Return Stacked Quartet
StaticPromoderateBased on research by BestFolio Research
This is BestFolio's independent implementation. Not affiliated with or endorsed by the original author.
About this Strategy
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.
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Key Differentiators
Research Source
Based on research by BestFolio Research
Strategy Info
- Type
- Fixed / Strategic
- Frequency
- annual
- Next Rebalance
- Jan 409:30 ET (248d)
- Variants
- 1
- Risk Category
- moderate
- Tags
- static, multi-asset, all-weather, return-stacked, capital-efficient, managed-futures
Return Stacked Quartet at a glance
Return Stacked Quartet is a fixed-allocation portfolio by BestFolio Research, rebalanced annual. Backtested 1988-12-30 to 2026-04-30 (37.3 years): 13.8% CAGR, 1.15 Sharpe, -30.4% max drawdown, 11.9% volatility.
- Type
- Fixed Allocation
- Author
- BestFolio Research
- Rebalancing
- Annual
- Risk
- Moderate
- Period
- 1988-12-30 to 2026-04-30
- CAGR
- 13.8%
- Sharpe
- 1.15
- Max Drawdown
- -30.4%
- Volatility
- 11.9%
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.
Backtest Performance (1988-12-30 to 2026-04-30)
| Metric | Return Stacked Quartet |
|---|---|
| Compound Annual Growth Rate (CAGR) | 13.8% |
| Maximum Drawdown | -30.4% |
| Sharpe Ratio | 1.15 |
| Sortino Ratio | 1.52 |
| Annualized Volatility | 11.9% |
| Calmar Ratio | 0.45 |
| Total Return | 12297.9% |
| Backtest Period | 37.3 years |
Strategy Details
- Type
- Fixed / Strategic
- Rebalancing
- annual
- Risk Level
- moderate
- Variants
- 1
- Author
- BestFolio Research
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