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A proven winning strategy with high liquidity and low volatility

What is BlackDog?

BlackDog is one of Lucena’s model portfolios from big data. With a tactical asset allocation strategy, BlackDog utilizes highly liquid ETFs of large cap and fixed income instruments.

The strategy is designed to outperform the traditional 60/40 stock/bond portfolios using dynamic (rather than static) allocation schemes, combined with strategic selections of ETF holdings.

BlackDog is adjusted approximately once per month based on Lucena’s Optimizer in conjunction with Lucena’s macroeconomic ensemble voting model.

Why use BlackDog?

Intelligent exposure to Large Cap Equity & Fixed Income.

Rebalanced accoriding to Macroeconomic environment.

Active and agile, with timely response to changes in Macroeconomic regimes.

Low volatility makes it easy leverage at 2X exposure

Model Portfolios From AI
Hedge fund client

Lucena offers cutting-edge technology with endless possibilities to build and test new strategies.

Mark Carter


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