BestFolio House Momentum

A walk-forward blend of BestFolio's momentum and regime models with a tactical dip-buyer.

Walk-forward1xMonthly rebalanceaggressivePro 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 2026-05-29

CAGR

20.3%

Total Return

41066.1%

Sharpe Ratio

1.59

Sortino Ratio

2.84

UPI

7.58

Max Drawdown

-9.0%

Longest DD

16 mo

Volatility

12.2%

Calmar Ratio

2.24

Best Month

19.2%

Worst Month

-8.5%

Win Rate (Daily)

70.3%

Profitable Mo.

70.3%

Years

32.6

Current Allocation

SSO

QQQ

VEA

PDBC

DBMF

IWM

SSO25.0%

QQQ11.2%

VEA10.8%

PDBC10.6%

DBMF9.6%

IWM8.9%

TQQQ6.4%

USMV6.4%

ZROZ6.4%

UGL3.2%