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) Strategy by RNAProf

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

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.

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)
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

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