Return Stacked Quartet
Capital-efficient four-fund mix built on return-stacked ETFs: 20% GDE (S&P 500 + gold), 20% NTSX (S&P 500 + Treasuries), 30% RSST (S&P 500 + managed futures), and 30% ZROZ (long-duration zero-coupon Treasuries).
- Type: Fixed
- Frequency: annually
- Asset classes: US Equity, Gold, Treasuries, Managed Futures
- Backtest window: 2023-09-06 to 2026-11-10
- 1Y
- 5.5%
- 3Y
- 64.8%
- CAGR
- 15.5%
- Max DD
- -16.8%
- Sharpe
- 0.94
Methodology
- Allocate 20% GDE, 20% NTSX, 30% RSST, and 30% ZROZ.
- Rebalance annually.
Headline backtest performance as of 2026-11-10.