For educational purposes only. Nothing on this site constitutes investment advice. Disclaimers
60/40 Alpha Stack
Unleveraged equity paired with long/short and trend diversifiers, built for lower drawdown than a traditional 60/40 without giving up return.
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| Ticker | Weight | Beta | Notes |
|---|---|---|---|
| MATE | 20% | 1 | Return-stacked 100% S&P 500 + 100% managed futures, the growth engine and trend-following alpha in one fund. |
| VFLO | 15% | 0.75 | Large-cap free-cash-flow value tilt, an unleveraged equity growth sleeve with a shallower drawdown than pure momentum or deep-value funds. |
| ORR | 15% | 0.55 | Militia global long/short equity, fundamental stock selection across regions. |
| PFLS.TO | 10% | 0.48 | Global long/short equity with moderate net exposure, a Canadian-listed diversifier with a real track record back to 2020. |
| DBMF | 10% | 0.05 | iMGP diversified trend-following managed futures, flat-to-positive in sustained equity drawdowns. |
| FLSP | 10% | 0 | Systematic long/short equity and style premia, value, carry, and momentum harvested market-neutral. |
| ARB.TO | 10% | 0.05 | Event-driven merger and SPAC arbitrage, a shallow-drawdown diversifier. |
| PFMN.TO | 10% | 0.12 | Market-neutral long/short equity, a Canadian-listed beta-neutral premia complement. |
Weighted portfolio beta (approx.): 0.47
Total return (vs VBAL.TO)
Alpha score: A+
Max DD score: B+
Beta score: A+
Beta: 0.47
Total: 88.5%
Gross longs: 83.5%
Gross shorts: 35.0%
Gross alpha & alts: 40.0%
MATE: 20%
VFLO: 15%
ORR: 15%
PFLS.TO: 10%
DBMF: 10%
FLSP: 10%
ARB.TO: 10%
PFMN.TO: 10%
Educational model only — not investment advice. Portfolio betas in the holdings table are weighted to the listed names and weights.
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).
VFLO: methodology lists COWZ × GARPas 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.
ORR: methodology lists CLSE × AVDV × IWMas 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.
ARB.TO: methodology lists MRGRas 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.
ORR's inception date of 2022-02-22 is limiting the backtest.