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RAMEP Strategy

Regime-Adaptive Momentum-Enhanced Portfolio

WALK-FORWARD TEST

Proprietary multi-asset allocation strategy with dynamic risk management

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The Strategy

RAMEP (Regime-Adaptive Momentum-Enhanced Portfolio) is a proprietary multi-asset allocation strategy developed by EdgeTools. The strategy employs advanced quantitative techniques to dynamically manage risk and capture market opportunities across different market environments.

The portfolio invests in a diversified universe of ETFs spanning equities, fixed income, commodities, and alternative assets. Position sizes are adjusted based on prevailing market conditions to balance risk and return objectives.

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.

How It Works

The portfolio is rebalanced periodically based on proprietary signals. The strategy analyzes market data to determine optimal asset allocation while respecting risk constraints.

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.

13
ETF Universe
Managed
Volatility Target
Quarterly
Rebalancing

Simulation Settings

Set your start date and initial capital to configure your portfolio. The RAMEP strategy requires an 18-month lookback period of 378 trading days to calculate optimal weights based on historical volatility, correlations, and momentum. During this initial period, capital remains uninvested.

Model Performance

Drawdown

Peak-to-trough decline

Historical Allocation

Model Value
--
--
YTD Return
--
Benchmark 60/40: -- (--)
Volatility (6M Lookback)
--
Target: 5.0%
Sharpe Ratio
--
Excess return basis

Walk-Forward Performance

Since Dec 1, 2025
--
RAMEP Return
--
60/40 B&H Return
--
Outperformance
--
Trading Days

Model Asset Class Allocation

Model ETF Allocation

Model Allocation

Hypothetical model weights for illustration only—not your holdings or a managed account. Shown as of the latest data refresh, using 6-month lookback optimization • Model value: initial capital plus accumulated hypothetical returns

Symbol Target % Current % Price Shares Value
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Performance Metrics

Sortino Ratio
--
Downside risk-adjusted
Max Drawdown
--
Peak to trough
Info Ratio
--
Active return
Beta
--
vs 60/40
Calmar Ratio
--
Return/Max DD
VaR (95%)
--
Daily at risk
Downside Dev
--
Downside risk
Up Capture
--
Bull market
Down Capture
--
Bear market
Positive Months
--
Historical %

Walk-Forward Test Status

Walk-forward testing started December 1, 2025

Quarterly rebalancing (next: --)

--
days to rebalance

Backtested Performance (2008-2025)

Historical backtest results compared to 60/40 benchmark:

Metric RAMEP 60/40
CAGR9.0%5.1%
Volatility5.1%9.7%
Sharpe Ratio1.770.50
Max Drawdown-14.4%-25.9%
Final Value ($100k)$473k$235k

Walk-forward test begins December 1, 2025

Walk-Forward Test Disclaimer: This strategy (RAMEP) is currently in a walk-forward testing phase starting December 1, 2025. All performance data before this date represents backtested results, not live trading. Past performance, whether backtested or live, does not guarantee future results. This implementation is for research and educational purposes only.