冇乜點研究過,但你自己槓桿嘅話要做到成本係好貼近 risk free rate先有用,就係因為借貸成本啲人先鍾意高 beta stock,從而令到low beta stock有多啲錢留俾你賺
同埋如果用孖展嘅話又要諗爆倉風險問題,我見SPLV同USMV beta (provided by IB, 唔知咩 index

) 係0.4-0.5左右,咁咪要成兩倍幾槓桿
我睇返USMV五年回報(計埋股息),鳩計 bets against S&P大慨係0.4
睇嚟要做到同大市一樣回報操作有啲困難
有錯請指正