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
CAD-diversified US and Canadian sleeves with intentional beta near 1.0.
How to read sleeves and model portfolios →
| Ticker | Weight | Beta | Notes |
|---|---|---|---|
| SSO | 20% | 2 | 2× S&P 500 — US leveraged equity |
| HEQL.TO | 10% | 1.25 | 1.25× Global equity |
| QLD | 10% | 2 | 2× Nasdaq-100 leveraged equity. |
| HDGE.TO | 15% | 0.5 | Long/short equity (~110% / ~50% gross). |
| PFLS.TO | 15% | 0.48 | Long/short equity (~160% / ~100% gross). |
| PFMN.TO | 15% | 0.12 | Market-neutral long/short equity. |
| ATSX.TO | 15% | 0.8 | 150/50 Canadian long/short equity (TSX 60). |
Weighted portfolio beta (approx.): 1.01
Alpha score: B+
Max DD score: B+
Beta score: B
Beta: 1.01
Total: 105.5%
Gross longs: 150.5%
Gross shorts: 45.0%
Gross alpha & alts: 0.0%
SSO: 20%
HEQL.TO: 10%
QLD: 10%
HDGE.TO: 15%
PFLS.TO: 15%
PFMN.TO: 15%
ATSX.TO: 15%
Educational model only — not investment advice. Portfolio betas in the holdings table are weighted to the listed names and weights.
HEQL.TO: before January 20, 2026, HEQL.TO is modeled as 1.25× HEQT.TO daily total returns (Yahoo adjusted, CAD-listed), reinvesting at 1.25× notional; financing ~4.5%/yr on the extra 0.25× notional (Canadian-style wholesale carry), i.e. ~1.13%/yr drag on NAV.
PFLS.TO's inception date of 2020-08-06 is limiting the backtest.