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

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US + Gold & Alt Blend

Gold-plus-equity core with long/short equity, S&P 500 leverage, style premia, free-cash-flow tilt, and S&P momentum.

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TickerWeightBetaNotes
GDE25%1.02Capital-efficient U.S. equity plus gold futures overlay.
CLSE25%0.6U.S. long/short equity diversifier.
SSO10%22× daily S&P 500 leverage sleeve.
FLSP10%0.45Franklin systematic style premia sleeve.
VFLO15%0.75Large-cap free-cash-flow quality tilt.
SPMO15%1.1S&P 500 momentum factor.

Weighted portfolio beta (approx.): 0.93

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Total return (vs SPY)

Range
+41.25%
Portfolio
+25.67%
SPY (benchmark)
+15.58%
Excess α vs SPY
-11.17%
Max drawdown
-8.88%
SPY max DD
2.33
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.
3.46
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: B+

Alpha score: A+

Max DD score: C

Beta score: B+

Beta: 0.93

Net leverage:

Total: 115.0%

Gross longs: 97.5%

Gross shorts: 12.5%

Gross alpha & alts: 30.0%

Portfolio weights:

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 × GLDas 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 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.