Price has structure. We're building the engine to trade it.
ABV Capital is Worsley Capital's systematic, algorithmic trading venture — a proprietary engine designed to decompose market prices into their underlying frequencies to identify turning points early, and to trade them with discipline once live.
Most managers trade narratives. ABV trades measurement.
Everything that moves a market — flows, positioning, sentiment, news — ultimately expresses itself in one place: price. So that is what ABV measures. No forecasts, no stories, no committee views. A systematic process, applied the same way in good markets and bad.
Price is the signal
Models are driven by price and price movement alone — not by claimed inefficiencies, fundamentals feeds or discretionary judgement. Price is the one input that never stops telling the truth.
One frequency lies. Twelve don't.
Any single indicator produces false positives. Agreement across twelve independent frequency bands is required before a signal is actionable.
Discipline over discretion
Entries, exits, profit-taking and stops are rule-based, defined before a position exists. No overrides, no averaging down, no hoping.
Markets move in cycles. ABV listens to all of them at once.
At the core of ABV is a proprietary signal engine built on years of research into the spectral behaviour of market prices. Rather than watching one smoothed line, the engine separates each asset's price history into twelve frequency bands — twelve independent views of the same market, each tuned to a different cycle length. In backtesting, the engine hunts for one thing: acceleration in price movement occurring in sync across the bands. When the spectrum aligns historically, a top or bottom tends to form, typically three days to three weeks before the turn completes. This research and backtesting is the foundation the live engine is currently being built and tested against, ahead of launch.
Up to fifteen years
Price history per asset, used for research and backtesting, updated through the latest close.
Twelve frequency bands
Each series is separated and instrumented with the full sensor array.
Second-derivative events
Meaningful changes in the rate of price change — not just direction — are flagged within each band as they occur.
Signals in sync
Signals firing in isolation are discarded; agreement across bands marks a candidate reversal in testing.
Score the universe
Every asset under research is scored by signal strength; the strongest candidate reversals are carried forward for review.
Three properties, read within every band.
Within each of the twelve bands, the sensor array is designed to take continuous readings across three properties — not just whether a band is rising or falling, but how, and how convincingly.
Φ Phase
Where a band sits within its own cycle. When multiple bands reach the same point of their respective cycles together, the engine is designed to read the market as being at a decision point.
V Velocity
The rate and steepness of change in price movement. A velocity spike against the prevailing trend, followed by a turn back through centre, is treated as an early footprint of a reversal.
R Resonance
How strongly the bands reinforce one another. High resonance means the spectrum agrees; low resonance means the engine is designed to read a move as noise, however dramatic it looks on a chart.
A price chart is really several cycles, overlapping.
A conventional chart shows one price line — the sum of many overlapping cycles of different lengths, all added together and averaged into a single, noisy trace. A short-term swing, a medium-term trend, and a longer structural move can all be happening in the same instrument at once, and on a single smoothed line they are indistinguishable from each other. That is the problem the engine is built to solve.
01 Separate the cycles
Rather than smoothing price into one line, the engine decomposes it into twelve frequency bands — short, medium and long cycle-lengths considered independently, each retaining information the others discard.
02 Instrument every band
Each of the twelve bands is measured by the full sensor array — over 600 readings per asset in total — tracking acceleration and deceleration within that specific cycle length, not just its direction.
03 Require agreement, not a hunch
A single band accelerating means little on its own — short cycles turn constantly. A candidate signal only exists, in testing, when multiple independent bands accelerate into alignment at the same time.
04 Let structure lead the direction
Because longer bands change more slowly, alignment across the spectrum has, in backtesting, tended to precede a turn in the underlying price rather than confirm it after the fact — the basis for the lead time referenced above.
Description of research methodology and design intent. ABV has not yet launched and is not currently trading live capital — nothing here is a claim about live signal accuracy.
Designed for institutional size, built to run at human speed.
ABV's flagship application, as designed, is sector rotation: anticipating imminent tops and bottoms across sector and index ETFs, and rotating exposure toward strength. The same engine is intended to drive bespoke long-only and long/short mandates once live. Sizing is systematic by design; monitoring, execution quality, data integrity and risk limits are intended to be supervised by the team, with signal logic never overridden on a view — the system decides, people supervise.
In backtesting against historical data, this systematic approach has performed ahead of broad market benchmarks such as the S&P 500, on both an absolute and a risk-adjusted basis. ABV is not yet trading live capital, so these results reflect research and design targets, not a live track record.
