This section shows the back test from 2002 to 2008 with results and key statistical indicators:
Obviously the data is a Back Test. We should however be borne in mind that the Fund analyzed in 2002 were just over 40, then in the early years was difficult to create higher-performance than the average.
Below is shown the graph of back test including six months of 2008 calculated in real time by DIAMAN:
In a simulation carried out between March 2007 and March 2010, with about one year and a half of real track record calculated by FIDA, We can se the risk return ratio generated by a rotation model underlying index Artificial Intelligence, in a portfolio of 24 selected Sicav Ex-Post (knowing the history) and index steps from Absolute Return Index:
In addition to proving that a methodology for Multi-Ranking rotation is better than a single selection strategy, the graphs below show the historical results of Back Testing of each indicator and the methodology QUBI Versus nine indicators together. How can we check, the Multi-ranking criteria is always the best compromise: