wyandanchcapital.com

WYANDANCH

Capital

> Concentrated. Fundamental. Asymmetric._

A concentrated, long-only equity strategy hunting mispriced assets in small and microcap equities. We focus on three pillars: Silent Execution Tech, International Gems, and Deep Value / Special Situations — combining rigorous fundamental research with catalyst awareness to capture asymmetric upside.

> VIEW STRATEGY > INDICATE INTEREST

>Strategy_where we hunt

Silent Execution Tech

Boring headlines, loud numbers
Under-owned compounders hiding in plain sight
Ride the compounding before consensus catches on
Execution-driven businesses the market overlooks

compoundersunder-ownedexecution

International Gems

High-quality global operators trading at a discount
Cash generation + durable demand moats
Buy great businesses at mediocre prices
Structural information gaps create opportunity

globalqualitydiscount

Deep Value + Special Situations

Structural mispricings: spin-offs, recaps, hidden assets
Underwrite to asset value, not hope
Close the gap with identifiable catalysts
Dislocations from forced selling or neglect

spin-offscatalystsasset value

>Process_how we win

We run a concentrated book of 10-15 positions, each backed by deep fundamental research and a clear view on what the market is missing. Our process starts with downside — we model what happens if we're wrong before we ever model what happens if we're right.

Every position has an identifiable catalyst or structural reason to re-rate. We don't buy and hope. We buy with a thesis on timing, a margin of safety on valuation, and a defined exit framework that removes emotion from the sell decision.

ConcentrationFewer names, bigger weights, deeper work. Every position earns its place through conviction, not diversification.

Catalyst-AwareNot just right eventually — we identify what changes the market's mind. Timing matters when capital is concentrated.

Downside-FirstBalance sheet and survivability come first. "Cheap" isn't enough — we underwrite to scenarios where we can be wrong and still not lose.

Sell DisciplineTrim when mispricing closes, thesis breaks, or better asymmetry appears elsewhere. No attachment to names.

>Risk Analytics_quantified edge

In small and microcap equities, most managers fly blind on risk. Position sizing is gut feel. Correlation is ignored. Stress testing doesn't exist. We built institutional-grade risk infrastructure from scratch — the same tools a $500M fund runs, applied to the part of the market that needs it most.

Every position is continuously stress-tested, every correlation monitored, every tail quantified. This isn't a compliance checkbox — it's how we size, how we hedge, and how we protect capital when diversification fails.

10KSimulations

Monte Carlo VaR / CVaR

10,000 fat-tailed simulations across 1-day to 3-month horizons. Student-t distribution captures real-world tail risk — not the Gaussian fiction most models assume.

7+Crisis Analogs

Historical Scenario Replay

Stress-test every position against COVID, GFC, Black Monday, rate shocks, yen unwinds, and geopolitical scenarios. Per-holding impact, not just portfolio-level hand-waving.

LivePair Matrix

Correlation Breakdown

Pairwise correlation matrix across all holdings — and what happens when correlations spike to 0.85 in a crisis. We quantify the diversification gap before it costs us.

6Factor Scenarios

Factor Stress Testing

Rate shocks, sector selloffs, EM crises, USD rallies, small-cap dislocations, liquidity crunches — each modeled with position-level granularity and estimated P&L impact.

DailyRecalibration

Tail Risk Profiling

Fitted skewness, excess kurtosis, and degrees of freedom on realized returns. We know exactly how fat our tails are — and size positions accordingly.

PerPosition

Liquidity Risk Analysis

Days-to-exit at 20% ADV participation, estimated slippage per position, and forced-liquidation modeling. In small caps, liquidity is the risk nobody prices until it's too late.

>risk.run_suite()

[monte_carlo] 10,000 paths simulated · VaR 95% · CVaR 95% · tail distribution fitted
[scenarios] 7 historical crises replayed · per-position impact calculated
[factors] 6 stress factors applied · portfolio P&L estimated
[liquidity] days-to-exit mapped · slippage modeled · concentration flagged
[correlation] pairwise matrix updated · crisis regime simulated · gap quantified
STATUS: ALL RISK SYSTEMS OPERATIONAL

>Network_founders circle

Wyandanch Capital is built around a founders network of independent analysts, operators, and allocators who share a common philosophy: the best ideas come from people who do the work. Our research process is collaborative — sourcing ideas from practitioners with domain expertise, not sell-side consensus.

We bring attention to deserving companies through social distribution and a growing research community. When we find a compelling name, we write about it. When others in our network find compelling names, we pressure-test them. The result is a continuously refined idea pipeline built on trust and intellectual honesty.

This is not a broadcast model — it's a network effect. Better ideas attract better analysts, which generates better ideas. The circle compounds.

Research

Collaborative Ideation

Distribution

Social + Written

Edge

Network Compounding

>Interest_indicate interest

Wyandanch Capital is selectively accepting indications of interest from qualified investors who share our long-term, fundamental orientation.

If you are an accredited investor, family office, or allocator interested in learning more about our strategy and process, please submit the form. We will follow up with additional materials and next steps.

>strategyConcentrated long-only equity

>focusSmall & microcap

>basedSanta Barbara, CA