RAMEP

RAMEP (Risk-Adjusted Macro Equity Protocol) allocates across 13 ETFs spanning equities, fixed income, emerging markets, commodities, and inflation-protected bonds. Position sizes are derived from constrained mean-variance optimization with a 6-month lookback for covariance estimation and a managed volatility target.

The optimization enforces asset-class caps (e.g. max 50% equities, max 50% bonds) and individual position limits. Weights are rounded to 5% increments for practical implementation. Rebalancing occurs quarterly.

Walk-Forward Test Active Starting December 1, 2025, this strategy is being tested with market data in a walk-forward framework. All historical data before this date represents backtested performance. The vertical marker in the chart indicates the start of the walk-forward period.

On the last trading day of each quarter, the optimizer recalculates weights using the most recent 126 trading days of returns and covariance data.

The dashboard displays both backtested and live performance. The purple vertical line marks December 1, 2025 - the start of the walk-forward test. All data to the left represents historical backtesting; all data to the right represents hypothetical out-of-sample performance. This allows direct comparison of in-sample vs. out-of-sample results.