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 2026-07-16

CAGR

11.5%

Years

37.4

Max Drawdown

-10.0%

Sharpe

1.26

Sortino

1.88

UPI

3.94

Calmar

1.15

Ulcer Index

2.92

Best Month

8.7%

Worst Month

-7.9%

Volatility

9.0%

Total Return

5745.3%

Longest DD (mo)

18 mo

Win Rate

69.0%

Profitable Months

69.0%

Current Allocation

VEU

IWM

QQQ

SPY

VEA

VEU45.0%

IWM12.4%+0.7%

QQQ12.4%+0.7%

SPY12.4%+12.4%

VEA10.8%+10.8%

IEI2.0%-3.9%

IEMG1.6%+0.7%

EWJ1.6%+0.7%

PDBC1.6%-10.1%