A-RVol Shifter at a glance
A-RVol Shifter is a tactical asset allocation (TAA) strategy by u/Wongkok (Reddit) across US Equity (3x Leveraged), US Equity (2x Leveraged), Long Treasuries, Gold, rebalanced daily. Backtested 2003-01-02 to 2026-04-24 (23.2 years): -1.6% CAGR, -0.02 Sharpe, -64.5% max drawdown, 16.3% volatility.
- Type
- Tactical (TAA)
- Author
- u/Wongkok (Reddit)
- Rebalancing
- Daily
- Risk
- Aggressive
- Period
- 2003-01-02 to 2026-04-24
- CAGR
- -1.6%
- Sharpe
- -0.02
- Max Drawdown
- -64.5%
- Volatility
- 16.3%
A-RVol Shifter — Tactical Asset Allocation Strategy
A-RVol Shifter V3 is an adaptive volatility-based leveraged Nasdaq strategy. It uses multiple signals (QQQ realized vol, vol ratio, SPY 200-SMA with asymmetric buffers, credit spread stress, Donchian channel) to shift between TQQQ (3x), QLD (2x), and a defensive rotation (best of TLT/GLD/XLU/XLE by momentum, or BIL).
Backtest Performance (2003-01-02 to 2026-04-24)
| Metric | A-RVol Shifter |
|---|---|
| Compound Annual Growth Rate (CAGR) | -1.6% |
| Maximum Drawdown | -64.5% |
| Sharpe Ratio | -0.02 |
| Sortino Ratio | -0.01 |
| Annualized Volatility | 16.3% |
| Calmar Ratio | -0.02 |
| Total Return | -30.8% |
| Backtest Period | 23.2 years |
Strategy Details
- Type
- Tactical (TAA)
- Rebalancing
- daily
- Risk Level
- aggressive
- Variants
- 3
- Author
- u/Wongkok (Reddit)
Asset Classes
- US Equity (3x Leveraged)
- US Equity (2x Leveraged)
- Long Treasuries
- Gold
- Utilities
- Energy
- Cash
Categories
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