%|\~100%|\~100%|
|Capital Reserve|25.6%|\~0%|\~0%|
|Exposure-Adjusted Alpha|\-0.52%|\-4.50%|\-9.82%|
TSF’s aggregate alpha of -0.52% means the timing signals deliver returns virtually identical to their exposure-adjusted benchmark — the definition of effective market timing. The tactical fund industry destroys 9.82% annually attempting the same task. TSF achieves what tactical funds have spent 20 years failing to accomplish: market-equivalent returns with substantial capital held in reserve.
Sector-based performance ranges from 2.22% CAGR (Real Estate) to 17.17% CAGR (Information Technology). Win rates range from 57%  to 87%. Ten of eleven sectors beat the 5% tactical allocation benchmark. Six of eleven sectors beat AGOX. Two sectors (Real Estate, Utilities) show weak or negative results. These limitations are documented in full.
TSF signal data is available for independent verification. Interested parties receive historical entry/exit signals for S&P500 stocks in their portfolio and calculate performance against their own return data.
DM to request a copy of the full White Paper with results from a 20-year, 346-stock preregistered validation study.