Return Stacked Quartet
Capital-efficient four-way blend that stacks equity, bonds, gold, and managed futures into a single annual-rebalance… Backtest max drawdown: -30.4%. This is a fixed-allocation portfolio. BestFolio supplies the public rule or approach and backtest context; current signals, allocations, and paid interactive data remain restricted to Pro access. Users review the published signal and place any resulting trades in their own brokerage. Displayed returns remain hypothetical and do not represent a customer's brokerage record. The dates below identify the available data and the next scheduled review.
- Cadence:
- Annual
- Data through:
- Backtest data through 2026-09-11; latest signal date not currently published.
- History boundary:
- Live signals published since 2024; results before that date are a backtest simulation
- Published result:
- Engine daily-reset-v1, data version b505c1ba, published 2026-09-10
- Rule / approach
- Capital-efficient four-way blend that stacks equity, bonds, gold, and managed futures into a single annual-rebalance allocation.
- BestFolio supplies
- The annual signal email and this strategy page; current signals and email alerts require Pro access.
- Customer action
- Trade date not currently published. Review the published signal before placing any trades in your own brokerage.
- Costs and exclusions
- Backtests are 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. No tax, no slippage beyond the stated cost. Methodology limitations
- Freshness
- Signal data cutoff not currently published. Backtest data through 2026-09-11; latest signal date not currently published.
- Next expected action
- Next review not currently published.
Is Return Stacked Quartet still working in 2026?
Return Stacked Quartet returned 16.02% over the trailing 12 months and 61.57% over 36 months through 2026-09-11, compared with a full-backtest annualized return of 13.60%. Its full-backtest maximum drawdown was -30.41%. The full sample contains 9747 daily NAV observations from 1987-12-31. These are model results, not investor account returns or a promise. Recent returns do not establish that the strategy will keep working.
| Period | Return | CAGR | Max drawdown | Observations | Dates |
|---|---|---|---|---|---|
| Trailing 12 months | 16.02% | Not annualized | -10.58% | 252 | 2025-09-11 to 2026-09-11 |
| Trailing 36 months | 61.57% | Not annualized | -16.18% | 754 | 2023-09-11 to 2026-09-11 |
| Full backtest | 13784.28% | 13.60% | -30.41% | 9747 | 1987-12-31 to 2026-09-11 |
Last verified
Are these live investor returns?
No. These are the latest model NAV results from the published backtest. A recent date alone does not make a result an independently observed live record. Investor costs, taxes and execution can differ.
Why can a strategy lag for a year?
A tactical model can hold defensive assets during a rally or change positions during reversals. A short window can differ substantially from its full history. Compare cumulative returns over matching dates and inspect drawdowns as well.
Where can I check the signals behind these results?
The Signal History card on this strategy page shows dated model decisions for the selected variant, subject to its access tier. The methodology page explains the backtest assumptions.
Return Stacked Quartet at a glance
Return Stacked Quartet is a fixed-allocation portfolio by BestFolio Research, rebalanced annual. Backtested 1987-12-31 to 2026-09-11 (38.7 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 2026-09-11
- 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 2026-09-11, 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 2026-09-11)
| Metric | Return Stacked Quartet |
|---|---|
| CAGR | 13.6% |
| Max Drawdown | -30.4% |
| Sharpe | 1.10 |
| Sortino | 1.93 |
| Volatility | 13.5% |
| Calmar | 0.45 |
| Total Return | 13678.5% |
| Backtest Period | 38.7 years |
Strategy Details
- Type
- Fixed / Strategic
- Rebalancing
- annual
- Risk Level
- moderate
- Variants
- 1
- Author
- BestFolio Research
Further reading
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