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
Unleveraged equity paired with long/short and trend diversifiers, built for lower drawdown than a traditional 60/40 without giving up return.
How to read sleeves and model portfolios →
| Ticker | Weight | Beta | Notes |
|---|---|---|---|
| MATE | 20% | 1 | Return-stacked 100% S&P 500 + 100% managed futures, the growth engine and trend-following alpha in one fund. |
| VFLO | 15% | 0.75 | Large-cap free-cash-flow value tilt, an unleveraged equity growth sleeve with a shallower drawdown than pure momentum or deep-value funds. |
| CLSE | 15% | 0.6 | US long/short equity, security selection and dispersion with a lower-net-correlation drawdown buffer. |
| ORR | 15% | 0.55 | Militia global long/short equity, fundamental stock selection across regions. |
| DBMF | 10% | 0.05 | iMGP diversified trend-following managed futures, flat-to-positive in sustained equity drawdowns. |
| FLSP | 10% | 0 | Systematic long/short equity and style premia, value, carry, and momentum harvested market-neutral. |
| MRGR | 15% | 0.05 | Merger arbitrage, a shallow-drawdown event-driven diversifier with a long track record since 2013. |
Weighted portfolio beta (approx.): 0.50
Alpha score: A+
Max DD score: B+
Beta score: A+
Beta: 0.50
Total: 96.5%
Gross longs: 74.0%
Gross shorts: 22.5%
Gross alpha & alts: 45.0%
MATE: 20%
VFLO: 15%
CLSE: 15%
ORR: 15%
DBMF: 10%
FLSP: 10%
MRGR: 15%
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).
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.
ORR: methodology lists CLSE × AVDV × IWM 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.