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

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US Alpha Stack

LETF-heavy core with trend, long/short equity, alternatives, and macro sleeves — beta near 1.0.

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TickerWeightBetaNotes
NTSD10%1.690/60 U.S. large-cap + EAFE-style intl (capital-efficient core).
UPRO7.5%33× daily S&P 500 (reset path risk).
SSO12.5%22× S&P 500 — leveraged core beta.
MATE12.5%1Managed futures sleeve (charts may proxy pre-history with RSST).
RSSY5%1Futures yield sleeve.
ORR20%0.5Lower-beta diversifier.
CLSE7.5%0.6U.S. long/short equity.
FLSP12.5%0Risk premia sleeve.
IALT12.5%0.35Multi-strategy alternatives sleeve.

Weighted portfolio beta (approx.): 1.00

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Total return (vs SPY)

Range
+37.58%
Portfolio
+25.67%
SPY (benchmark)
+11.91%
Excess α vs SPY
-8.33%
Max drawdown
-8.88%
SPY max DD
2.42
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.
3.60
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: 1.00

Net leverage:

Total: 137.0%

Gross longs: 118.3%

Gross shorts: 23.8%

Gross alpha & alts: 42.5%

Portfolio weights:

NTSD: 10%

UPRO: 7.5%

SSO: 12.5%

MATE: 12.5%

RSSY: 5%

ORR: 20%

CLSE: 7.5%

FLSP: 12.5%

IALT: 12.5%

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).

NTSD: before March 19, 2026, NTSD is shown as a simulated daily blend (90% SPY + 60% EFA returns, minus ~0.6% annual drag).

IALT: before December 11, 2025, IALT is proxied by 50% FLSP and 50% DBMF daily returns.

ORR's inception date of 2025-01-15 is limiting the backtest.