When a client asks "what should I do with this money?" -- you'll have a clear, well-constructed answer.
Before the three strategies diverge into their distinct mandates, they share a common backbone -- the same methodology, the same governance, the same operational standards. These are the things a prospective advisor should be able to verify regardless of which strategy is under consideration.
Each strategy takes the shared methodology and applies it to a specific problem. Choose one, combine them, or work with QPA to build a custom variant around a specific client or book.
A diversified strategic allocation, engineered for long holding periods.
QPA Structured is designed to serve as the strategic core of a long-horizon portfolio. It provides diversified exposure across global equity, fixed income, and alternative asset classes through a systematic allocation framework -- with position sizing informed by volatility, correlation, and risk-budget considerations rather than fixed historical weights.
It is an evolution of the classic 60/40 framework, built for a market environment where the original 60/40 can no longer be counted on to behave the way it once did.
Exposure that adapts, with discipline at the center.
QPA Momentum is designed to complement a strategic core with exposure that adapts to measurable shifts in market conditions. Rather than holding fixed allocations across all environments, the strategy uses systematic time-series signals to adjust positioning -- scaling exposure up when signals are constructive, scaling down when they deteriorate.
The goal isn't to forecast markets. It's to respond to them consistently -- applying a pre-defined framework every month, in every regime, without emotional override.
For clients whose situation doesn't fit a template.
Some clients don't fit a model. A concentrated position from a company exit. Large embedded gains. Specific ESG constraints. A legacy portfolio inherited mid-life. Multi-entity tax situations spanning trusts, retirement accounts, and taxable accounts -- each with its own rules.
QPA Custom is designed to build a portfolio around these constraints rather than force the constraints into a template. The systematic foundation stays -- documented rules, disciplined rebalancing, committee governance. What changes is the parameters. You tell us what the portfolio needs to handle. We build the systematic framework that handles it.
Custom engagements begin with a conversation. Bring the constraint -- the concentrated position, the tax situation, the mandate specific to your client -- and we'll work through what a systematic framework built around it would look like.
Start a Custom conversationQPA fact sheets contain hypothetical performance information with the full disclosures the SEC Marketing Rule requires. They're intended for investment professionals and prospective clients with the context to evaluate them -- which is why we provide them on request rather than posting them publicly.
Fact sheets are delivered by email, typically within one business day. Tell us which strategy interests you and where to send it.
Fact sheets are one piece of the picture. The conversation about whether a strategy fits your specific practice is the more important one.
The following disclosures accompany any discussion of QPA strategies. They describe the firm structure, investment risks, and the nature of performance information QPA may provide. Advisors and compliance teams may request the full disclosure documentation at any time.
Quant Portfolio Advisors is a DBA of Elysium Wealth Management, LLC, an SEC-registered investment adviser wholly owned by Elysium Holdings, LLC. Registration with the SEC does not imply a certain level of skill or training.
Investment advisory services are offered through Elysium Wealth Management, LLC. Portfolio management services are offered separately as a subadvisor fee apart from Elysium's financial planning, consulting, or asset management services.
Investing involves risk, including the possible loss of principal. Different types of investments and strategies involve varying levels of risk, and there is no guarantee that any specific investment strategy will be profitable or suitable for an individual's financial situation.
Diversification and asset allocation do not ensure a profit or protect against loss. Portfolios may experience volatility and may not achieve their stated objectives. Future market conditions, interest rates, and economic factors may differ materially from those reflected in historical periods used in strategy design.
Past performance is not indicative of future results.
Any performance figures shown in QPA fact sheets or related materials reflect hypothetical or back-tested results generated by applying QPA's proprietary methodology to historical market data. Hypothetical results do not represent actual trading in client accounts and were achieved with the benefit of hindsight.
Hypothetical results may not reflect the impact that material economic or market factors might have had on decision-making if actual client assets were being managed. Results are presented solely to illustrate how the strategy would have performed under the model's assumptions; they are not a promise or guarantee of future results.
Hypothetical results reflect deductions for assumed portfolio management fees and fund-level expenses. Results do not reflect advisory, custodial, or other client-specific fees. Actual client returns will vary. Real accounts may experience transaction costs, timing differences, cash flows, account restrictions, and tax effects that materially differ from modeled assumptions.
Data inputs may be revised and may contain survivorship or look-ahead biases. No client actually achieved the hypothetical returns shown, and results may over- or under-state performance that would have been realized.
Benchmarks shown in QPA materials are provided for comparison purposes only and may not reflect the strategy's actual risk profile or investable constraints. Benchmark returns do not reflect deductions for management fees, transaction costs, or other expenses. You cannot invest directly in an index.
Specific benchmarks used in any fact sheet will be identified along with their construction methodology. Common reference points may include broad equity, fixed income, and balanced indexes published by third-party index providers.
Form ADV Part 2A and Form CRS for Elysium Wealth Management, LLC are available upon request and are filed with the SEC. These documents contain important information about the firm's services, fees, conflicts of interest, and disciplinary history.
Upon request, QPA will provide the specific criteria and assumptions underlying any performance figures shown, including calculation methodology, fee and expense assumptions, data sources, model change history, and any periods of hypothetical versus live performance. Prospective investors should consider whether they have the analytical resources and financial experience to evaluate the information provided and should discuss individual circumstances with their financial advisor before making investment decisions.
Fact sheets answer "what does this strategy do." The more useful question is how these strategies fit together in your book -- which clients, which combinations, what the rollout looks like in practice.
Thirty minutes. Bring your book, your constraints, your questions -- we'll work through what a fit might actually look like.
