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
Diversified US-listed mix with intentional beta near 1.0.
How to read sleeves and model portfolios →
| Ticker | Weight | Beta | Notes |
|---|---|---|---|
| ORR | 20% | 0.5 | Lower-beta diversifier. |
| SSO | 20% | 2 | 2× S&P 500 — leveraged core beta. |
| FLSP | 15% | 0 | Risk premia sleeve. |
| NTSD | 15% | 1.6 | 90/60 U.S. large-cap + EAFE-style intl (capital-efficient core sleeve). |
| CLSE | 10% | 0.6 | US long/short equity. |
| MATE | 10% | 1 | Managed futures sleeve (charts may proxy pre-history with RSST). |
| RSSY | 10% | 1 | Futures yield sleeve. |
Weighted portfolio beta (approx.): 1.00
Alpha score: A+
Max DD score: B+
Beta score: B+
Beta: 1.00
Total: 133.5%
Gross longs: 123.5%
Gross shorts: 25.0%
Gross alpha & alts: 35.0%
ORR: 20%
SSO: 20%
FLSP: 15%
NTSD: 15%
CLSE: 10%
MATE: 10%
RSSY: 10%
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.
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).
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.