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

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

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

Backtested from 1986-06-30 to 2026-08-05, LETF Baseline: UPRO / ZROZ / GLD / KMLM returned 13.3% CAGR with a -57.9% maximum drawdown and a Sharpe ratio of 0.76. Past performance does not guarantee future results.

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

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

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

LETF Baseline: UPRO / ZROZ / GLD / KMLM 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 / KMLM

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

LETF Baseline: UPRO / ZROZ / GLD / KMLM 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 with a managed-futures sleeve: 40% UPRO (3x S&P 500), 20% ZROZ (extended-duration Treasuries), 20% GLD (gold), 20% KMLM (managed futures).
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 / KMLM at a glance

LETF Baseline: UPRO / ZROZ / GLD / KMLM is a fixed-allocation portfolio by r/LETFs community, rebalanced quarterly. Backtested 1986-06-30 to 2026-08-05 (40.0 years): 13.3% CAGR, 0.76 Sharpe, -57.9% max drawdown, 22.0% volatility.

Type: Fixed Allocation
Author: r/LETFs community
Rebalancing: Quarterly
Risk: Aggressive
Period: 1986-06-30 to 2026-08-05
CAGR: 13.3%
Sharpe: 0.76
Max Drawdown: -57.9%
Volatility: 22.0%

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

A popular 3x leveraged static portfolio with a managed-futures sleeve: 40% UPRO (3x S&P 500), 20% ZROZ (extended-duration Treasuries), 20% GLD (gold), 20% KMLM (managed futures). 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 / KMLM: frequently asked questions

What is LETF Baseline: UPRO / ZROZ / GLD / KMLM?: A popular 3x leveraged static portfolio with a managed-futures sleeve: 40% UPRO (3x S&P 500), 20% ZROZ (extended-duration Treasuries), 20% GLD (gold), 20% KMLM (managed futures). 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 / KMLM strategy?: LETF Baseline: UPRO / ZROZ / GLD / KMLM was developed by r/LETFs community.
What is the historical return and maximum drawdown of LETF Baseline: UPRO / ZROZ / GLD / KMLM?: Backtested from 1986-06-30 to 2026-08-05, LETF Baseline: UPRO / ZROZ / GLD / KMLM returned 13.3% CAGR with a -57.9% maximum drawdown and a Sharpe ratio of 0.76. Past performance does not guarantee future results.
How often is LETF Baseline: UPRO / ZROZ / GLD / KMLM rebalanced?: LETF Baseline: UPRO / ZROZ / GLD / KMLM is rebalanced quarterly. BestFolio publishes the updated allocation signal each period.
Is LETF Baseline: UPRO / ZROZ / GLD / KMLM a fixed or tactical strategy?: LETF Baseline: UPRO / ZROZ / GLD / KMLM 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 / KMLM
CAGR	13.3%
Max Drawdown	-57.9%
Sharpe	0.76
Sortino	1.07
Volatility	22.0%
Calmar	0.23
Total Return	14752.0%
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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