For educational purposes only. Nothing on this site constitutes investment advice. Disclaimers
Alpha Stacking
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For educational purposes only. Nothing on this site constitutes investment advice. Disclaimers
Alpha Stacking
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For educational purposes only. Nothing on this site constitutes investment advice. Disclaimers
Five low-beta, non-equity-directional strategies built to outrun the aggregate bond index without equity-level risk.
How to read sleeves and model portfolios →
| Ticker | Weight | Beta | Notes |
|---|---|---|---|
| DBMF | 15% | 0.05 | iMGP diversified trend-following managed futures, flat-to-positive in sustained equity drawdowns. |
| FLSP | 15% | 0 | Systematic long/short equity and style premia, value, carry, and momentum harvested market-neutral. |
| PFMN.TO | 30% | 0.12 | Market-neutral long/short equity, a beta-neutral premia complement to the trend and carry sleeves. |
| ARB.TO | 15% | 0.05 | Event-driven merger and SPAC arbitrage, retained as a low-beta diversifier. |
| PFLS.TO | 10% | 0.48 | Global long/short equity with moderate net exposure, a Canadian-listed diversifier alongside the market-neutral and arbitrage sleeves. |
| CVD.TO | 15% | 0.12 | Canadian convertible bonds, an income sleeve with lower duration than broad bond funds. |
Weighted portfolio beta (approx.): 0.12
Alpha score: D
Max DD score: B+
Beta score: A+
Beta: 0.12
Total: 51.0%
Gross longs: 46.0%
Gross shorts: 40.0%
Gross alpha & alts: 45.0%
DBMF: 15%
FLSP: 15%
PFMN.TO: 30%
ARB.TO: 15%
PFLS.TO: 10%
CVD.TO: 15%
Educational model only — not investment advice. Portfolio betas in the holdings table are weighted to the listed names and weights.
ARB.TO: methodology lists MRGR 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.
PFLS.TO's inception date of 2020-08-06 is limiting the backtest.