We made risk management an alpha-generation tool: a single risk indicator guiding a variety of portfolios outperforming the S&P 500 with lower drawdowns: annually, consistently.
The RISP 500™ is a 15-variable composite risk indicator, developed by practitioners for practitioners — with a four-year live track record, publicly time-stamped since 2023.
Serving RIAs, financial advisors, HNWIs, and institutional investors.
Live track record (daily updated) — see table →
View 2022–2025 Live Track RecordThe RISP 500™ measures the risk in the market right now (not tomorrow) — reading from the collective thinking of the entire market, not anyone's opinion or forecast.
Everyone knows correlation isn't constant but pretends it is. In a crisis, correlations converge to +1: everything falls together. We diversify through time, not correlation.
The trendless whipsaw market is kryptonite to tacticians. We developed an antidote: SWORD—a whipsaw detector built on the same risk foundation as the RISP 500™ itself.
The RISP 500™ was built for investment professionals whose first obligation is to protect their clients' wealth — and whose competitive edge depends on beating benchmarks and winning the battle for AUM. For decades, U.S. equities rode the unmatched tailwind of American economic dominance. The decades ahead will be more demanding. For a serious professional, a systematic, risk-first framework is no longer optional — it is the edge.
Access is by application. Engagements and terms are tailored to each professional's mandate, scale, and needs — apply for access →
Every strategy guided by the RISP 500™ outperformed the S&P 500 benchmark over the full four-year period. Results are consistent across different asset classes, leverage levels, and RPT calibrations. The main goal of two-level strategies is to seek protection when market risks spike and remain HIGH. Three-level strategies excelled over two-level strategies by adding a new dimension: the possibility of turbo-charging performance during periods of strong bull market (when risks are LOW).
| Strategy | 4-Yr Return | CAGR | Max DD | RoMaD | $100k grew to |
|---|---|---|---|---|---|
| S&P 500 Strategy3-LEVELSSO / SPY / GLD · RPT-1 70% · RPT-2 90% | +328.73% | ~42.8% | −15.97% | 20.9× | $428,729 |
| Nasdaq 100 Strategy3-LEVELQLD / QQQ / GLD · RPT-1 70% · RPT-2 90% | +401.00% | ~48.5% | −24.23% | 16.9× | $500,999 |
| Volatility Strategy3-LEVELSVXY / SPY / VIXM · RPT-1 75% · RPT-2 96% | +321.70% | ~41.5% | −18.36% | 17.4× | $421,702 |
| SPY or Cash2-LEVELStrategy 1 · RPT 75% | +55.81% | ~11.6% | −8.72% | 6.4× | $155,810 |
| QQQ or Cash2-LEVELStrategy 2 · RPT 75% | +77.84% | ~15.6% | −14.52% | 5.4× | $177,840 |
| SSO or Cash2-LEVELStrategy 3 · RPT 75% | +121.19% | ~21.7% | −18.58% | 6.5× | $221,190 |
| QLD or Cash2-LEVELStrategy 4 · RPT 75% | +183.33% | ~29.4% | −31.70% | 5.8× | $283,330 |
| SVXY or Cash2-LEVELStrategy 5 · RPT 75% | +207.66% | ~31.4% | −21.16% | 9.8× | $307,660 |
| SPY (Buy & Hold Benchmark) | +43.57% | ~9.5% | −25.36% | 1.8× | $143,574 |
IMPORTANT: The asset combinations shown above are illustrative examples to demonstrate the SMIGRM mechanism — matching the right asset to each risk environment — not recommendations. The RISP 500™ works with any asset, any strategy, and any portfolio you already run. Readings and prices are real and captured contemporaneously; illustrative strategy results demonstrate the mechanism and are not a promise of future returns. Your own outcome depends on the assets you choose and the personalized risk thresholds you define to customize your own risk profile.
Four years of compounding, live-verified. Each data point was publicly posted. Hover over the chart to inspect values at any date. MOBILE: Flip the phone to landscape orientation to view charts.
Monthly data points · All values computed from publicly posted daily results · Chart data updated manually · MOBILE: Flip the phone to landscape orientation to view charts.
SMIGRM inverts the conventional portfolio management paradigm. Instead of selecting assets and then managing risk, the RISP 500™ measures risk first — and asset allocation naturally becomes obvious from that assessment. And yes, it works with any portfolio and any strategy the practitioner currently uses; it won't conflict; rather it will strenghten the practitioner's existing strategies.
Each data point is the daily composite risk reading — a percentile rank from 0 to 100 relative to all observations since April 2008. The shaded zones show the three allocation levels: below RPT-1 (RISK-ON: take aggressive positions), between RPT-1 and RPT-2 (NEUTRAL: intermediate risk level), above RPT-2 (RISK-OFF: take defensive positions).
Shaded zones based on standard RPT-1 = 70% · RPT-2 = 90% · Updated daily after market close · Data sourced from live Excel tracker
A detective walks into a crime scene. To an untrained eye it's chaos — but the clues are sitting in plain view, and the skilled reader reconstructs what actually happened. The market leaves clues too. Every day, the VIX complex and the equity-derivatives market price in the collective risk assessment of every serious participant. That data is public. Reading what it means takes a trained instrument.
