Extensive backtesting results for 6 months
The AI Investments platform is used to invest real money for over 6 months. Below are presented weekly results of our method. The comparison with the most relevant benchmark indices is presented for the same period.
Investment strategy preparation methodology
Each investment strategy is prepared based on methodology presented on the diagram below:
Walk Forward Backtesting
The methods have been extensively backtested using Walk Forward Backtesting method. We are using 12 years period. We are starting with first year, train model on first 11 months of the year and test on remaining month. Next we will go forward one month and repeat this procedure. Total process has 144 steps. We are only retrain our models and do not change parameters of the investment strategy, to be sure that given strategy works for long period.