Return Stacked Quartet
Return Stacked Quartet is a fixed-allocation portfolio reviewed on a annual cadence. Its hypothetical backtest runs through 2026-07-30. BestFolio supplies the public rule or approach and backtest context; current signals, allocations, and paid interactive data remain restricted to Pro access. The recorded 2024 publication or construction boundary separates pre-publication simulation from later market observations under fixed rules; all returns remain 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
- Annual
- Backtest data through
- 2026-07-30
- History boundary
- The recorded 2024 publication or construction boundary separates pre-publication simulation from later market observations under fixed rules; all returns remain hypothetical.
- Rule / approach
- Capital-efficient four-way blend that stacks equity, bonds, gold, and managed futures into a single annual-rebalance allocation.
- 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 2026-07-30. A run timestamp is not exposed here, so no stronger freshness claim is made.
- Next expected action
- First trading day of 2027 (annual); scheduled 2027-01-04 at 09:30 ET. Review the published signal before placing any trade.
Return Stacked Quartet at a glance
Return Stacked Quartet is a fixed-allocation portfolio by BestFolio Research, rebalanced annual. Backtested 1987-12-31 to 2026-07-30 (38.5 years): 13.6% CAGR, 1.10 Sharpe, -30.4% max drawdown, 13.5% volatility.
- Type
- Fixed Allocation
- Author
- BestFolio Research
- Rebalancing
- Annual
- Risk
- Moderate
- Period
- 1987-12-31 to 2026-07-30
- CAGR
- 13.6%
- Sharpe
- 1.10
- Max Drawdown
- -30.4%
- Volatility
- 13.5%
Return Stacked Quartet — Fixed Allocation Portfolio
Capital-efficient four-way blend that stacks equity, bonds, gold, and managed futures into a single annual-rebalance allocation. Each leg is a return-stacked ETF (NTSX, GDE, RSST) or a long-duration Treasury sleeve (ZROZ), giving roughly 1.4x effective exposure with broad diversification across return regimes. Weights (20/20/30/30) selected to maximize Sharpe over a 1986-2026 backtest sweep using synthetic pre-inception history for the stacked ETFs.
Return Stacked Quartet: frequently asked questions
- What is Return Stacked Quartet?
- Capital-efficient four-way blend that stacks equity, bonds, gold, and managed futures into a single annual-rebalance allocation. Each leg is a return-stacked ETF (NTSX, GDE, RSST) or a long-duration Treasury sleeve (ZROZ), giving roughly 1.4x effective exposure with broad diversification across return regimes. Weights (20/20/30/30) selected to maximize Sharpe over a 1986-2026 backtest sweep using synthetic pre-inception history for the stacked ETFs.
- Who created the Return Stacked Quartet strategy?
- Return Stacked Quartet was developed by BestFolio Research.
- What is the historical return and maximum drawdown of Return Stacked Quartet?
- Backtested from 1987-12-31 to 2026-07-30, Return Stacked Quartet returned 13.6% CAGR with a -30.4% maximum drawdown and a Sharpe ratio of 1.10. Past performance does not guarantee future results.
- How often is Return Stacked Quartet rebalanced?
- Return Stacked Quartet is rebalanced annual. BestFolio publishes the updated allocation signal each period.
- Is Return Stacked Quartet a fixed or tactical strategy?
- Return Stacked Quartet is a fixed-allocation (strategic) portfolio: it holds a set allocation and rebalances on schedule rather than rotating based on market signals.
Backtest Performance (1987-12-31 to 2026-07-30)
| Metric | Return Stacked Quartet |
|---|---|
| CAGR | 13.6% |
| Max Drawdown | -30.4% |
| Sharpe | 1.10 |
| Sortino | 1.81 |
| Volatility | 13.5% |
| Calmar | 0.45 |
| Total Return | 13547.6% |
| Backtest Period | 38.5 years |
Strategy Details
- Type
- Fixed / Strategic
- Rebalancing
- annual
- Risk Level
- moderate
- Variants
- 1
- Author
- BestFolio Research
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