1969
Career began
Systematic models · since 1969
A quantitative legacy
Fifty years of systematic trading. Most of it never made public.
The work of a quantitative researcher who has navigated every market cycle since 1969 — now being brought forward, model by model.
For regulatory reasons, we can't name him publicly yet. His track record speaks in numbers.
+37 yrs
Track record
7
Systematic models
5 live
Available today
Performance figures are hypothetical and backtested. See each model for full detail.
The Creator · The Legacy
A fifty-year legacy, finally accessible.
The strategies on this platform are the life's work of one of the most experienced systematic traders in the industry — a quantitative researcher whose career began in 1969 and who has spent more than five decades building rules-based models across equities, fixed income, and commodities.
His earliest discipline came not from a trading desk, but from the cockpit of a U.S. Army helicopter: trust the instruments, stay systematic under pressure, and let the data — not emotion — drive the decision. That principle has governed every model he has built since.
Several of those models became the engine behind billions in managed capital. Others — equally rigorous, equally tested across every market cycle since the late 1980s — were never brought to market.
This platform exists to change that. In partnership with him, we are bringing those private models forward — rebuilt with modern technology and AI — so they can outlive any single desk, any single firm, any single career.
Now accessible beyond the institutions that first relied on them.
The Models
Seven strategies. One discipline.
Seven systematic strategies, developed and refined across more than three decades. The grid is led by the Band Filter — the signature model of the collection — with the remaining live models ordered by risk profile, from pure capital preservation to aggressive growth. Each is rules-based and backtested across every major market cycle.
Signature model
Live
Band Filter
Tactical · Weekly · NASDAQ-100
GrowthAggressive tacticalThe signature model
The most emblematic model of the collection — a long/short strategy that rotates between the NASDAQ-100 and cash, built to capture upside while sidestepping the market's deepest drawdowns.
How it works — short explainer line (to come) View full track record →+30.35%
Ann. return
−18.74%
Max drawdown
0.96
Sortino
37 yr
Hypothetical
Band Filter
NASDAQ-100 (Buy & Hold)
U.S. Treasury
Conservative · Weekly · Long Treasuries
ConservativeCapital preservation
A weekly model on long-term U.S. Treasuries that stays in cash unless conditions favor being invested — built for capital preservation above all.
+6.23%
Ann. return
−2.94%
Max drawdown
88.42% batting · 37-yr hypothetical
View track record →
High Yield
Income · Weekly · High-Yield Credit
IncomeCapital preservation
A weekly model that rotates between high-yield credit and cash, designed for steady income with tightly controlled downside.
+10.29%
Ann. return
−6.95%
Max drawdown
0.86 Sortino · 77.73% batting
View track record →
Gold
Growth · Weekly · Gold (GLD)
GrowthCommodity diversifier
A weekly model on gold that holds the metal when conditions are favorable and moves to cash to sidestep its sharpest declines.
+18.72%
Ann. return
−15.31%
Max drawdown
0.81 Sortino · 21-yr hypothetical
View track record →
Silver
Aggressive · Weekly · Silver (SLV)
AggressiveHigh-octane
A weekly model on silver that holds the metal in favorable conditions and retreats to cash to soften its severe drawdowns.
+29.39%
Ann. return
−37.15%
Max drawdown
0.64 Sortino · 20-yr hypothetical
View track record →
Daily NASDAQ
Tactical · Daily
+0.00%
Ann. return
−0.00%
Max drawdown
Part of the legacy — track record in preparation.
Monthly NASDAQ
Tactical · Monthly
+0.00%
Ann. return
−0.00%
Max drawdown
Possible supplementary signal — in preparation.
They don't all decline at once.
Combine the models, set an allocation, and see how the blend would have behaved across the historical period — often with a better risk-adjusted profile than any single model.
What Viallion Brings
Built to last beyond any single career.
A track record is a body of work. Without the right stewardship, it stays locked inside one desk, one firm, one career — and eventually disappears with them.
Viallion exists to prevent that. We are a technology company, born from the innovation lab of Making Sense — a software firm with 300+ engineers — built to take proven systematic strategies and give them the infrastructure, longevity, and reach they deserve.
Preserving the legacy
These models represent decades of research. We are capturing them in modern, production-grade systems — documented, secured, and engineered to outlive their creator. What was private and perishable becomes durable.
Strengthening it with technology
We don't just preserve the models — we extend them. Our engineers apply AI-driven regime analysis and continuous refinement to combat the natural decay every strategy faces as markets evolve, while protecting the integrity of the original work.
Opening the door
Institutional-grade execution, fully automated, lets these strategies reach investors who never had access to them before.
The result: a body of work that no longer depends on one person being at the desk. The legacy, made permanent — and made available.
Who We Are
The people behind the platform.
The creator's track record speaks for itself. Here is who is carrying it forward.
Ignacio Caldentey
Co-Founder & CEO, Viallion
Technology executive leading Viallion's vision to bridge systematic trading expertise with institutional-grade engineering and AI capabilities.
César D'Onofrio
Co-Founder, Viallion · CEO, Making Sense
Founder and CEO of Making Sense, a 300+ engineer technology firm. Decades of experience building production-scale software systems and technology organizations.
Tom Watts
Head of Strategic Partnerships
A Wall Street veteran who began his career at McKinsey & Company and held senior positions at Merrill Lynch and Bear Stearns. Repeatedly elected to the Institutional Investor All-Star Team for his investment research, and named a "Home Run Hitter" by the Wall Street Journal for his stock-picking record. Tom has played key roles in building and exiting three high-growth ventures. He holds an MBA from Harvard Business School and a BA from Stanford University.
Contact
Start a conversation.
We're preparing these strategies for release. If you'd like to learn more — or be among the first to know when each model goes live — get in touch.
Important disclosures
[COMPLIANCE NOTICE — placeholder. Final language to be provided. Will cover: nature of the offering (software / signals, not investment management), no investment advice, hypothetical / back-tested performance limitations, and required regulatory disclosures.]
All performance shown on this platform is hypothetical and back-tested. It does not reflect actual trading with client assets and has inherent limitations — results are designed with the benefit of hindsight and may not reflect the impact of real market conditions. Past performance is not indicative of future results.
Results are shown gross of fees; transaction, custodial fees and taxes are not reflected and would reduce results. This is not an offer to sell or a solicitation to buy any investment. Final disclaimer wording to be confirmed with counsel / compliance.