Kiruna

Restricted to high-volume constituents to ensure frictionless entry and exit during weekly reconstitution. Deep-learning framework utilizing regime classification to isolate concentrated, short-term momentum catalysts. Strict weekly portfolio liquidation and refresh to capture immediate kinetic alpha and neutralize long-term beta. Kiruna is a dynamic, high-conviction long-only equity strategy focused on highly liquid US equities. The strategy is engineered to capture concentrated upside by systematically deploying capital into companies undergoing accelerated price discovery and structural liquidity inflows. Strategy Mechanics Powered by a proprietary machine-learning and deep-learning (ML/DL) architecture, Kiruna continuously ingests multi-dimensional market data to classify current macro and micro liquidity regimes. Rather than relying on static, backward-looking valuation metrics, the engine identifies equities possessing statistically significant, near-term upward catalysts. The strategy systematically assembles a highly concentrated, directional portfolio designed to ride these rapid waves of institutional capital inflow before they are fully priced in by the broader market. Portfolio Construction and Reconstitution To maximize capital velocity and mitigate the performance drag of stagnant holdings, Kiruna operates on a highly aggressive reallocation schedule. The portfolio enforces a disciplined one-week holding period. Every Friday, the existing long positions are systematically harvested, and the freed capital undergoes a complete, automated rotation into a newly synthesized portfolio for the following week. This strict weekly reconstitution ensures the portfolio is perpetually optimized for immediate upside, continuously compounding alpha while avoiding the decay of aging catalysts. Execution and Capacity By restricting its investment universe strictly to the most liquid constituents of the US equity market, Kiruna ensures frictionless scaling and minimal market impact during its weekly rebalancing phases. This structural discipline allows the strategy to compound returns efficiently, maintaining a highly adaptive long exposure that dynamically sidesteps the extended drawdowns associated with traditional passive, buy-and-hold mandates.