✓ Liquid by design
Strategies are designed to be expressed in ETFs, index products and stock baskets — reducing single-name risk and allowing for institutional scale without material market impact.
✓ Deliberately low turnover
Not designed for high-frequency trading. Target holding periods run three to six months, with roughly twenty to thirty trades per portfolio per year.
✓ Unlevered by default
Strategies are designed to stand on their own without leverage. Where a mandate calls for it, leverage would be applied deliberately — never to rescue a position.
✓ Independent oversight
Performance, risk, and compliance are designed to be reviewed on an ongoing basis, separate from the activity that generates returns.
✓ Bespoke by mandate
Universe, base currency, risk tolerance, horizon, long-only or long/short — each portfolio is intended to be configured to the client. The discipline is fixed; the expression is tailored.
Illustrative only — based on research and backtesting, not live trading results. ABV has not yet launched and is not currently trading live capital. Past performance is not indicative of future results. Nothing on this page constitutes an offer, solicitation, or investment advice.
From universe to executed position, every step is designed to be systematic.
Once live, a mandate is intended to move through three stages, in order, with no step skipped and no discretionary override inserted between them. This is the operating pipeline the engine and the risk framework above are being built to support — described here as design intent, since ABV is not yet trading live capital.
Define
Liquid ETFs, sector indices and stock baskets, set per mandate with base currency, horizon and risk tolerance — basket-level exposure keeps stock-specific risk low and capacity high.
Generate
The engine is designed to run the full universe and issue buy, sell, cover and exit signals under fixed rules — with take-profit and stop-loss levels attached before any order exists.
Construct
Signals are weighed against existing positions and mandate constraints to form the target book. Sizing is systematic by design; monitoring and reporting are intended to run continuously.
Description of a designed operating pipeline, presented for informational purposes. It is not a description of live trading activity. ABV has not yet launched and is not currently trading live capital, and nothing here constitutes an offer, solicitation, or investment advice.
Development happens in stages. None of them are skipped.
ABV Capital has not yet launched. Rather than describe that as a single undifferentiated "not live yet," it is worth being specific about what development actually means here — a sequence of stages, each with its own bar to clear, moved through deliberately rather than rushed.
Research
Developing and refining the spectral decomposition approach itself — which frequency bands matter, how they should be measured, and how signals across bands should be defined and combined.
Backtesting
Testing the resulting rules against historical price data across assets and market regimes, examining not just returns but drawdowns, false-signal rates, and sensitivity to assumptions.
Paper Trading
Running the engine forward against live, real-time prices without committing capital — checking that signal behaviour observed in backtesting holds up outside of historical hindsight.
Live
Trading real capital, sized conservatively at first and subject to the same risk oversight described elsewhere on this page. ABV has not yet reached this stage.
Description of a development process, presented for informational purposes. It is not a timeline, launch date, or forecast, and does not constitute an offer, solicitation, or investment advice. ABV has not yet launched and is not currently trading live capital.
Questions about ABV, answered plainly.
Is ABV trading live capital right now?
No. ABV Capital has not yet launched and is not trading live capital. Every figure and chart on this page reflects research, design targets, and backtesting against historical data — not a live track record.
Is this page an offer to invest in ABV?
No. Nothing on this page constitutes an offer, solicitation, or investment advice. It describes a venture that has not yet launched, for informational purposes only.
What does "the system decides, people supervise" mean in practice?
Entries, exits and position sizing are rule-based and defined before a position exists. The team's role, once live, is intended to be monitoring execution quality, data integrity and risk limits — not overriding signal logic on a discretionary view.
Why sector rotation as the flagship application?
Sector and index ETFs are liquid, diversified, and well suited to a systematic process that needs clean, continuous price history — reducing single-name risk while allowing the same underlying engine to scale toward institutional size.
How can I follow ABV's progress or get in touch?
Via Worsley Capital directly — see Contact below. ABV does not currently publish a standalone signup or live results feed, consistent with not yet trading live capital.
Who is ABV being built for?
ABV is being designed with professional and institutional investors in mind, not as a retail product. Once live, access is intended to be extended to a limited number of investors directly, consistent with the discretion the rest of the platform applies.
“The system decides; people supervise. Signal logic is never overridden on a view — that separation is the point.”
ABV Capital · Investment Doctrine