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

32.8

Max Drawdown

-8.9%

Sharpe

1.57

Sortino

3.39

UPI

7.27

Calmar

2.16

Ulcer Index

2.65

Best Month

15.9%

Worst Month

-8.9%

Volatility

11.7%

Total Return

32639.8%

Longest DD (mo)

16 mo

Win Rate

70.1%

Profitable Months

70.1%

Current Allocation

BIL

SSO

DBMF

BIL31.3%+31.3%

SSO23.2%

DBMF9.9%

TQQQ6.6%

USMV6.6%

ZROZ6.6%

SPY4.1%

VEA3.7%-7.8%

UGL3.3%

PDBC2.5%-7.8%