ETF Foundry
DRAFT — HYPOTHETICAL MODEL PORTFOLIO — NOT A REGISTERED FUND, NOT AN OFFER TO SELL SECURITIES, NOT INVESTMENT ADVICE.
Saved factor sleeve · hypothetical

FCCM - Foundry Momentum Covered Call ETF

HYPOTHETICAL MODELSaved Aug 5, 2026·272 positions·Covered call 3% OTM

Factor

The signal this sleeve ranks on

FactorMom12m
ScopeAll stocks

Construction

How the sleeve is built

WeightingCap-weighted
FormLong-only
BucketsDeciles (10)

Universe

Liquidity and listing filters

Min price$5
Min market cap$200M
Min dollar volumeNone

Overlay

Covered call 3% OTM

Covered call3% out-of-the-money · 1-mo roll

Premia priced from VIX-anchored implied vol, calibrated to reproduce the CBOE BXM index.

Financing spread0.5% over the risk-free rate

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.

Live result

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.

FCCM - Foundry Momentum Covered Call ETF · factor sleeve

Holdings

Weights captured when this recipe was solved

as of July 2026
TickerWeight
1MU
14.64%
2AMD
12.35%
3INTC
7.30%
4AMAT
6.42%
5CAT
6.19%
6LRCX
5.98%
7KLAC
4.24%
8DELL
3.92%
9SNDK
3.06%
10STX
2.70%
11MRVL
2.52%
12WDC
2.51%
13GLW
2.03%
14VRT
1.70%
15BE
0.93%
16FIX
0.90%
17LITE
0.87%
18COHR
0.83%
19CIEN
0.81%
20ALAB
0.79%
21TER
0.77%
22FLEX
0.67%
23RVMD
0.60%
24CRDO
0.58%
25CNC
0.50%
26CRS
0.42%
27ECHO
0.41%
28ATI
0.39%
29ROIV
0.38%
30MRNA
0.37%
31MKSI
0.33%
32ENTG
0.32%
33GH
0.32%
34MTSI
0.31%
35STRL
0.30%
36LSCC
0.26%
37AMKR
0.24%
38SITM
0.22%
39ONTO
0.21%
40TTMI
0.21%
41BTSG
0.21%
42DOCN
0.19%
43AXSM
0.18%
44SMTC
0.18%
45VICR
0.17%
46AEIS
0.16%
47ARWR
0.16%
48KRYS
0.16%
49HUT
0.16%
50GSAT
0.16%
51APGE
0.15%
52CYTK
0.15%
53VSAT
0.15%
54HL
0.15%
55KYMR
0.15%
56PTGX
0.14%
57WULF
0.14%
58VIAV
0.14%
59PRAX
0.13%
60SYRE
0.13%
61POWL
0.13%
62IMVT
0.13%
63FORM
0.13%
64AAOI
0.13%
65IBRX
0.12%
66PL
0.12%
67AGX
0.12%
68APLD
0.11%
69PACS
0.11%
70MIRM
0.11%
71CIFR
0.11%
72ENS
0.11%
73LQDA
0.11%
74ECG
0.10%
75PLXS
0.10%
76COGT
0.10%
77VSXY
0.10%
78MXL
0.10%
79CGON
0.10%
80MYRG
0.09%
81LGND
0.09%
82ERAS
0.09%
83GTX
0.09%
84TWST
0.09%
85KGS
0.09%
86ENVA
0.09%
87DNTH
0.09%
88MRCY
0.09%
89ORKA
0.09%
90ACMR
0.08%
91TXG
0.08%
92SSRM
0.08%
93TVTX
0.08%
94XMTR
0.08%
95VSH
0.08%
96SPHR
0.08%
97MTRN
0.08%
98KLIC
0.08%
99IRDM
0.08%
100DFTX
0.07%
101VCYT
0.07%
102LFST
0.07%
103SEI
0.07%
104CELC
0.07%
105EWTX
0.07%
106ACLS
0.06%
107UCTT
0.06%
108TNGX
0.06%
109LION
0.06%
110DYN
0.06%
111LASR
0.06%
112DK
0.06%
113RLAY
0.06%
114CLMT
0.06%
115ALMS
0.06%
116NHC
0.05%
117GPCR
0.05%
118RCUS
0.05%
119SEDG
0.05%
120FSLY
0.05%
121ELVN
0.05%
122ONDS
0.05%
123VECO
0.05%
