For educational purposes only. Nothing on this site constitutes investment advice. Disclaimers
Canadian Alpha Stack
Leveraged S&P 500 and Nasdaq core with managed futures and market-neutral sleeves.
How to read sleeves and model portfolios →
| Ticker | Weight | Beta | Notes |
|---|---|---|---|
| USSL.TO | 35% | 1.25 | 1.25x S&P 500 (proxied via 1.25x VFV.TO in CAD). |
| QQQL.TO | 20% | 1.25 | 1.25x Nasdaq-100 — tech growth tilt alongside S&P 500 core. |
| FINN.NE | 15% | 1.53 | Fidelity Global Innovators ETF — concentrated, actively managed global momentum sleeve run by Mark Schmehl. |
| DGLM.TO | 20% | 0.35 | Systematic global macro managed futures sleeve. |
| PFMN.TO | 10% | 0.12 | Market-neutral long/short equity. |
Weighted portfolio beta (approx.): 1.00
Total return (vs SPY)
Alpha score: B+
Max DD score: A
Beta score: B+
Beta: 1.00
Total: 103.8%
Gross longs: 93.8%
Gross shorts: 10.0%
Gross alpha & alts: 20.0%
USSL.TO: 35%
QQQL.TO: 20%
FINN.NE: 15%
DGLM.TO: 20%
PFMN.TO: 10%
Educational model only — not investment advice. Portfolio betas in the holdings table are weighted to the listed names and weights.
FINN.NE: methodology lists TEC.TOas Yahoo proxies for joint history before live listing when calendar overlap allows. In this chart's Yahoo range there was no separate pre-listing window to splice—line shows the fund's reported adjusted closes only.
DGLM.TO: before September 22, 2025, DGLM.TO is proxied by DBMF daily returns.
PFMN.TO's inception date of 2019-07-16 is limiting the backtest.