Primpa's Strategy
Our Approach
At Primpa Capital, we believe that static, “one-size-fits-all” portfolios leave investors vulnerable to sudden market shifts. Instead, we employ a regime-based hedging framework that:
- Identifies Prevailing Market Regimes
We systematically monitor key economic indicators—interest rates, credit spreads, equity volatility, and other macro signals—to determine whether markets are in a “risk-on,” “risk-off,” or “transition” regime.
- Adapts Dynamic Allocations
Once a regime signal is triggered, we adjust our exposures across equities, fixed income, and alternatives. For example, in a rising-volatility regime, we reduce equity weightings and increase defensives; in stable environments, we overweight high-conviction equity ideas.
- Overlays Targeted Volatility Hedges
To protect against tail-risk events, we layer option-based structures (e.g., protective puts, collars, or long-straddle pairs) that cap downside without sacrificing all upside. These overlays are sized dynamically based on implied vs. realized volatility spreads.
Unlike traditional tactical strategies that react slowly to market moves, our process is designed to anticipate regime shifts by blending quantitative signals and discretionary judgment. The result: a portfolio that can preserve capital during downturns and capture asymmetric gains when conditions stabilize.
