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The RAF Strategy is a portfolio rotation model that adapts allocations between growth-oriented assets (e.g., leveraged equity indices) and defensive assets (e.g., gold, treasuries, utilities) using adaptive filters. Historical backtests from 2010–2025 produced a 45% compound annual growth rate, a 34% maximum drawdown, and a Sharpe ratio of 1.3. Live trading on QuantConnect shows close alignment between backtest and execution, with an average difference of only +0.02 per trade. Robustness testing, including rolling parameter jitter, further demonstrates consistency across market regimes.
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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