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
LETF-heavy core with trend, long/short equity, alternatives, and macro sleeves — beta near 1.0.
How to read sleeves and model portfolios →
| Ticker | Weight | Beta | Notes |
|---|---|---|---|
| NTSD | 10% | 1.6 | 90/60 U.S. large-cap + EAFE-style intl (capital-efficient core). |
| UPRO | 7.5% | 3 | 3× daily S&P 500 (reset path risk). |
| SSO | 12.5% | 2 | 2× S&P 500 — leveraged core beta. |
| MATE | 12.5% | 1 | Managed futures sleeve (charts may proxy pre-history with RSST). |
| RSSY | 5% | 1 | Futures yield sleeve. |
| ORR | 20% | 0.5 | Lower-beta diversifier. |
| CLSE | 7.5% | 0.6 | U.S. long/short equity. |
| FLSP | 12.5% | 0 | Risk premia sleeve. |
| IALT | 12.5% | 0.35 | Multi-strategy alternatives sleeve. |
Weighted portfolio beta (approx.): 1.00
Alpha score: A+
Max DD score: B+
Beta score: B+
Beta: 1.00
Total: 137.0%
Gross longs: 118.3%
Gross shorts: 23.8%
Gross alpha & alts: 42.5%
NTSD: 10%
UPRO: 7.5%
SSO: 12.5%
MATE: 12.5%
RSSY: 5%
ORR: 20%
CLSE: 7.5%
FLSP: 12.5%
IALT: 12.5%
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).
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.
IALT: total-return path multiplies daily returns of FLSP. Pre-inception path deducts ~4%/yr wholesale financing on 1.00× incremental notional (gross ~200% vs 100% cash).
NTSD: before March 19, 2026, NTSD is shown as a simulated daily blend (90% SPY + 60% EFA returns, minus ~0.6% annual drag).
RSSY's inception date of 2024-05-29 is limiting the backtest.