LETF Baseline: SSO / ZROZ / GLD at a glance

LETF Baseline: SSO / ZROZ / GLD is a fixed-allocation portfolio by r/LETFs community, rebalanced quarterly. Backtested 1986-06-30 to 2026-07-03 (40.0 years): 12.3% CAGR, 0.80 Sharpe, -50.0% max drawdown, 18.6% volatility.

Type

Fixed Allocation

Author

r/LETFs community

Rebalancing

Quarterly

Risk

Aggressive

Period

1986-06-30 to 2026-07-03

CAGR

12.3%

Sharpe

0.80

Max Drawdown

-50.0%

Volatility

18.6%

LETF Baseline: SSO / ZROZ / GLD: frequently asked questions

What is LETF Baseline: SSO / ZROZ / GLD?

A popular 2x leveraged static portfolio: 50% SSO (2x S&P 500), 25% ZROZ (extended-duration Treasuries), 25% GLD (gold). Leveraged history uses BestFolio's calibrated synthetic-leverage cost model, so the backtest is intentionally a few points below testfol.io. A static, quarterly-rebalanced baseline, not a tactical strategy.

Who created the LETF Baseline: SSO / ZROZ / GLD strategy?

LETF Baseline: SSO / ZROZ / GLD was developed by r/LETFs community.

What is the historical return and maximum drawdown of LETF Baseline: SSO / ZROZ / GLD?

Backtested from 1986-06-30 to 2026-07-03, LETF Baseline: SSO / ZROZ / GLD returned 12.3% CAGR with a -50.0% maximum drawdown and a Sharpe ratio of 0.80. Past performance does not guarantee future results.

How often is LETF Baseline: SSO / ZROZ / GLD rebalanced?

LETF Baseline: SSO / ZROZ / GLD is rebalanced quarterly. BestFolio publishes the updated allocation signal each period.

Is LETF Baseline: SSO / ZROZ / GLD a fixed or tactical strategy?

LETF Baseline: SSO / ZROZ / GLD is a fixed-allocation (strategic) portfolio: it holds a set allocation and rebalances on schedule rather than rotating based on market signals.