For educational purposes only. Nothing on this site constitutes investment advice. Disclaimers
Alpha Stacking
Loading page
For educational purposes only. Nothing on this site constitutes investment advice. Disclaimers
Alpha Stacking
Loading page
For educational purposes only. Nothing on this site constitutes investment advice. Disclaimers
Gold-plus-equity core with long/short equity, S&P 500 leverage, style premia, free-cash-flow tilt, and S&P momentum.
How to read sleeves and model portfolios →
| Ticker | Weight | Beta | Notes |
|---|---|---|---|
| GDE | 25% | 1.02 | Capital-efficient U.S. equity plus gold futures overlay. |
| CLSE | 25% | 0.6 | U.S. long/short equity diversifier. |
| SSO | 10% | 2 | 2× daily S&P 500 leverage sleeve. |
| FLSP | 10% | 0.45 | Franklin systematic style premia sleeve. |
| VFLO | 15% | 0.75 | Large-cap free-cash-flow quality tilt. |
| SPMO | 15% | 1.1 | S&P 500 momentum factor. |
Weighted portfolio beta (approx.): 0.93
Alpha score: A
Max DD score: C
Beta score: B+
Beta: 0.93
Total: 115.0%
Gross longs: 97.5%
Gross shorts: 12.5%
Gross alpha & alts: 30.0%
GDE: 25%
CLSE: 25%
SSO: 10%
FLSP: 10%
VFLO: 15%
SPMO: 15%
Educational model only — not investment advice. Portfolio betas in the holdings table are weighted to the listed names and weights.
GDE: methodology lists SPY × GLD 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.
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.