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
Concentrated U.S. leveraged beta blended with Canadian macro, return-stacked, and arbitrage diversifiers.
How to read sleeves and model portfolios →
| Ticker | Weight | Beta | Notes |
|---|---|---|---|
| SSO | 35% | 2 | 2x daily S&P 500 exposure for high-conviction U.S. beta. |
| RSSY | 10% | 1 | Return-stacked equity + managed futures sleeve. |
| MATE | 10% | 1.6 | Return-stacked 100% S&P 500 + 100% managed futures. |
| DGLM.TO | 10% | 0.35 | Systematic global macro alternatives sleeve. |
| RGBM.TO | 10% | 0.85 | Return-stacked global balanced + macro sleeve. |
| ARB.TO | 25% | 0.05 | Event-driven merger/SPAC arbitrage diversifier. |
Weighted portfolio beta (approx.): 1.09
Alpha score: B+
Max DD score: A
Beta score: B
Beta: 1.09
Total: 165.0%
Gross longs: 95.0%
Gross shorts: 0.0%
Gross alpha & alts: 70.0%
SSO: 35%
RSSY: 10%
MATE: 10%
DGLM.TO: 10%
RGBM.TO: 10%
ARB.TO: 25%
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).
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.
RGBM.TO's inception date of 2025-02-06 is limiting the backtest.