The RISP 500™ composite is built from variables that most practitioners track separately but never synthesise into a single accurate risk profile. The volatility complex alone — VRP, VIX, VVIX, term structures, roll yield — encodes the forward-looking risk assessments of the volatility dealers who price and hedge institutional downside protection for a living.
Ask yourself what is most accurate: your opinion, his or her opinion, or the market's collective assessment scanned and captured in real time? Also, a forecast or a measurement? The composite produces a historically calibrated percentile rank that answers this question objectively every single day. No subjectivity, no bias, no b/s. 100% data-based measured fresh in real-time from the markets. Period.
In 2022, the S&P 500 fell 19.48%. Bonds fell simultaneously. Every diversified portfolio lost money. The 60/40 model — the industry's most popular portfolio allocation model — failed regardless of the stock-to-bond ratio.
The RISP 500™ S&P 500 Strategy returned +41.67% the same year. Not in a backtest like every single previous crashes the RISP 500™ caught early (e.g., 2008 GFC, 2018 Volgameddon, 2020 Coronavirus, etc.). For 2022 and beyond: A live, publicly posted, daily-verified result.
This single-year differential — 61 percentage points in one calendar year — is the empirical proof of concept for the framework's core mechanism: de-risking the position on rising market risks and re-risking the position on falling market risks. The goal is not predict the market (it's impossible). It's to identify and understand the changing context fast to take action early.
In all four years (2022-2025), the RISP 500™ S&P 500 Strategy returned +328.73% vs. 43.57% for the SPY ETF over the same period. Impressive, yes, but the most important feature is that it beat the benchmark with significantly lower drawdowns: −15.97% vs. −25.36% for the SPY. As a result, the Strategy's return-to-risk ratio measured by RoMaD was substantially stronger: 20.9× vs. 1.8× for the benchmark SPY ETF over the period.
This is the empirical proof of concept for the framework's core mechanism: de-risking the position on rising market risks and re-risking the position on falling market risks.
Not a backtest. A live, publicly posted (Facebook and X), daily-verified result. We post it every day after the close or in the next morning before the market opens. For total transparency, you can download the entire daily history with the daily RISP 500™ reading, executed prices, and P&L calculation here (Excel file):
⬇ AUDIT: Download the entire history here - Detailed XLSX file (including formulas)Published on SSRN. Submitted to Journal of Investing. Full methodology, four-year live trading evidence, literature review, and statistical analysis. Free download.
Average Directional Index (ADX), Choppiness Index, Kaufman Efficiency Ratio, Hurst Exponent, and Bollinger Band Width. Published on SSRN. Free download.
Published on SSRN. The Whipsaw Problem — Part II: the SWORD detection model and empirical validation working together with the RISP 500™. Free download.
Every engagement includes the daily reading — but for a serious professional, that's the starting point, not the whole of it. Here's the full infrastructure behind the RISP 500™.
Every engagement is different. The conversation is how we determine which of this you actually need — and tailor terms to your mandate, scale, and goals.
The RISP 500™ is an experience good — its real value becomes clear only when you live through a genuine market moment with it and watch what it tells you, in real time, when it counts. So that's the invitation: join the founding cohort, receive the daily reading for 60 days, and see exactly what it calls as the market moves. No payment now. You experience the instrument first, then decide.
No payment required · Founding members lock in founding terms · A short intake keeps what you see calibrated to your situation
From independent RIAs in California to hedge fund managers in New York, family offices in Germany, and fund managers in Brazil — the RISP 500™ is trusted by practitioners managing real capital.
"Saved me from the current melt down on SPY and my entire portfolio (April 2 Liberation Day)"
"I've been using the system for about four months, and so far, I see great potential. I love how it simplifies trading by first determining your risk threshold and then using that as a clear guide for decision-making. It's reassuring to be out of the market during periods of high volatility while others are panicking. While time will ultimately tell, my experience so far has been very positive. Thank you!"
"I found the daily report very clear and accurate. RISP 500 gives me an important additional degree of comfort that I will not overexpose my positions in an unpredictable volatile market. Thanks!"
"Reliance is the most important part in a business relationship. We receive the daily risk indicator produced by Risk Scientific LLC. It has this diferencial. The system this company developed gained our trust. It makes a huge difference for our clients."
"Sidney has been a treasure in my way to understand the market. Thanks to his method I can invest in a safe and constant way in order to achieve my financial goals."
"O seu Sistema de Controle de risco foi indicado por um colega do mercado financeiro numa conversa informal. Confesso que fiquei cético quando ele falou dos resultados de bater o S&P 500 todo ano. Tem muita gente picareta aqui no Brasil então a gente fica desconfiado naturalmente, né? Mas ainda bem que decidi fazer o free trial, pois fez toda a diferença. Durante o free trial mesmo, já me deu resultado e passei a implementar nas carteiras dos meus clientes. Já sou seu assinante e mais que isso, virei seu fã."
"I love the information that is provided on a daily basis. Sidney's market analysis helps me to see how the markets are responding to various factors. I believe this method is the safest and most effective way to invest."
"Thank you for changing my life."
Ten questions answered at practitioner depth — for RIAs, fund managers, and institutional allocators doing real due diligence.