Extreme risk: not investable
This strategy's worst historical drawdown is about -77%, a near-total loss from peak. It is published for research and illustration only. Nothing here is investment advice or a recommendation to buy, and you should not allocate capital you are not prepared to lose almost entirely.
For lower-risk, diversified strategies, browse the full catalog.
RPEA (RNAProf's Excellent Adventure) at a glance
RPEA (RNAProf's Excellent Adventure) is a tactical asset allocation (TAA) strategy by RNAProf across US Equity (3x), US Mid-Cap (3x), Tech (3x), International (3x), rebalanced monthly. Backtested 1992-01-31 to 2026-04-17 (34.3 years): 26.8% CAGR, 0.87 Sharpe, -76.8% max drawdown, 33.7% volatility.
- Type
- Tactical (TAA)
- Author
- RNAProf
- Rebalancing
- Monthly
- Risk
- Aggressive
- Period
- 1992-01-31 to 2026-04-17
- CAGR
- 26.8%
- Sharpe
- 0.87
- Max Drawdown
- -76.8%
- Volatility
- 33.7%
RPEA (RNAProf's Excellent Adventure) — Tactical Asset Allocation Strategy
RPEA (RNAProf's Excellent Adventure) is a leveraged All-Weather-style portfolio with per-asset SMA timing. Nine sleeves use 2x/3x leveraged ETFs (UPRO 32%, MIDU 14%, TQQQ 7%, EURL 7%, AVDE 6%, EDC 7%, AVEM 6%, UGL 10%, UTSL 11%), each timed independently against its own SMA signal. Sleeves that fall below trend rotate into a defensive allocation instead of holding the leveraged ETF.
Two variants are available on BestFolio: Adaptive Defense (defensive leg cascades TMF, then GLD, then BIL depending on which is trending up) and Conservative / Partial Delever (splits the bearish sleeve 50/50 between the 1x underlying and the adaptive defense cascade). The original Full (9-sleeve, TMF-only defense) and Simplified (5-sleeve, TMF-only defense) variants have been removed because their backtested drawdowns were severe enough that we consider them unsuitable for real-money use.
Backtest Performance (1992-01-31 to 2026-04-17)
| Metric | RPEA (RNAProf's Excellent Adventure) |
|---|---|
| Compound Annual Growth Rate (CAGR) | 26.8% |
| Maximum Drawdown | -76.8% |
| Sharpe Ratio | 0.87 |
| Sortino Ratio | 1.18 |
| Annualized Volatility | 33.7% |
| Calmar Ratio | 0.35 |
| Total Return | 340850.8% |
| Backtest Period | 34.3 years |
Strategy Details
- Type
- Tactical (TAA)
- Rebalancing
- monthly
- Risk Level
- aggressive
- Variants
- 4
- Author
- RNAProf
Asset Classes
- US Equity (3x)
- US Mid-Cap (3x)
- Tech (3x)
- International (3x)
- Emerging Markets (3x)
- Gold (2x)
- Utilities (3x)
- Long Treasuries (3x)
- Cash
Categories
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