Adaptive Core Walk-Forward

A walk-forward optimized mix of classic tactical engines.

Walk-forward1xMonthly rebalancemoderatePro clone

Thesis

Lets BestFolio's walk-forward optimizer rotate among durable tactical models using a max-Sharpe objective and capped sleeve weights.

Backtest

1989-02-28 to 2026-05-29

CAGR

11.6%

Total Return

5895.2%

Sharpe Ratio

1.28

Sortino Ratio

1.90

UPI

3.97

Max Drawdown

-10.0%

Longest DD

18 mo

Volatility

9.0%

Calmar Ratio

1.17

Best Month

8.7%

Worst Month

-7.8%

Win Rate (Daily)

69.3%

Profitable Mo.

69.3%

Years

37.2

Current Allocation

VEU

QQQ

PDBC

IWM

VEA

VEU37.0%

QQQ13.8%

PDBC13.8%

IWM13.8%

VEA11.3%

IEI3.0%

IEMG2.5%

EWJ2.5%

SPY2.5%