Duration Capital is a specialist active duration manager — a category almost entirely absent from the fixed income landscape. The vast majority of fixed income managers focus on credit management: selecting bonds, adjusting credit quality, and allocating across sectors. Duration risk — the primary risk in fixed income — is largely left unmanaged. Duration Capital fills that gap, delivering a 12-year independently audited track record of uncorrelated alpha through systematic, active duration management via liquid Treasury futures.

QuAD = Quantitative Active Duration. Duration Capital's proprietary, evidence-based framework for forecasting interest rate movements and generating active duration positioning signals. Grounded in over 80 years of research data, QuAD combines a diversified set of macroeconomic, technical, and valuation indicators to produce a composite expected bond return forecast that determines both directional positioning and exposure sizing.

Overlay portfolios consist exclusively of a dedicated futures account that actively positions portfolio duration through liquid, exchange-traded sovereign bond futures (long or short). Only 1–2% of portfolio assets are required as margin; 98–99% of capital remains in the underlying program.

Source: Alpha Performance Verification Services. Performance shown from May 2022 through March 2026. Audited returns through March 2025; estimated returns thereafter. Returns are gross of fees. Past performance is not indicative of future results. Top-decile bond managers typically generate between 30 to 80 bps of alpha; Duration Capital's strategies have generated approx. 200 to 900 bps depending on the strategy's active risk profile. All QuAD trade signals are time-stamped on TimerTrac.com at the point of trade signal generation — proving this is a live, documented track record and not a backtest. Country model overlay (futures) returns are independently calculated and audited by Alpha Performance Verification Services. Audit coverage: January 2014 through March 2025; estimated returns April 2025 onwards.

Duration Capital offers a suite of customizable strategies, all powered by the QuAD systematic model, implemented through liquid exchange-traded bond futures. Each strategy targets a distinct investor need — from portable alpha overlays and active fixed income to absolute return and tax-aware structures.

As a specialist portable alpha manager, Duration Capital has deep experience meeting the needs of sophisticated institutional clients and RIAs nationally. We work alongside our clients to tailor a custom strategy to fit their return objectives. With decades of experience advising institutional clients we bring sophistication, independence, and market awareness coupled with the practicality and perspective shaped by years navigating real-world investment challenges. Our goal is simple: to help investors build smarter, more resilient portfolios — without the noise, sales pressure, or generic standardized advice.

Duration Capital's strategies serve a range of institutional, intermediary, and high-net-worth clients. The common thread is a need for genuine alpha from rates without increasing credit, equity, or illiquidity exposure. The firm's overlay structure, tax efficiency, and audited track record resonate across all segments. Primary geography: United States. European opportunities are being evaluated on a selective basis, particularly for institutional clients with existing Bund or Gilt exposure who could benefit from the Germany, UK, or G3 Composite models.

Duration Capital LLC (Garden City, NY) was established in 2013 and is the owner of the QuAD duration models, which have generated independently audited uncorrelated alpha over a 12-year track record. Duration Capital also pioneered and launched the industry's first active duration fixed income ETF and mutual fund (2022), managed multiple 5-Star Morningstar-ranked active fixed income funds (2024, 2025), been named Best Hedge Fund in Global Interest Rate Alpha (2018–2019), and designed custom long/short futures overlay SMA strategies for institutional clients. The firm's portfolio manager's experience incorporates global macro hedge fund PM experience and merging multiple alternative investment firms into a $2 billion global rates asset manager, achieving top-quartile performance and earning multiple industry awards.