BestFolio House Momentum
A walk-forward blend of BestFolio's momentum and regime models with a tactical dip-buyer.
Walk-forward1xDaily signalsaggressivePro clone
Thesis
Lets the walk-forward optimizer weight composite momentum, a regime filter, HAA, and a tactical dip-buyer to maximize downside-adjusted return, capping any sleeve at 40%.
Backtest
1993-10-29 to 2026-10-19CAGR
20.0%
Years
33.0
Max Drawdown
-9.6%
Sharpe
1.34
Sortino
3.35
UPI
6.39
Calmar
2.09
Ulcer Index
2.75%
Best Month
17.7%
Worst Month
-9.1%
Volatility
12.5%
SWR
17.23%
PWR
17.06%
Total Return
40653.1%
Longest DD (mo)
16 mo
Win Rate
68.7%
Profitable Months
68.7%
Current Allocation
BIL
SSO
DBMF
BIL31.3%
SSO23.2%
DBMF9.9%
TQQQ6.6%
USMV6.6%
ZROZ6.6%
SPY4.3%-1.6%
EFA3.6%+3.6%
UGL3.3%
QQQ2.4%-1.0%