A long-horizon, market-neutral equity strategy designed to capture persistent valuation-driven mispricing and time-varying equity risk premia across U.S. stocks.

The strategy operates on a broad universe of liquid equities, applying a multi-factor valuation framework incorporating earnings yield, free cash flow yield, dividend yield, and normalized profitability measures to construct a composite mispricing score. Equities are ranked cross-sectionally to identify structurally undervalued and overvalued assets, reflecting slow-moving behavioral distortions and cyclical overreaction.

Positions are established through a systematic long/short portfolio with volatility-scaled position sizing and sector neutrality. Holdings are maintained over extended horizons to allow valuation reversion to materialize while minimizing transaction costs and short-term noise.

Risk is managed through dynamic exposure limits, periodic fundamental rebalancing, and drawdown controls, ensuring disciplined capital allocation across evolving market environments. By harvesting long-term risk premia embedded in equity valuation spreads, the strategy delivers stable macro-driven alpha over full market cycles.