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 2026-05-29

CAGR

13.8%

Total Return

14331.5%

Sharpe Ratio

1.38

Sortino Ratio

2.33

UPI

4.18

Max Drawdown

-13.6%

Longest DD

23 mo

Volatility

9.8%

Calmar Ratio

1.01

Best Month

10.9%

Worst Month

-7.9%

Win Rate (Daily)

69.7%

Profitable Mo.

69.7%

Years

38.4

Current Allocation

QQQ

ZROZ

RSST

SPY

KMLM

QQQ30.0%

ZROZ17.5%

RSST10.5%

SPY10.5%

KMLM10.5%

NTSX7.0%

GDE7.0%

DFSVX3.5%

GLDM3.5%