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 2026-07-16

CAGR

19.3%

Years

32.7

Max Drawdown

-8.9%

Sharpe

1.55

Sortino

2.87

UPI

7.01

Calmar

2.16

Ulcer Index

2.75

Best Month

15.9%

Worst Month

-8.5%

Volatility

11.9%

Total Return

31997.8%

Longest DD (mo)

16 mo

Win Rate

69.2%

Profitable Months

69.2%

Current Allocation

SSO

VEA

QQQ

DBMF

SSO23.2%

VEA11.0%+7.5%

QQQ10.4%+0.1%

DBMF9.9%

IWM7.8%

SPY7.8%+7.8%

TQQQ6.6%

USMV6.6%

ZROZ6.6%

VNQ3.9%-7.7%