For educational purposes only. Nothing on this site constitutes investment advice. Disclaimers
US + Long/Short
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
Copy portfolio to builder →Total return (CAD vs SPY)
Range
+36.37%
Portfolio
+21.53%
SPY (benchmark)
+14.84%
Excess α vs SPY
-8.50%
Max drawdown
-9.41%
SPY max DD
2.61
Sharpe
Excess return above the 4.5% risk-free rate divided by annualised volatility.
Above 1.0 is good; above 2.0 is excellent.
SPY typically scores around 0.5–0.8.4.13
Sortino
Excess return above the 4.5% risk-free rate divided by annualised downside deviation (penalises losses only).
Above 1.5 is good; above 3.0 is excellent.PortfolioSPY
Portfolio score: A
Alpha score: A+
Max DD score: B+
Beta score: B
Beta: 1.09
Net leverage:
Total: 112.8%
Gross longs: 132.8%
Gross shorts: 20.0%
Gross alpha & alts: 0.0%
Portfolio weights:
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.