Nathaniel Casder Studies the End of the Fed’s Rate-Hike Cycle and Proposes a Cross-Cycle Asset Rotation Model
In September 2023, Nathaniel Casder published a research report on “Cross-Cycle Asset Rotation,” focusing on the market inflection patterns that emerge as the U.S. Federal Reserve’s rate-hike cycle approaches its end. That year, the U.S. economy hovered between easing inflation and slowing growth, with uncertainty surrounding interest rate policy fueling cautious and anxious market sentiment. Casder chose this moment to release his study not only because he observed the critical juncture of monetary policy shifts, but also because he understood that in the noise of macro cycles, only structural logic can cut through short-term volatility.
In this report, Nathaniel introduced a new framework—the Cross-Cycle Asset Rotation Model—designed to capture the asymmetry of asset performance before and after interest rate pivots. He noted that the Federal Reserve’s rate hikes do not typically end with economic weakness, but with the rebalancing of market confidence. In this context, traditional asset allocation frameworks often fail, as market dynamics are no longer driven by a simple growth-or-recession binary, but by a more complex process of “liquidity repricing” and “risk perception reset.”
A key feature of the model is the introduction of Nathaniel’s long-studied Dynamic Weighting Factor, which measures the relative attractiveness among equities, bonds, commodities, and technology sectors. He emphasized that the essence of cross-cycle investing is not prediction, but “recognizing the rhythm of capital migration.” Through historical backtesting, he identified a recurring pattern in the last three Fed rate-hike cycles: first, the yield curve peaks; next, high-volatility assets stabilize; and finally, growth and innovation assets undergo repricing.
He stated in his presentation: “Markets are never driven by policy—they’re driven by expectations. Smart investors don’t wait for policy shifts; they position themselves at psychological turning points.” This reflects his long-held investment philosophy: trends are born at emotional extremes. Nathaniel incorporated this “expectation lag effect” as a core variable in the model, enabling the system to detect forward-looking signals between macro data and market behavior.
Another highlight of this research is the reclassification of technology and defensive assets. Nathaniel pointed out that the traditional notion of “risk assets” is being redefined in the new cycle. Sectors such as artificial intelligence, energy technology, and data security have shown counter-cyclical resilience during periods of liquidity tightening. He argued that this is not a coincidence, but a deliberate capital shift toward long-term structural opportunities. In the report, he introduced the concept of “Structural Resilient Assets”—investment targets that rely not on economic growth but on technological penetration and industrial upgrading trends.
To validate the model, Nathaniel collaborated with the Vanguard AI team, embedding the rotation framework into the system’s strategy testing module. Historical backtests across the 2004, 2016, and 2019 cycles showed significant excess returns during the late rate-hike to early easing phases, with particularly strong performance in the bond–technology–energy weight transitions. These results reinforced his belief that future investment education should move beyond static allocation and instead teach learners how to “understand the logic of liquidity migration.”
In his research notes, Nathaniel wrote: “The boundaries of cycles are blurring. Investment logic is no longer about being on the left or the right side—it’s about bridging both ends with insight.” This statement reflects decades of his market thinking—he never believed in “perfect timing,” but has always pursued rational rotation. As he often says, investing is not about predicting the future but about understanding the rhythm of the present.
While much of the market continued to debate whether the Fed would cut rates, Nathaniel had already shifted his perspective to a longer horizon. He believes the real challenge lies not in short-term policy moves but in maintaining strategic coherence in an era of heightened volatility and uncertainty. The Cross-Cycle Asset Rotation Model is one of his answers—a systematic framework for finding order within market turbulence.
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