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
What factor investing is, why value, momentum, quality, and size can lag for years, and how factor ETFs fit within an alpha stacking portfolio.
Read article →What global macro funds trade, how macro returns differ from equity beta, where the approach fails, and its role as an alpha stacking sleeve.
Read article →How leveraged ETFs reset daily, why their path matters, and how Alpha Stacking uses LETFs as an equity-capital tool rather than a standalone portfolio.
Read article →How long/short equity ETFs seek returns from stock dispersion, where the strategy breaks, and why it can be an alpha sleeve instead of another equity-beta bet.
Read article →What managed futures are, how trend-following ETFs earn, where they fail, and why a managed-futures sleeve can complement equity in an alpha stacking portfolio.
Read article →How merger arbitrage earns deal-spread returns, why deals break, and where a merger-arbitrage ETF belongs in an alpha stacking portfolio.
Read article →What risk premia are, how carry and relative-value strategies earn, why the premium can reverse, and how to judge a risk-premia ETF in an alpha stacking portfolio.
Read article →WX targets 2× daily global equity exposure by seeking twice the daily return of the Vanguard Total World Stock ETF (VT), which spans U.S., developed-market…
View page →SASS (M.D. Sass Concentrated Value ETF) has been removed. Its live track record has shown no alpha edge over a broad benchmark, and it carries a D capital-efficiency grade, so it no longer earns a place in the factor lineup.
Try it now →SFLO applies Victory's free-cash-flow yield screen to the small-cap universe, targeting profitable, cash-generative companies trading at a discount rather than…
View page →CTAP (Simplify US Equity PLUS Managed Futures Strategy ETF) has been removed. The fund replaced its S&P 500 equity sleeve with a covered call ETF, which caps upside and carries a higher fee than plain large-cap exposure, so it no longer fits the return-stacked category it was listed under.
Try it now →COPY combines Benjamin Graham-style deep value screens with a signal most quant funds ignore: whether the people running the company are buying its stock with…
View page →AFOS is ARS Investment Partners' concentrated active equity sleeve: roughly 30 high-conviction U.S. names chosen for valuation margin of safety and exposure to…
View page →FMTM is an active quantitative momentum sleeve: a focused book of 30 to 50 large and mid-cap U.S. names ranked on relative strength, using a shorter lookback…
View page →STRN is a quantitative momentum equity sleeve: a concentrated book of about 25 highly liquid U.S. large caps selected for technical strength, with sector…
View page →EMEQ is the Nomura Focused Emerging Markets Equity ETF: an actively managed, high-conviction book that buys emerging-markets companies with durable competitive…
View page →SGRT is the SMART Earnings Growth 30 ETF: a concentrated, quant-driven book of roughly 30 U.S. large-cap names chosen for durable earnings growth, run with no…
View page →What growth, inflation, recession, deflation, and choppy markets look like on a chart, and why a portfolio that only thrives in one of them is a fragile portfolio.
Read article →What the A/B/C grade on each portfolio means, how it is calculated, and what it does not tell you.
Read article →2x S&P 500 leveraged core paired with long-duration Treasuries, managed futures trend-following, and gold for cross-regime balance.
View page →3x S&P 500 leveraged core, advanced, paired with long-duration Treasuries, managed futures trend-following, and gold for cross-regime balance.
View page →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.
View page →Equity-heavy all-weather with ~90% equity notional (66% US large-cap, 24% developed international), ~36% bonds (Treasuries, TIPS, long-duration zeros), and ~26% gold via return-stacked capital-efficient wrappers.
View page →WTLS pairs broad U.S. large-cap equity with a machine-learning-driven long/short overlay in a single capital-efficient wrapper, targeting incremental return…
View page →Five return-stacked ETFs mapped one-to-one to macro regimes: Growth, Inflation, Recession, Mean-reversion, and Deflation.
View page →Managed futures and systematic alternatives as the primary alpha engine, anchored by S&P momentum equity.
View page →3x S&P 500 core paired with systematic long/short equity and EM currency carry premia.
View page →FOXY harvests two systematic currency return premia in one actively managed wrapper: a long/short emerging market carry trade (long high-yield EM currencies…
View page →SPBC holds 100% S&P 500 equity exposure alongside a targeted ~10% spot bitcoin allocation via exchange-traded products, offering a measured way to add bitcoin…
View page →CLOA is BlackRock's actively managed entry into AAA-rated CLO investing, targeting USD-denominated senior CLO tranches for floating-rate structured credit…
View page →JAAA seeks current income by actively selecting AAA-rated CLO tranches, delivering floating-rate yield above short-term rates with near-zero duration and…
View page →VAMO is a quantitative long U.S. equity fund combining value and momentum signals to select roughly 100 holdings, with a systematic overlay that can hedge up…
View page →RSBT targets roughly dollar-for-dollar broad U.S. bond exposure alongside a systematic managed-futures sleeve, return stacking for fixed-income allocators who…
View page →RSIT targets roughly dollar-for-dollar large-cap international equity alongside a systematic managed-futures sleeve, extending the Return Stacked® approach…
View page →WDIG pairs equity in rare earth and strategic metals miners with a base-metals futures overlay, targeting capital-efficient exposure across the…
View page →AVDV targets developed ex-U.S. small-cap value stocks with profitability screens in an active, implementation-focused factor wrapper.
View page →COWZ screens U.S. large-cap stocks for high free-cash-flow yield, emphasizing cash-generation quality over headline earnings optics.
View page →GDT pairs a TIPS core with a gold futures overlay in a capital-efficient wrapper designed for inflation-sensitive diversification.
View page →HARD is a systematic long/short commodities sleeve built for hard-asset exposure without K-1 tax reporting.
View page →HOLD layers a U.S. equity sleeve with a trend-following managed-futures sleeve in one ETF to keep beta participation while adding diversifying macro exposure.
