The 4-Quadrant Model is a quantitative framework designed to map the historical performance of various equity sectors against specific market regimes. By isolating variables into four distinct quadrants, the model identifies which stock sectors—ranging from Defensive Value to Aggressive Growth—historically provide the highest risk-adjusted returns within a given environment. This mechanical overlay allows for objective portfolio rebalancing, ensuring capital is rotated into the equity groups with the most favorable 'Asset Season' based on data-driven signals.

To supplement the top-down sector rotation, I utilize a bottom-up fundamental valuation suite focused exclusively on individual equities. This centers on a multi-stage Discounted Cash Flow (DCF) model that calculates a firm's intrinsic value by forecasting future free cash flows. By applying a rigorous sensitivity analysis to WACC and Terminal Growth rates, the model determines a precise fair-value estimate for a stock. This provides the 'Margin of Safety' required to identify undervalued businesses regardless of broader market volatility.

Beyond valuation, I utilize a proprietary Weekly Seasonality Engine to identify high-probability entry and exit windows for individual equities. By auditing 20+ years of historical weekly performance, the model calculates the 'Win Rate' (Percentage of Green vs. Red weeks) for every week of the calendar year. This allows for a data-driven approach to timing, ensuring that fundamental long positions are initiated during periods of historical institutional strength.