Franco; you said you bought “cheap” filters and “stack three filters”.
I think you kind of exposed the problem.

I bought some of the cheap Cokin’s the same time I bought my Sing-Ray filters. I looked the Cokin’s over and packed them right back up and shipped them back to B&H. I could easily see they just weren't the quality I wanted. I agree with you, this type of filter is really convenient and IMO it is really the way to go vs. the screwed in type.