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 | 45% | 1.25 | 1.25x S&P 500 (proxied via 1.25x VFV.TO in CAD). |
| QQQL.TO | 25% | 1.25 | 1.25x Nasdaq-100 — tech growth tilt alongside S&P 500 core. |
| 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.): 0.96
Copy portfolio to builder →Total return (CAD vs SPY)
Range
+31.55%
Portfolio
+23.01%
SPY (benchmark)
+8.54%
Excess α vs SPY
-7.24%
Max drawdown
-9.41%
SPY max DD
2.48
Sharpe
Excess return above the 4.5% risk-free rate divided by annualised volatility.
Above 1.0 is good; above 2.0 is excellent.
SPY typically scores around 0.5–0.8.3.91
Sortino
Excess return above the 4.5% risk-free rate divided by annualised downside deviation (penalises losses only).
Above 1.5 is good; above 3.0 is excellent.PortfolioSPY
Portfolio score: A
Alpha score: A
Max DD score: A
Beta score: B+
Beta: 0.96
Net leverage:
Total: 107.5%
Gross longs: 97.5%
Gross shorts: 10.0%
Gross alpha & alts: 20.0%
Portfolio weights:
USSL.TO: 45%
QQQL.TO: 25%
DGLM.TO: 20%
PFMN.TO: 10%