Return Stacked All Weather

Capital-efficient fixed sleeves paired with a tactical risk-control overlay.

Simple blend1xMonthly rebalancemoderatePro clone

Thesis

Combines return-stacked ETFs and Dragon-style diversification with a tactical sleeve to keep the portfolio adaptive.

Backtest

1987-12-31 to 2026-07-16

CAGR

12.3%

Years

38.7

Max Drawdown

-13.6%

Sharpe

1.28

Sortino

2.36

UPI

3.71

Calmar

0.90

Ulcer Index

3.32

Best Month

10.1%

Worst Month

-7.9%

Volatility

9.4%

Total Return

8869.0%

Longest DD (mo)

32 mo

Win Rate

68.2%

Profitable Months

68.2%

Current Allocation

BIL

ZROZ

RSST

SPY

KMLM

PDBC

BIL20.0%

ZROZ17.5%

RSST10.5%

SPY10.5%

KMLM10.5%

PDBC10.0%

NTSX7.0%

GDE7.0%

DFSVX3.5%

GLDM3.5%