For educational purposes only. Nothing on this site constitutes investment advice. Disclaimers
Alpha Quadrants
Advanced four-sleeve model, each pairing a shared growth-beta engine with a distinct alpha source: long/short equity, factor premia, systematic premia, and managed futures.
How to read sleeves and model portfolios →
| Ticker | Weight | Beta | Notes |
|---|---|---|---|
| CLSE | 16% | 0.6 | [Alpha] US long/short equity, security selection and dispersion, low-net-correlation drawdown buffer. |
| SSO | 9% | 2 | [Growth] 2x S&P 500, leveraged beta paired with the long/short alpha sleeve. |
| FCMO.TO | 18% | 1 | [Growth] Fidelity U.S. Momentum ETF, Canadian-listed momentum growth engine for this quadrant. |
| VFLO | 7% | 0.75 | [Alpha] Large-cap free-cash-flow value tilt, factor-premia alpha alongside momentum. |
| UPRO | 7.5% | 3 | [Growth] 3x S&P 500, high-conviction leveraged beta paired with the systematic premia sleeves. |
| FLSP | 9% | 0 | [Alpha] Systematic long/short equity and style premia sleeve. |
| PFMN.TO | 8.5% | 0.12 | [Alpha] Market-neutral long/short equity, beta-neutral premia complement to FLSP. |
| MATE | 25% | 1 | [Growth + Alpha] Return-stacked 100% S&P 500 + 100% managed futures, growth core and trend-following alpha in one fund. |
Weighted portfolio beta (approx.): 0.99
Copy portfolio to builder →Total return (vs SPY)
Alpha score: A+
Max DD score: B
Beta score: B+
Beta: 0.99
Total: 116.1%
Gross longs: 98.6%
Gross shorts: 16.5%
Gross alpha & alts: 34.0%
CLSE: 16%
SSO: 9%
FCMO.TO: 18%
VFLO: 7%
UPRO: 7.5%
FLSP: 9%
PFMN.TO: 8.5%
MATE: 25%
Educational model only — not investment advice. Portfolio betas in the holdings table are weighted to the listed names and weights.
FCMO.TO: methodology lists SPMOas 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.
VFLO: methodology lists COWZas 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.
MATE: total-return path multiplies daily returns of RSST. Pre-inception path deducts ~4%/yr wholesale financing on 1.00× incremental notional (gross ~200% vs 100% cash).
CLSE's inception date of 2022-02-22 is limiting the backtest.