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

← PortfoliosUnleveraged

Factor - Momentum & Value Barbell

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 →

TickerWeightBetaNotes
VFLO20%0.75US large-cap cash cows (VictoryShares).
CLSE20%0.6Net-long US long/short equity sleeve (Convergence).
QQQ30%1.05Nasdaq-100 exposure.
SPMO30%1.1S&P 500 momentum factor.

Weighted portfolio beta (approx.): 0.92

Copy portfolio to builder →

Total return (vs SPY)

Range
+41.76%
Portfolio
+25.67%
SPY (benchmark)
+16.09%
Excess α vs SPY
-7.58%
Max drawdown
-8.88%
SPY max DD
2.54
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.
3.87
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: 0.92

Net leverage:

Total: 92.0%

Gross longs: 102.0%

Gross shorts: 10.0%

Gross alpha & alts: 0.0%

Portfolio weights:

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 COWZas 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.