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

1988-01-29 to 2026-10-19

CAGR

12.1%

Years

38.7

Max Drawdown

-10.0%

Sharpe

0.99

Sortino

2.54

UPI

3.29

Calmar

1.22

Ulcer Index

2.80%

Best Month

12.1%

Worst Month

-7.4%

Volatility

9.1%

SWR

10.07%

PWR

9.42%

Total Return

8352.3%

Longest DD (mo)

18 mo

Win Rate

66.9%

Profitable Months

66.9%

Current Allocation

VEU

BIL

SHY

VEU45.0%

BIL43.2%

SHY9.8%

PDBC0.3%

QQQ0.3%

EWJ0.3%

EEM0.3%

SPY0.3%

IWM0.3%+0.3%