Portfolio Strategy
RAMEP
Walk-forwardRisk-Adjusted Macro Equity Protocol
- Rebalancing
- Quarterly
- Universe
- 13 ETFs
- As of
- ...
The Strategy
RAMEP (Risk-Adjusted Macro Equity Protocol) is a systematic multi-asset strategy that allocates across 13 ETFs spanning equities, fixed income, emerging markets, commodities, and inflation-protected bonds. It sizes positions to balance expected return against risk while managing overall portfolio volatility.
The allocation stays diversified across asset classes and adjusts as market conditions change. Weights are set systematically with no discretionary input, and 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.
How It Works
On the last trading day of each quarter, RAMEP recalculates its target allocation with a quantitative model and rebuilds the portfolio for the quarter ahead.
The dashboard displays both backtested and live performance. The purple vertical line marks December 1, 2025, the start of the walk-forward test. Data to the left is historical backtesting; data to the right is hypothetical out-of-sample performance.
Simulation Settings
Set your start date and initial capital to configure your portfolio. RAMEP requires an initial warm-up period before it can be fully invested. During this initial period, capital remains uninvested.
Model Performance
Drawdown
Peak-to-trough declineHistorical Allocation
Walk-Forward Performance
Since Dec 1, 2025Model 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. Model value: initial capital plus accumulated hypothetical returns
| Symbol | Target % | Current % | Price | Shares | Value |
|---|---|---|---|---|---|
| Loading holdings... | |||||
Performance Metrics
Walk-Forward Test Status
Walk-forward testing started December 1, 2025
Quarterly rebalancing (next: --)
Strategy Health Monitor
Live drift detection and alpha decay tracking
Drift Detection
Detects structural shifts in performance
Alpha Decay Monitor
Risk-adjusted return, 12 vs 36 months
The left panel flags structural shifts in performance against expectations. The right panel compares recent risk-adjusted returns with the longer-run track record. A weakening trend points to a fading edge.