RAMEP Strategy
Regime-Adaptive Momentum-Enhanced Portfolio
Proprietary multi-asset allocation strategy with dynamic risk management
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.
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 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, using 6-month lookback optimization • 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: --)
Backtested Performance (2008-2025)
Historical backtest results compared to 60/40 benchmark:
| Metric | RAMEP | 60/40 |
|---|---|---|
| CAGR | 9.0% | 5.1% |
| Volatility | 5.1% | 9.7% |
| Sharpe Ratio | 1.77 | 0.50 |
| 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.