How the systems work

Process over prediction

Systematic investing starts with a written process: what you hold, when you review, how you size, and what triggers a change. The goal is consistency under time pressure — the same principle clinicians use when following evidence-based pathways.

The Quant Physio frames SMSF DIY around scheduled review windows (monthly for core, weekend/weekly for satellite sleeves) so decisions are batched, not reactive.

A simple operating rhythm

1. Define the sleeve

   ASX All Weather core versus optional momentum satellites. Each sleeve has its own role, markets, and rebalance cadence.

2. Apply the rules

   Signals and eligibility filters are rules-based. Discretion is limited by design so fatigue and FOMO matter less.

3. Review on schedule

   Open the checklist during your Friday or weekend block. Rebalance when the process says so — not because a headline moved.

4. Record & move on

   Log the review, execute through your broker, then return to clinic life. Investing should not consume the week.

Core: All Weather — simple monthly system

This is the main pitch: low volatility with outsized returns for the risk you take. One scheduled monthly session. Open the checklist, update momentum ranks on a short ETF list, place the rebalance, log it, close the laptop. Designed so a full clinical week still fits around it.

1. Open the list — defensive bucket + growth bucket (ASX and/or US versions).
2. Rank — keep the top defensive name and the top growth names that are still in trend.
3. Rebalance — fixed weights (e.g. ~40–45% defensive / ~50–55% growth; US also has tiny optional crypto/commodity sleeves).
4. Done until next month — no daily chart babysitting.

• Markets: Australian and US equities / liquid vehicles as specified by the ruleset
• Cadence: monthly checklist
• Role: foundation of the overall allocation

Backtest snapshot (as at 30 September 2026): All Weather ASX returned 10.3% per year with a max drawdown of −10.6% (2 Jan 2015 – 30 Sep 2026; benchmark IOZ). All Weather US returned 10.9% per year with a max drawdown of −13.0% and Sharpe 1.12 (31 Jan 2015 – 30 Sep 2026), versus SPY buy-and-hold at 12.6% per year, max drawdown −22.2%, Sharpe 0.96 over the same period. From 2007 the US version returned 10.6% per year with a max drawdown of −13.05%. See Performance for detail, including 2026 year to date.

Satellites: momentum sleeves

Satellites are optional by design. They can deliver stronger returns with deeper drawdowns — suitable only if you can tolerate volatility without abandoning the process.

Momentum sleeves are optional. They follow trend or relative-strength style rules on ASX and Nasdaq universes. They can add growth when trends persist — and they can (and do) experience meaningful drawdowns when trends reverse.

• ASX Weekend Momentum — reviewed on a weekend-friendly schedule
• Nasdaq Momentum — weekly review; currency effects may matter for AUD-based SMSFs

Friday & weekend process

The operating rhythm is built around limited weekday bandwidth. Batch the work into a predictable block instead of reacting to every move in the market.

If a week is clinically overloaded, the process waits for the next scheduled window — it is not designed for mid-session tinkering between patients.

What this page is not

This is general educational information. It does not specify exact tickers, position sizes for your SMSF, tax treatment, or whether any sleeve is suitable for you. Implementation details, if offered later, remain subject to the same disclaimer: not personal advice.

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