For educational purposes only. Nothing on this site constitutes investment advice. Disclaimers

LETF Stack - 2x

2x S&P 500 leveraged core paired with long-duration Treasuries, managed futures trend-following, and gold for cross-regime balance.

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Ticker	Weight	Beta	Notes
SSO	55%	2	2x daily S&P 500 — the leveraged equity core driving amplified growth returns.
ZROZ	15%	-0.35	25+ year zero-coupon Treasuries — long-duration counterweight that spikes in drawdowns and deflation.
DBMF	15%	0.05	iMGP managed futures — trend-following CTA that tends flat-to-positive in sustained equity drawdowns.
GLD	15%	0.05	SPDR Gold Shares — inflation and real-asset hedge with near-zero equity correlation.

Weighted portfolio beta (approx.): 1.06

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Total return (vs SPY)

Range

+12.33%

Portfolio

+13.23%

SPY (benchmark)

-0.90%

Excess α vs SPY

-12.34%

Max drawdown

-8.88%

SPY max DD

0.46

Sharpe

0.65

Sortino

Portfolio score: B

Alpha score: B

Max DD score: C

Beta score: B

Beta: 1.06

Net leverage:

Total: 125.0%

Gross longs: 110.0%

Gross shorts: 0.0%

Gross alpha & alts: 15.0%

Portfolio weights:

SSO: 55%

ZROZ: 15%

DBMF: 15%

GLD: 15%

PortfolioSPY

Educational model only — not investment advice. Portfolio betas in the holdings table are weighted to the listed names and weights.

DBMF's inception date of 2019-05-08 is limiting the backtest.

Growthshared core

Fixed income

Alpha: long-duration bonds (ZROZ)Growth: S&P 500 (SSO*)

33.3%

Recession

Deflation

Managed futures

Alpha: managed futures (trend) (DBMF)Growth: S&P 500 (SSO*)

33.3%

InflationRecession

Deflation

Real assets/gold

Alpha: gold / real assets (GLD)Growth: S&P 500 (SSO*)

33.3%

InflationRecession

Deflation