FBLV - Foundry Managed Volatility 90/60 ETF
HYPOTHETICAL MODELSaved Aug 5, 2026·recipe only·Vol target 10%
Legs
What is stacked, and at what weight
Financing
Leverage and its cost
How it’s modeled
What the curve represents
A modeled monthly-rebalanced financed blend — the borrowed portion (L−1) is charged rf + the financing spread, matching how real NTSX-style funds finance via futures (whose roll/basis differ slightly). Not a fund NAV.
Overlay
Vol target 10%
Exposure is scaled toward the target from trailing realized vol; above 1× the extra is financed.
An overlay transforms this fund’s return stream, not its holdings — the positions below are the underlying book. Option and leverage payoffs are modeled, not simulated from traded contracts.
Re-runs this saved recipe now and shows the resulting holdings, compliance checks, and backtest — the same views the Builder produces. These are hypothetical model figures that move as the underlying data updates.
FBLV - Foundry Managed Volatility 90/60 ETF
A financed blend — a modeled monthly-rebalanced book, so there are no holdings or compliance checks to solve. See the recipe above for how it’s modeled.
Holdings
This recipe has no stored snapshot
Recipe only — re-solve it in the Builder to see holdings.
Fund documents
Draft model-portfolio documents — not a registered fund’s filings
This fund holds no individual securities and its draft prospectus text would describe a rules-based equity factor sleeve, so no documents are generated for it.
Every document is a DRAFT for a hypothetical model portfolio — not a registered fund, not an offer to sell securities, and not investment advice. Figures are illustrative.
A saved fund is a hypothetical model portfolio for research display only. It is not a registered fund, not an offer to sell securities, and not investment advice. Any stored snapshot reflects model weights at a point in time and is not a live portfolio.