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.

1989-02-28 to 2026-07-16

CAGR

11.6%

Years

37.5

Max Drawdown

-10.0%

Sharpe

1.27

Sortino

2.34

UPI

3.98

Calmar

1.15

Ulcer Index

2.91

Best Month

8.7%

Worst Month

-7.9%

Volatility

8.9%

Total Return

5967.2%

Longest DD (mo)

18 mo

Win Rate

69.2%

Profitable Months

69.2%

VEU

BIL

VEU45.0%

BIL43.2%+43.2%

IEI3.9%

PDBC1.3%-10.8%

IEMG1.3%

EWJ1.3%

IWM1.3%-10.8%

QQQ1.3%-10.8%

SPY1.3%