Intelligence Driven Advisers, LLC

Intelligence Driven Advisers, LLC is a SEC-registered investment advisor headquartered in Rockville, Maryland, operating as a quantitatively-oriented wealth management firm serving high-net-worth individuals, families, and institutional clients in the Washington, D.C. metropolitan area and beyond. The firm distinguishes itself through a data-driven, systematic approach to investment management that integrates advanced analytics with disciplined portfolio construction. Filing with the SEC under CIK #0001819955, Intelligence Driven Advisers maintains 13F reporting obligations reflecting its management of substantial U.S. equity positions. The firm's name—"Intelligence Driven"—explicitly signals its methodological orientation, emphasizing research-based, analytically rigorous investment processes over intuition-based or purely discretionary approaches. Operating from Rockville, Maryland, within the broader Washington, D.C. technology and government contracting corridor, Intelligence Driven Advisers draws upon the region's deep pool of analytical talent and quantitative expertise. With CIK registration dating to 2020, Intelligence Driven Advisers has established its institutional presence during a period of exceptional market volatility and regime shifts, including the pandemic-era market dislocation, subsequent recovery, the 2022 correction, and evolving interest rate dynamics. Under the leadership of Founder and Chief Executive Officer John Coyle and Chief Investment Officer Michael Lingenheld, the firm has cultivated an investment practice leveraging systematic methodologies and factor-based insights. The platform's 13F History tools enable examination of Intelligence Driven Advisers' disclosed equity positions across sequential reporting periods, providing transparency into the firm's quantitative strategy implementation.

Intelligence Driven Advisers employs a quantitative, multi-factor investment philosophy that leverages systematic analysis, data-driven insights, and disciplined portfolio construction methodologies. The firm's approach differentiates from traditional discretionary managers through its emphasis on repeatable, evidence-based investment processes designed to identify attractive risk-adjusted opportunities across the equity market. The 13F Portfolio Composition reveals diversified equity exposure reflecting the firm's systematic selection methodology. Rather than concentrated positions based on qualitative conviction, the portfolio construction may demonstrate broader diversification consistent with factor-based or quantitative strategies that spread exposure across multiple securities exhibiting desired characteristics. This approach seeks to capture systematic return drivers while managing idiosyncratic risk through diversification. The Sector Allocation History observable through sequential 13F filings illuminates how the firm's quantitative models allocate capital across market sectors. Systematic strategies may exhibit sector exposures that vary based on factor loadings, valuation metrics, momentum signals, or other quantifiable attributes rather than discretionary sector views. Tracking allocation changes through filing sequences can reveal the strategy's factor tilts and how they evolve with market conditions. Turnover characteristics appear moderate to high, consistent with systematic strategies that continuously optimize portfolios based on evolving signal inputs, factor exposures, and risk management considerations. Quantitative approaches often exhibit higher turnover than traditional buy-and-hold strategies as models respond to changing security characteristics and market dynamics.

Intelligence Driven Advisers, LLC represents a Washington, D.C.-area registered investment advisor employing quantitative, data-driven investment methodologies. Under the leadership of John Coyle and Michael Lingenheld, the firm has developed a systematic investment practice serving clients seeking analytically rigorous portfolio management. Consistent 13F filing history provides visibility into the firm's equity positioning, enabling analysis through the platform's backtesting service—a particularly relevant tool for evaluating quantitative strategies where systematic patterns can be identified through position data. The Sharpe Ratio derived from simulated replication of Intelligence Driven Advisers' disclosed holdings offers insight into risk-adjusted outcomes across available measurement periods. For a quantitative manager, risk-adjusted metrics are particularly instructive as systematic strategies explicitly target favorable risk-return tradeoffs through disciplined portfolio construction. The Alpha Generation vs S&P 500 metric can illuminate whether the firm's systematic approach has delivered excess returns relative to passive market exposure. Quantitative strategies are often evaluated on their ability to generate consistent alpha through factor exposures and security selection signals. The Volatility Profile analysis enables assessment of portfolio risk characteristics over time, revealing whether the systematic approach has successfully managed volatility relative to benchmark indices. Factor-based strategies may exhibit volatility patterns that diverge from broad market indices depending on factor tilts and market regime dynamics. Key analytical considerations include Intelligence Driven Advisers' quantitative orientation, its multi-factor methodology, and its relatively recent establishment during a period of significant market regime changes. These characteristics position the firm as a manager whose performance may exhibit systematic patterns tied to factor dynamics rather than idiosyncratic manager skill. How might Intelligence Driven Advisers' quantitative multi-factor approach perform during an extended environment characterized by factor regime instability, elevated cross-asset correlations, and potential breakdown of historical factor relationships that inform systematic strategies?

The risk characteristics of Intelligence Driven Advisers reflect its mandate as a quantitatively-oriented investment manager employing systematic methodologies. The firm's multi-factor approach is designed to diversify across multiple return drivers, potentially producing risk characteristics that differ from concentrated discretionary strategies. This positioning typically generates a Volatility Profile that balances diversification benefits with factor exposure dynamics. Historical backtesting through the platform's portfolio simulator enables users to assess Max Drawdown Depth across significant market stress events. Given Intelligence Driven Advisers' CIK registration in 2020, filing history encompasses the post-pandemic recovery, the 2022 equity correction, and subsequent market dynamics. Simulating disclosed positions through these periods illuminates how the firm's systematic approach performed during varied market regimes, including periods of factor rotation and style volatility. The Downside Capture Ratio serves as a relevant metric for evaluating a quantitative manager like Intelligence Driven Advisers. Systematic strategies may exhibit drawdown characteristics that depend heavily on factor exposures and how those factors behave during market stress. Replicating the firm's 13F positions through historical drawdown periods quantifies portfolio behavior during risk-off environments and provides context for defensive characteristics. Quantitative strategies can exhibit regime-dependent performance characteristics, potentially outperforming during periods when targeted factors deliver positive returns while underperforming when factor dynamics shift unfavorably. Understanding historical risk patterns enables appropriate expectation setting for systematic investment approaches.