AWEA (All Weather Experimental Adventure)
Strategic book: TQQQ 30%, MIDU 15%, EDC 15%, UTSL 15%, UGL 10%, SDCI 15%. No bonds by default. Backtest max drawdown: -58.8%.
Research and methodology
Strategic book: TQQQ 30%, MIDU 15%, EDC 15%, UTSL 15%, UGL 10%, SDCI 15%. No bonds by default. Backtest max drawdown: -58.8%. This is a tactical asset allocation strategy. BestFolio supplies the public rule or approach and backtest context; current signals, allocations, and paid interactive data remain restricted to Pro access. Users review the published signal and place any resulting trades in their own brokerage. Displayed returns remain hypothetical and do not represent a customer's brokerage record. The dates below identify the available data and the next scheduled review.
- Cadence:
- Monthly
- Data through:
- Backtest data through 2026-09-21; latest signal date not currently published.
- History boundary:
- Backtest simulation only; no live publication yet
- Published result:
- Engine daily-reset-v1, data version bf41eb36, published 2026-09-22
- Rule / approach
- Strategic book: TQQQ 30%, MIDU 15%, EDC 15%, UTSL 15%, UGL 10%, SDCI 15%. No bonds by default; Fast gate (MIDU, EDC, SDCI): hold only if the month-end close is above the 4-month average; Slow gate (TQQQ, UTSL, UGL): hold only if the…
- BestFolio supplies
- The monthly signal email and this strategy page; current signals and email alerts require Pro access.
- Customer action
- Trade date not currently published. Review the published signal before placing any trades in your own brokerage.
- Costs and exclusions
- Backtests are net of a modeled one-way transaction cost (10 bps, scaled up to 3x under stress); taxes, fund-expense drift, or market impact are not modeled. No tax, no slippage beyond the stated cost. Methodology limitations
- Freshness
- Signal data cutoff not currently published. Backtest data through 2026-09-21; latest signal date not currently published.
- Next expected action
- Next review not currently published.
Is AWEA (All Weather Experimental Adventure) still working in 2026?
AWEA (All Weather Experimental Adventure) returned 25.00% over the trailing 12 months and 161.16% over 36 months through 2026-09-21, compared with a full-backtest annualized return of 24.75%. Its full-backtest maximum drawdown was -58.80%. The full sample contains 13958 daily NAV observations from 1972-03-31. These are model results, not investor account returns or a promise. As of 2026-09-21 it is -10.30% below its high-water mark of 2026-06-02, 4 months ago, and its longest run below a previous high was 5.4 years. Recent returns do not establish that the strategy will keep working.
| Period | Return | CAGR | Max drawdown | Observations | Dates |
|---|---|---|---|---|---|
| Trailing 12 months | 25.00% | Not annualized | -19.81% | 252 | 2025-09-19 to 2026-09-21 |
| Trailing 36 months | 161.16% | Not annualized | -31.42% | 752 | 2023-09-21 to 2026-09-21 |
| Full backtest | 17040711.05% | 24.75% | -58.80% | 13958 | 1972-03-31 to 2026-09-21 |
Last verified
Are these live investor returns?
No. These are the latest model NAV results from the published backtest. A recent date alone does not make a result an independently observed live record. Investor costs, taxes and execution can differ.
Why can a strategy lag for a year?
A tactical model can hold defensive assets during a rally or change positions during reversals. A short window can differ substantially from its full history. Compare cumulative returns over matching dates and inspect drawdowns as well.
How long has it spent below a previous high?
Its last high-water mark was 2026-06-02, 4 months before 2026-09-21, and it is -10.30% below that level now. The longest run below a previous high in the full backtest was 5.4 years. Recovering from a drawdown can take years, and a strong trailing return does not mean a past high has been regained.
Where can I check the signals behind these results?
The Signal History card on this strategy page shows dated model decisions for the selected variant, subject to its access tier. The methodology page explains the backtest assumptions.
AWEA (All Weather Experimental Adventure) at a glance
AWEA (All Weather Experimental Adventure) is a tactical asset allocation (TAA) strategy by u/Separate-Ad-9633 (r/LETFs) across US Equity (3x), US Mid-Cap (3x), Emerging Markets (3x), Utilities (3x), rebalanced monthly. Backtested 1972-03-31 to 2026-09-21 (54.5 years): 24.8% CAGR, 0.96 Sharpe, -58.8% max drawdown, 26.5% volatility.
