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
Net-long long/short equity across US and global markets, paired with capital-efficient international equity overlay and cross-asset diversifiers in managed futures, commodities, and currencies.
How to read sleeves and model portfolios →
| Ticker | Weight | Beta | Notes |
|---|---|---|---|
| CLSE | 25% | 0.6 | Convergence US net-long L/S equity (~110% long / 60% short gross) — systematic US long/short core. |
| NTSD | 25% | 1.6 | 90/60 U.S. large-cap + developed international equity overlay — adds regional equity breadth to the long book. |
| WTLS | 20% | 0.85 | WisdomTree 90% U.S. large-cap + 90% ML-driven L/S overlay — capital-efficient L/S in one wrapper. |
| ORR | 15% | 0.55 | Militia global L/S equity — fundamental stock selection across regions as the international L/S complement. |
| DBMF | 5% | 0.05 | iMGP managed futures — long/short across rates, currencies, and commodities as a cross-asset diversifier. |
| HARD | 5% | 0.2 | Simplify systematic L/S commodity futures — commodity long/short sleeve. |
| FOXY | 5% | 0.05 | Rareview currency carry and mean-reversion — uncorrelated FX alpha source. |
Weighted portfolio beta (approx.): 0.82
Adjustment: Portfolio history is under 1 year, so the overall score is downgraded by one letter.
Alpha score: A
Max DD score: A
Beta score: B+
Beta: 0.82
Total: 65.0%
Gross longs: 87.5%
Gross shorts: 27.5%
Gross alpha & alts: 5.0%
CLSE: 25%
NTSD: 25%
WTLS: 20%
ORR: 15%
DBMF: 5%
HARD: 5%
FOXY: 5%
Educational model only — not investment advice. Portfolio betas in the holdings table are weighted to the listed names and weights.
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.
NTSD: before March 19, 2026, NTSD is shown as a simulated daily blend (90% SPY + 60% EFA returns, minus ~0.6% annual drag).
WTLS's inception date of 2026-01-23 is limiting the backtest.