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

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

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

Backtested from 1986-06-30 to 2026-08-05, LETF Baseline: UPRO / ZROZ / GLD returned 14.3% CAGR with a -68.5% maximum drawdown and a Sharpe ratio of 0.69. Past performance does not guarantee future results.

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

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

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

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

LETF Baseline: UPRO / ZROZ / GLD

Name: LETF Baseline: UPRO / ZROZ / GLD, Backtest Time Series
Creator: BestFolio
License: https://creativecommons.org/licenses/by-nc/4.0/

LETF Baseline: UPRO / ZROZ / GLD is a fixed-allocation portfolio reviewed on a quarterly cadence. Its hypothetical backtest runs through 2026-08-05. BestFolio supplies the public rule or approach and backtest context; current signals, allocations, and paid interactive data remain restricted to Pro access. No publication or construction date is recorded, so no observed-versus-simulated boundary is claimed; all displayed returns are hypothetical. Users review each scheduled signal and place any resulting trades in their own brokerage. BestFolio does not execute trades or provide personalized investment advice.

Cadence: Quarterly
Backtest data through: 2026-08-05
History boundary: No publication or construction date is recorded, so no observed-versus-simulated boundary is claimed; all displayed returns are hypothetical.
Rule / approach: A popular 3x leveraged static portfolio: 50% UPRO (3x S&P 500), 25% ZROZ (extended-duration Treasuries), 25% GLD (gold).
BestFolio supplies: the public rule or approach and backtest context; current signals, allocations, and paid interactive data remain restricted to Pro access
Customer action: Review each scheduled signal and place any required trades in your own brokerage; BestFolio does not execute orders.
Costs and exclusions: 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
Freshness: The latest available backtest ends 2026-08-05. A run timestamp is not exposed here, so no stronger freshness claim is made.
Next expected action: First trading day of October (quarterly); scheduled 2026-10-01 at 09:30 ET. Review the published signal before placing any trade.

LETF Baseline: UPRO / ZROZ / GLD at a glance

LETF Baseline: UPRO / ZROZ / GLD is a fixed-allocation portfolio by r/LETFs community, rebalanced quarterly. Backtested 1986-06-30 to 2026-08-05 (40.0 years): 14.3% CAGR, 0.69 Sharpe, -68.5% max drawdown, 27.6% volatility.

Type: Fixed Allocation
Author: r/LETFs community
Rebalancing: Quarterly
Risk: Aggressive
Period: 1986-06-30 to 2026-08-05
CAGR: 14.3%
Sharpe: 0.69
Max Drawdown: -68.5%
Volatility: 27.6%

LETF Baseline: UPRO / ZROZ / GLD — Fixed Allocation Portfolio

A popular 3x leveraged static portfolio: 50% UPRO (3x 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.

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

What is LETF Baseline: UPRO / ZROZ / GLD?: A popular 3x leveraged static portfolio: 50% UPRO (3x 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: UPRO / ZROZ / GLD strategy?: LETF Baseline: UPRO / ZROZ / GLD was developed by r/LETFs community.
What is the historical return and maximum drawdown of LETF Baseline: UPRO / ZROZ / GLD?: Backtested from 1986-06-30 to 2026-08-05, LETF Baseline: UPRO / ZROZ / GLD returned 14.3% CAGR with a -68.5% maximum drawdown and a Sharpe ratio of 0.69. Past performance does not guarantee future results.
How often is LETF Baseline: UPRO / ZROZ / GLD rebalanced?: LETF Baseline: UPRO / ZROZ / GLD is rebalanced quarterly. BestFolio publishes the updated allocation signal each period.
Is LETF Baseline: UPRO / ZROZ / GLD a fixed or tactical strategy?: LETF Baseline: UPRO / ZROZ / GLD is a fixed-allocation (strategic) portfolio: it holds a set allocation and rebalances on schedule rather than rotating based on market signals.

Backtest Performance (1986-06-30 to 2026-08-05)

Metric	LETF Baseline: UPRO / ZROZ / GLD
CAGR	14.3%
Max Drawdown	-68.5%
Sharpe	0.69
Sortino	0.93
Volatility	27.6%
Calmar	0.21
Total Return	21263.3%
Backtest Period	40.0 years

Strategy Details

Type: Fixed / Strategic
Rebalancing: quarterly
Risk Level: aggressive
Variants: 2
Author: r/LETFs community

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