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
Equity factor sleeves across momentum, free-cash-flow value, and Nasdaq-100 growth, buffered by a long/short equity allocation.
How to read sleeves and model portfolios →
| Ticker | Weight | Beta | Notes |
|---|---|---|---|
| VFLO | 20% | 0.75 | US large-cap cash cows (VictoryShares). |
| CLSE | 20% | 0.6 | Net-long US long/short equity sleeve (Convergence). |
| QQQ | 30% | 1.05 | Nasdaq-100 exposure. |
| SPMO | 30% | 1.1 | S&P 500 momentum factor. |
Weighted portfolio beta (approx.): 0.92
Alpha score: A+
Max DD score: B+
Beta score: B+
Beta: 0.92
Total: 92.0%
Gross longs: 102.0%
Gross shorts: 10.0%
Gross alpha & alts: 0.0%
VFLO: 20%
CLSE: 20%
QQQ: 30%
SPMO: 30%
Educational model only — not investment advice. Portfolio betas in the holdings table are weighted to the listed names and weights.
VFLO: methodology lists COWZ × GARP as Yahoo proxies for joint history before live listing when calendar overlap allows. In this chart's Yahoo range there was no separate pre-listing window to splice—line shows the fund's reported adjusted closes only.
CLSE's inception date of 2022-02-22 is limiting the backtest.