View page →NTSE applies the efficient-core model to emerging-markets equities, pairing EM beta with a Treasury futures sleeve in one fund.
View page →NTSI extends the 90/60 framework to developed ex-U.S. equities with a Treasury futures overlay to improve capital efficiency.
View page →NTSX is WisdomTree’s 90/60 U.S. core design: broad U.S. equities plus a Treasury futures sleeve in one capital-efficient ETF.
View page →PTF applies Dorsey Wright relative-strength momentum rules to U.S. technology stocks in a concentrated sector-factor sleeve.
View page →RSSB stacks a global-equity sleeve with a U.S. Treasury futures sleeve so one dollar carries stock beta plus duration ballast in a single ETF.
View page →HFGM is an actively managed global macro ETF. It holds long and short positions in ETFs and futures, targeting the return profile of the hedge fund industry’s…
View page →MATE holds 100% S&P 500 and 100% managed futures simultaneously on the same dollar of capital: full equity beta plus a full trend-following allocation, not a…
View page →RSSY targets roughly dollar-for-dollar large-cap U.S. equity exposure alongside a futures yield sleeve: systematic carry harvested long and short across global…
View page →Gold-plus-equity core with long/short equity, S&P 500 leverage, style premia, free-cash-flow tilt, and S&P momentum.
View page →What the letter grades on each ETF page measure, how they’re calculated, and what they do not tell you.
Read article →ATTR is an actively managed tail-risk sleeve that seeks U.S. large-cap participation while mitigating severe drawdowns through options structures and tactical…
View page →GDMN stacks global gold miners equity exposure with a leveraged gold-futures sleeve to target a higher-conviction precious-metals expression in one ETF wrapper.
View page →QLD delivers 2× the daily return of the Nasdaq-100, reset at the close of each session.
View page →SSO delivers 2× the daily return of the S&P 500, reset at the close of each session.
View page →TQQQ targets three times the daily return of the Nasdaq-100 Index, before fees and expenses, via derivative exposure and daily rebalancing.
View page →UPRO targets three times the daily return of the S&P 500, before fees and expenses, using listed derivatives and collateral management.
View page →How to read each section of the site and move from ETF research to model weights to builder stress-tests.
Read article →The four sleeve types, how total beta works, and a worked example using the US Alpha Stack model portfolio.
Read article →Equity plus return sources that earn when stocks don’t. What the strategy is, how capital efficiency makes it possible, and definitions of the key terms.
Read article →Return stacking is the mechanism. Alpha stacking builds a complete portfolio on top of it, using several independent return sleeves instead of a single diversifier.
Read article →ASGM packages AlphaSimplex’s research-driven global macro sleeve inside Virtus’s ETF shelf: a strategic equity sleeve plus systematic futures across rates…
View page →AVUV is an actively managed U.S. small-cap value ETF: profitability, value, and investment signals vs. a Russell 2000 Value–style opportunity set.
View page →BEGS targets leveraged long exposure to a blended cryptocurrency and precious-metals basket using derivatives and ETPs.
View page →BTGD seeks simultaneous ~100% bitcoin and ~100% gold exposure via futures and ETPs in a capital-efficient structure.
View page →CAOS uses S&P 500-linked option structures to express convexity and tail hedging alongside or instead of plain equity beta.
View page →CLSE is a net-long U.S. equity fund that goes long businesses Convergence expects to outperform and short businesses it expects to deteriorate — returns depend…
View page →CTA delivers a systematic managed-futures sleeve (Altis models) across equities, rates, commodities, and FX—low correlation to equity beta.
View page →DBMF replicates the aggregate positioning of large managed-futures hedge funds in a listed ETF wrapper, using daily futures disclosures to reverse-engineer…
View page →FLSP is an actively managed alternatives-leaning ETF targeting style premia and multi-asset long/short sleeves with an absolute-return posture.
View page →GDE pairs large-cap U.S. equity exposure with a layered gold futures overlay—capital-efficient exposure to both stocks and gold.
View page →IALT is BlackRock’s actively managed multi-strategy systematic alternatives ETF—built to rotate risk across market-neutral, strategic-premia, and dynamic macro…
View page →KMLM tracks the KFA MLM Index—a Mount Lucas–designed, rules-based trend program implemented with liquid futures across commodities, currencies, and global…
View page →MRGR tracks the S&P Merger Arbitrage Index, which owns stocks of announced acquisition targets at their current trading price and hedges acquirer exposure —…
View page →NTSD is a capital-efficient 90/60-style sleeve: U.S. large-cap equities plus developed international equity exposure via futures and related instruments.
View page →OOQB targets ~100% Nasdaq-100 exposure alongside ~100% bitcoin futures exposure in one listed wrapper.
View page →OOSB targets ~100% S&P 500 exposure alongside ~100% bitcoin futures in a single fund.
View page →ORR is Militia’s global long/short equity ETF: higher-turnover, fundamental stock selection across regions—longs in mispriced franchises, shorts funding pairs…
View page →RSST targets roughly dollar-for-dollar large-cap U.S. equity alongside a systematic managed-futures sleeve—return stacking in a single ticker.
View page →RSSX applies the Return Stacked® design: large-cap U.S. equity exposure layered with gold and bitcoin sleeves in one fund.
View page →SPMO tracks the S&P 500 Momentum Index—large-cap U.S. names with stronger risk-adjusted momentum scores, rebalanced on a published rules schedule.
View page →VFLO targets large-cap U.S. names with attractive free-cash-flow yield versus a broad large/mid benchmark—a “cash cows” equity factor sleeve.
View page →WTIB combines crude oil and bitcoin futures/ETP exposure in an actively managed sleeve targeting balanced notional risk across the two themes.
View page →