What is RNAProf's Excellent Adventure?

Leveraged All-Weather portfolio with per-asset SMA timing. Nine leveraged ETF slots spanning US/intl equities, gold, and utilities, each timed independently. Assets failing their SMA shift to configurable defense. Monthly rebalancing.

Who created the RPEA (RNAProf's Excellent Adventure) strategy?

RPEA (RNAProf's Excellent Adventure) was developed by RNAProf.

What is the historical return and maximum drawdown of RPEA (RNAProf's Excellent Adventure)?

Backtested from 1992-01-31 to 2026-04-17, RPEA (RNAProf's Excellent Adventure) returned 26.8% CAGR with a -76.8% maximum drawdown and a Sharpe ratio of 0.87. Past performance does not guarantee future results.

How often is RPEA (RNAProf's Excellent Adventure) rebalanced?

RPEA (RNAProf's Excellent Adventure) is rebalanced monthly. BestFolio publishes the updated allocation signal each period.

Is RPEA (RNAProf's Excellent Adventure) a tactical asset allocation strategy?

Yes. RPEA (RNAProf's Excellent Adventure) is a tactical asset allocation (TAA) strategy: it adjusts its holdings based on market signals each period rather than holding a fixed allocation.

RPEA (RNAProf's Excellent Adventure)

Name: RPEA (RNAProf's Excellent Adventure), Backtest Time Series
Creator: BestFolio
License: https://creativecommons.org/licenses/by-nc/4.0/

RPEA (RNAProf's Excellent Adventure) is a tactical asset allocation strategy reviewed on a monthly cadence. Its hypothetical backtest runs through 2026-04-17. BestFolio supplies the public rule or approach and backtest context; current signals, allocations, and paid interactive data remain restricted to Pro access. The recorded 2022 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: Monthly
Backtest data through: 2026-04-17
History boundary: The recorded 2022 publication or construction boundary separates pre-publication simulation from later market observations under fixed rules; all returns remain hypothetical.
Rule / approach: 1. Each sleeve is checked against its own SMA signal (lookbacks 2 to 8 months) 2. Bullish signal: hold the leveraged ETF at its target weight 3. Bearish signal: rotate that sleeve's weight into the defensive allocation 4. Gold uses a…
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 2026-04-17. A run timestamp is not exposed here, so no stronger freshness claim is made.
Next expected action: First trading day of August; scheduled 2026-08-03 at 09:30 ET. Review the published signal before placing any trade.

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.

This warning is about holding it on its own. Inside some diversified BestFolio portfolios a strategy like this appears only as a small, capped sleeve, where its risk is bounded and offset by holdings that behave differently.

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.

RPEA (RNAProf's Excellent Adventure): frequently asked questions

What is RNAProf's Excellent Adventure?: Leveraged All-Weather portfolio with per-asset SMA timing. Nine leveraged ETF slots spanning US/intl equities, gold, and utilities, each timed independently. Assets failing their SMA shift to configurable defense. Monthly rebalancing.
Who created the RPEA (RNAProf's Excellent Adventure) strategy?: RPEA (RNAProf's Excellent Adventure) was developed by RNAProf.
What is the historical return and maximum drawdown of RPEA (RNAProf's Excellent Adventure)?: Backtested from 1992-01-31 to 2026-04-17, RPEA (RNAProf's Excellent Adventure) returned 26.8% CAGR with a -76.8% maximum drawdown and a Sharpe ratio of 0.87. Past performance does not guarantee future results.
How often is RPEA (RNAProf's Excellent Adventure) rebalanced?: RPEA (RNAProf's Excellent Adventure) is rebalanced monthly. BestFolio publishes the updated allocation signal each period.
Is RPEA (RNAProf's Excellent Adventure) a tactical asset allocation strategy?: Yes. RPEA (RNAProf's Excellent Adventure) is a tactical asset allocation (TAA) strategy: it adjusts its holdings based on market signals each period rather than holding a fixed allocation.

Backtest Performance (1992-01-31 to 2026-04-17)

Metric	RPEA (RNAProf's Excellent Adventure)
CAGR	26.8%
Max Drawdown	-76.8%
Sharpe	0.87
Sortino	1.18
Volatility	33.7%
Calmar	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

Track RPEA (RNAProf's Excellent Adventure) in Your Portfolio

Sign up for BestFolio to get monthly rebalancing signals, blend strategies into custom portfolios, and receive alerts when allocations change.

Create free account View Pricing

Related strategies

Related research

Seven Leveraged Tactical Strategies: How They Work, What Breaks Them
Seven new strategies in the catalog today, six of them leveraged. They span the named names in the r/LETFs community (RNAProf, u/Wongkok, u/Low-Initiative-1327), a published author (David Alan Carter), and two r/LETFs-classic ideas (200d-SMA TQQQ trend and RSI/SMA dip-buying) that BestFolio has stabilized into shipping form. The point of this writeup is not a sales pitch. It is the rule set, what each one does well, and what breaks it. Kelly 3sig/6sig/9sig deliberately held back: the 9sig 99.73% dot-com drawdown makes that family unsuitable for a wider release.