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 levered US growth with a Canadian market-neutral long/short sleeve — three positions, buy and hold.
How to read sleeves and model portfolios →
| Ticker | Weight | Beta | Notes |
|---|---|---|---|
| USSL.TO | 50% | 1.25 | 1.25× S&P 500 (charts: 1.25× VFV.TO TR + Canadian borrow on extra 0.25× notional; unhedged S&P proxy for this sleeve). |
| QQQL.TO | 25% | 1.25 | 1.25× Nasdaq-100 (charts: 1.25× QQQ TR in CAD + Canadian borrow on extra 0.25× notional). |
| PFLS.TO | 15% | 0.48 | Long/short equity (~160% / ~100% gross). |
| ATSX.TO | 10% | 0.8 | 150/50 Canadian long/short equity (TSX 60). |
Weighted portfolio beta (approx.): 1.09
Alpha score: A
Max DD score: B+
Beta score: B
Beta: 1.09
Total: 112.8%
Gross longs: 132.8%
Gross shorts: 20.0%
Gross alpha & alts: 0.0%
USSL.TO: 50%
QQQL.TO: 25%
PFLS.TO: 15%
ATSX.TO: 10%
Educational model only — not investment advice. Portfolio betas in the holdings table are weighted to the listed names and weights.
PFLS.TO's inception date of 2020-08-06 is limiting the backtest.