- Type
- Tactical (TAA)
- Author
- u/Separate-Ad-9633 (r/LETFs)
- Rebalancing
- Monthly
- Risk
- Aggressive
- Period
- 1972-03-31 to 2026-09-21
- CAGR
- 24.8%
- Sharpe
- 0.96
- Max Drawdown
- -58.8%
- Volatility
- 26.5%
AWEA (All Weather Experimental Adventure) — Tactical Asset Allocation Strategy
AWEA, the All Weather Experimental Adventure, is a community strategy posted by u/Separate-Ad-9633 on r/LETFs (September 2026). It was written as a post-mortem of RPEA, an earlier leveraged all-weather portfolio from the same subreddit that fell more than 70% in 2022 and has not recovered since. The author's diagnosis was that RPEA routed every risk-off sleeve into a single leveraged long-Treasury fund, so an equity sell signal became a leveraged duration bet at exactly the wrong moment.
AWEA keeps the leveraged all-weather idea and changes two things. The book is a fixed 60% core equity and 40% diversifiers with no bond allocation by default: TQQQ 30%, MIDU 15%, EDC 15%, UTSL 15%, UGL 10% and a dynamic commodity sleeve at 15%. And every sleeve is gated independently on its own signal, using one of two deliberately plain trend rules: a fast rule (month-end price above its 4-month average) for the unstable sleeves, a slow rule (2-month average above the 12-month) for the stable ones. The signal is not always the fund it gates; utilities are gated on SPY, inherited from RPEA.
AWEA (All Weather Experimental Adventure): frequently asked questions
- What is All Weather Experimental Adventure?
- Community strategy by u/Separate-Ad-9633 (r/LETFs), written as a post-mortem of RPEA. A leveraged all-weather book, 60% core equity and 40% diversifiers, where every sleeve is trend-gated on its own signal and there is no bond allocation by default. A sleeve whose signal turns negative sends its entire weight down a shared defensive ladder (long Treasuries, then gold, then intermediate Treasuries, then cash) instead of into a single fixed defensive asset, which is the flaw that sank RPEA in 2022.
- Who created the AWEA (All Weather Experimental Adventure) strategy?
- AWEA (All Weather Experimental Adventure) was developed by u/Separate-Ad-9633 (r/LETFs). It is based on Community strategy by u/Separate-Ad-9633 (r/LETFs), September 2026, written as a post-mortem of RPEA (r/LETFs, 2021)..
- What is the historical return and maximum drawdown of AWEA (All Weather Experimental Adventure)?
- Backtested from 1972-03-31 to 2026-09-21, AWEA (All Weather Experimental Adventure) returned 24.8% CAGR with a -58.8% maximum drawdown and a Sharpe ratio of 0.96. Past performance does not guarantee future results.
- How often is AWEA (All Weather Experimental Adventure) rebalanced?
- AWEA (All Weather Experimental Adventure) is rebalanced monthly. BestFolio publishes the updated allocation signal each period.
- Is AWEA (All Weather Experimental Adventure) a tactical asset allocation strategy?
- Yes. AWEA (All Weather Experimental Adventure) is a tactical asset allocation (TAA) strategy: it adjusts its holdings based on market signals each period rather than holding a fixed allocation.
Backtest Performance (1972-03-31 to 2026-09-21)
| Metric | AWEA (All Weather Experimental Adventure) |
|---|---|
| CAGR | 24.8% |
| Max Drawdown | -58.8% |
| Sharpe | 0.96 |
| Sortino | 1.66 |
| Volatility | 26.5% |
| Calmar | 0.42 |
| Total Return | 17040711.1% |
| Backtest Period | 54.5 years |
Strategy Details
- Type
- Tactical (TAA)
- Rebalancing
- monthly
- Risk Level
- aggressive
- Variants
- 2
- Author
- u/Separate-Ad-9633 (r/LETFs)
- Source
- Community strategy by u/Separate-Ad-9633 (r/LETFs), September 2026, written as a post-mortem of RPEA (r/LETFs, 2021).
Asset Classes
- US Equity (3x)
- US Mid-Cap (3x)
- Emerging Markets (3x)
- Utilities (3x)
- Gold (2x)
- Commodities
- Long Treasuries
- Short Treasuries
Further reading
New to this approach? Read what tactical asset allocation is and how it works.
Holding AWEA (All Weather Experimental Adventure) alongside another strategy? Use the free portfolio overlap calculator to see how much of the two portfolios actually differs.
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