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

LETF Stack - 3x

3x S&P 500 leveraged core, advanced, paired with long-duration Treasuries, managed futures trend-following, and gold for cross-regime balance.

How to read sleeves and model portfolios →

Ticker	Weight	Beta	Notes
UPRO	40%	3	3x daily S&P 500 — the high-conviction leveraged equity core.
ZROZ	20%	-0.35	25+ year zero-coupon Treasuries — long-duration counterweight that spikes in drawdowns and deflation.
DBMF	20%	0.05	iMGP managed futures — trend-following CTA that tends flat-to-positive in sustained equity drawdowns.
GLD	20%	0.05	SPDR Gold Shares — inflation and real-asset hedge with near-zero equity correlation.

Weighted portfolio beta (approx.): 1.15

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Total return (vs SPY)

Range

+23.36%

Portfolio

+16.25%

SPY (benchmark)

+7.12%

Excess α vs SPY

-13.90%

Max drawdown

-8.88%

SPY max DD

0.96

Sharpe

1.35

Sortino

PortfolioSPY

Portfolio score: B

Alpha score: A

Max DD score: D

Beta score: B

Beta: 1.15

Net leverage:

Total: 140.0%

Gross longs: 120.0%

Gross shorts: 0.0%

Gross alpha & alts: 20.0%

Portfolio weights:

UPRO: 40%

ZROZ: 20%

DBMF: 20%

GLD: 20%

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 (UPRO*)

33.3%

Recession

Deflation

Managed futures

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

33.3%

InflationRecession

Deflation

Real assets/gold

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

33.3%

InflationRecession

Deflation