Airo Files Bellwether ETF With Regime-Based Quant Model

Airo Capital Management has filed for the Airo Bellwether ETF, an actively managed U.S. large-cap strategy that selects stocks from the Russell 1000 using a proprietary quantitative model. The model weighs factors including economic resilience, sector behavior, forecast reliability and each security’s contribution to portfolio risk. It also incorporates five market regimes. rebound, bull, caution, defensive and crisis. Portfolio decisions are generally refreshed monthly, with at least 25 stocks normally held and systematic limits on individual positions and sector exposure. While the fund expects to remain substantially invested in equities under normal conditions, cash, Treasury bills and money market instruments compete with stocks for allocations. In extreme conditions, the model could move substantially or entirely into cash equivalents. The adviser cannot override individual selections or weights once model inputs are set, and the strategy is expected to generate high portfolio turnover.