For educational purposes only. Nothing on this site constitutes investment advice. Disclaimers
Alpha Stacking
Loading page
For educational purposes only. Nothing on this site constitutes investment advice. Disclaimers
Alpha Stacking
Loading page
For educational purposes only. Nothing on this site constitutes investment advice. Disclaimers
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
Alpha score: A
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.TO as 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.
PFMN.TO's inception date of 2019-07-16 is limiting the backtest.