124PENG
0.05%
125AXTI
0.05%
126MBX
0.05%
127BELFA
0.04%
128ICHR
0.04%
129BHE
0.04%
130ADEA
0.04%
131VISN
0.04%
132TRVI
0.04%
133HLIO
0.04%
134NVTS
0.04%
135KOD
0.04%
136FLNC
0.04%
137KALU
0.04%
138AEHR
0.04%
139QURE
0.04%
140SLS
0.04%
141COHU
0.04%
142ATRO
0.04%
143DGII
0.04%
144ROG
0.04%
145OUST
0.04%
146NKTR
0.04%
147BAND
0.04%
148PVLA
0.03%
149SION
0.03%
150DHC
0.03%
151VSTS
0.03%
152AGL
0.03%
153AXGN
0.03%
154GRC
0.03%
155GLUE
0.03%
156CDNA
0.03%
157PDFS
0.03%
158RAPP
0.03%
159NUVB
0.03%
160EZPW
0.03%
161AMLX
0.03%
162ECPG
0.03%
163ATEX
0.03%
164DMRA
0.03%
165TYRA
0.03%
166NEO
0.03%
167NGL
0.03%
168MRVI
0.03%
169ALGT
0.03%
170BCAX
0.03%
171LIND
0.03%
172STOK
0.03%
173HYMC
0.03%
174BFLY
0.03%
175TSHA
0.03%
176ANAB
0.03%
177FTRE
0.03%
178CMPS
0.03%
179TH
0.03%
180TE
0.02%
181PSNL
0.02%
182PLPC
0.02%
183PUMP
0.02%
184INNV
0.02%
185SKYT
0.02%
186SEPN
0.02%
187BRUN
0.02%
188ALNT
0.02%
189AIP
0.02%
190VPG
0.02%
191REAL
0.02%
192BW
0.02%
193FBYD
0.02%
194NWPX
0.02%
195ABSI
0.02%
196INBX
0.02%
197TTI
0.02%
198CRVS
0.02%
199FCEL
0.02%
200TDAY
0.02%
201NBR
0.02%
202DRTS
0.02%
203MYE
0.02%
204ETON
0.02%
205SVRA
0.02%
206CAPR
0.02%
207RHLD
0.02%
208CGEM
0.02%
209JBIO
0.02%
210AVTX
0.02%
211BIOA
0.02%
212APPS
0.02%
213OLMA
0.02%
214EVC
0.02%
215ANRO
0.01%
216LWLG
0.01%
217ANNX
0.01%
218MOV
0.01%
219MITK
0.01%
220AVR
0.01%
221UMAC
0.01%
222UAMY
0.01%
223ACRS
0.01%
224BLZE
0.01%
225DSGN
0.01%
226MNPR
0.01%
227CLYM
0.01%
228OMER
0.01%
229LPTH
0.01%
230FEIM
0.01%
231TCMD
0.01%
232ACHV
0.01%
233NVRI
0.01%
234MEC
0.01%
235FET
0.01%
236STTK
0.01%
237FDMT
0.01%
238IMMX
0.01%
239RLMD
0.01%
240ELA
0.01%
241PKOH
0.01%
242XMAX
0.01%
243CTNM
0.01%
244MEI
0.01%
245ORN
0.01%
246ZURA
0.01%
247NVCT
0.01%
248KYTX
0.01%
249ALTO
0.01%
250PBYI
0.01%
251TENX
0.01%
252FLXS
0.01%
253STRO
0.01%
254ZNTL
0.01%
255ELMD
0.01%
256MRAM
0.01%
257MPTI
0.01%
258TWIN
0.00%
259VELO
0.00%
260OSS
0.00%
261OPTX
0.00%
262SVCO
0.00%
263QTTB
0.00%
264SRZN
0.00%
265ASYS
0.00%
266ARTV
0.00%
267QUIK
0.00%
268RDNW
0.00%
269ALOT
0.00%
270KPTI
0.00%
271BDSX
0.00%
272FOCL
0.00%

Snapshot of 272 model positions as of July 2026. Hypothetical, point-in-time weights — not a registered fund’s portfolio.

Fund documents

Draft model-portfolio documents — not a registered fund’s filings

Summary Prospectus
Objective, fees, strategy, and key risks.
Prospectus
Full strategy, model methodology, and risks.
Statement of Additional Information
Policies, construction, and governance.
Fact Sheet
One-page snapshot with top holdings.
Daily Holdings
Full current constituent list.

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.