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

1985-01-01 to 2026-10-19

CAGR

13.5%

Years

41.7

Max Drawdown

-12.9%

Sharpe

1.02

Sortino

2.56

UPI

3.08

Calmar

1.04

Ulcer Index

3.33%

Best Month

10.7%

Worst Month

-7.9%

Volatility

9.9%

SWR

9.71%

PWR

9.14%

Total Return

19296.3%

Longest DD (mo)

34 mo

Win Rate

67.9%

Profitable Months

67.9%

Current Allocation

BIL

ZROZ

RSST

SPY

KMLM

PDBC

BIL20.0%

ZROZ17.5%

RSST10.5%

SPY10.5%

KMLM10.5%

PDBC10.0%

NTSX7.0%

GDE7.0%

AVUV3.5%

GLDM3.5%