Research-Driven Tactical Allocation · Equities · Options · Futures
Stallion Pride Capital Management is a single-manager hedge fund deploying regime-classified, research-driven tactical allocation across equities, options, and futures. Defined risk. Asymmetric upside. Institutional process from day one.
Why This Fund, Why Now
Elevated volatility. Tariff-driven macro dislocations. Correlation breakdowns across asset classes that passive strategies were never built to navigate. This is not a market for static beta — it is a market for active regime classification, defined-risk positioning, and the flexibility to shift instruments as the environment demands.
A systematic daily classification framework determines how the portfolio is configured — what instruments are used, how aggressively positions are sized, and what hedges are active. The regime drives the portfolio. The portfolio does not drive the regime.
Options are used not for speculation, but because they mathematically define the maximum loss at entry while preserving full upside participation. The payoff structure is asymmetric by construction — not by hope.
Every position is structured so the maximum loss is defined and accepted before capital is deployed — not managed reactively after the fact. Drawdown control is a structural property of how positions are built, not a separate overlay applied after.
Equities, options, and futures are deployed based on what the regime demands — not assigned fixed roles in a static allocation framework. A single-manager structure with no sector mandate and no benchmark means the portfolio can go where the opportunity is, and pull back when it isn't.
How We Invest
Each trading day begins with a systematic, multi-factor regime classification: trend character, volatility state, cross-asset correlation structure, and risk appetite. Regime output is not a qualitative judgment — it directly gates instrument selection, position sizing, and net exposure targets for the full portfolio. No position is initiated without an active regime context.
A custom-built quantitative screening pipeline processes daily price and volume data across the full equity universe, applying multi-factor technical models to produce a ranked, risk-adjusted opportunity set each morning. The pipeline is fully proprietary — no third-party signal vendors, no black-box overlays. Signal output feeds directly into the discretionary review stage.
Every position is structured to define its maximum loss surface before any capital is deployed. Options are the primary instrument of choice — not for speculation, but because they mathematically bound the downside while preserving full upside participation. Instrument selection (options, futures, equity) is determined by regime context and the specific risk/reward profile of each setup, not by default.
Position size is determined by a systematic ATR-normalized risk model: each position is sized so that a one-unit adverse move represents a consistent, pre-defined fraction of portfolio NAV. Concentration limits are enforced at both the position level (maximum 5–8% NAV) and the portfolio level — factor exposure, sector concentration, and instrument-class limits are monitored continuously. No position escapes the sizing framework regardless of conviction level.
Exit criteria are defined at the time of entry — not determined reactively. Each position carries explicit exit conditions: technical structure invalidation, volatility regime transition, adverse move threshold, or time-decay profile for options. Rebalancing is continuous and regime-driven, not calendar-driven. The result is a portfolio that is actively managed to its original thesis, not carried passively until something breaks.
Investment Universe
US Large & Mid Cap Equities ($1B+ daily liquidity) · Mega-cap Index Options (SPY, QQQ) · CME Nasdaq Futures (NQ/MNQ) · Single-stock options on high-liquidity names
The portfolio manager's proprietary account history, presented for process validation purposes.
Jan 2023 – Dec 2025: Personal account. Not representative of fund-level returns. Not independently audited. IBKR PortfolioAnalyst source documents available upon request.
2023 (Prop)
+201.5%
PM personal account. Strategy development and validation phase.
2024 (Prop)
−17.6%
PM personal account. Risk management and position sizing refinements.
2025 (Prop)
+591.2%
PM personal account. Regime-adaptive framework implemented.
Q1 2026 Fund LP
+1692.6%
Fund vehicle (auditable). Options-driven, defined-risk, high-conviction.
Cumulative TWR (3-Year)
+1617%
3-Year Sharpe
1.30
Fund Q1 Sharpe
3.90
Max Drawdown (Fund)
57.5%
Full recovery within Q1 2026
PM's personal account returns, January 2023 through December 2025. Presented for process validation — not representative of fund returns.
Source: IBKR PortfolioAnalyst. Not independently audited.
Quantitative screens surface the opportunity set. Discretionary judgment filters for regime context, thesis quality, and asymmetric setup. Neither operates alone — the edge lives in the integration. Systematic process removes noise. Human judgment removes setups the model cannot disqualify but the context does.
A fully custom-built screening pipeline processes daily price and volume data across the equity universe, producing a ranked, risk-adjusted opportunity set before market open each day. Built in-house. No third-party signal vendors. No black-box dependency. The infrastructure is an operational moat — it compounds in value as the strategy evolves.
Every position is structured so the maximum loss is defined before capital is deployed. Options are not a speculation tool — they are a precision instrument for owning asymmetric exposure with mathematically bounded downside. The result: the cost of being wrong is known. The cost of being right is not capped.
Stress Test: $10M AUM
1.29
Sharpe ratio holds
3-Year Cumulative at Scale
+334%
25% max drawdown
Market Impact
Negligible
QQQ options: $20B+ daily notional
Nimbleness enables rapid position entry/exit, asymmetric positioning in less liquid options series, and quick regime pivots that larger funds cannot execute. Typical position sizes at scale ($50K–$500K) represent negligible market impact.
Five questions. Three possible profiles. A clearer view of whether Stallion Pride is aligned with your investment philosophy.
A short structured application unlocks your investor portal — Tier 1 document vault, projection tools, and a private 30-minute briefing with the investment team within 48 hours.
For qualified investors only · Rule 506(b) of Regulation D