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 2026-06-08 (23.4 years): 24.1% CAGR, 0.81 Sharpe, -62.2% max drawdown, 37.3% volatility.
- Type
- Tactical (TAA)
- Author
- u/Wongkok (Reddit)
- Rebalancing
- Daily
- Risk
- Aggressive
- Period
- 2003-01-02 to 2026-06-08
- CAGR
- 24.1%
- Sharpe
- 0.81
- Max Drawdown
- -62.2%
- Volatility
- 37.3%
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 2026-06-08)
| Metric | A-RVol Shifter |
|---|---|
| Compound Annual Growth Rate (CAGR) | 24.1% |
| Maximum Drawdown | -62.2% |
| Sharpe Ratio | 0.81 |
| Sortino Ratio | 1.30 |
| Annualized Volatility | 37.3% |
| Calmar Ratio | 0.39 |
| Total Return | 15558.9% |
| Backtest Period | 23.4 years |
Strategy Details
- Type
- Tactical (TAA)
- Rebalancing
- daily
- Risk Level
- aggressive
- Variants
- 4
- 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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