elite strategy.
precision method.
systematic execution.

There exists a rare inefficiency that is visible to all but recognized by few. It is modest in scale, brief in duration, and routinely disregarded by systems optimized for larger narratives. Yet when executed with discipline and repetition, it compounds into meaningful and asymmetric return. Our work is the extraction of this inefficiency using a rigorously designed set of rules and execution methods.

This inefficiency has been measurable since 1926, unchanged through wars, rate regimes, structural shifts, and market cycles. Its persistence and repeatability means it is a structural deviation, not a transient anomaly. Small things multiplied do not remain small.

SINGLES BEAT HOME RUNS

Most investors are taught to chase home runs.

They search for the next breakout stock, the next macro inflection point, the next generational trade. They swing hard, accept long droughts, and hope that a handful of big wins carry the portfolio.

Our system was built on a different premise: Markets reward consistency, not heroics. To illustrate this, we modeled a simple yet powerful simulation.

Suppose two baseball teams play 200,000 simulated games.

Team A can only hit singles, but they do so successfully and consistently (at a rate far lower than our equivalent trade win rate, in fact). Team B can only hit home runs, but at a rate 4x lower, reflecting the actual Major League ratio. Which team wins?

The answer is not even close.
The singles team wins over 99.8% of all games with an average score of 39-6.

Why?
Because probability compounds.
Because small edges repeat.
Because variance punishes power.
Because measured consistency dominates noise.

In markets, just as in baseball, outcomes are not determined by highlights. They are determined by discipline and distribution. Over time, inevitability and probability wins.
Just ask casinos.

This tortoise beats the hare with the law of compounding gains.