Demo information & description
The charts shown in the Real Time demo include out of sample back-tested results since 1998 and all figures are net of trading costs and typical fund fees. The reports include typical key performance indicators used for funds and calculated according to “Morningstar's Performance Measures” by Professor Emeritus William F. Sharpe.
The above chart "Cumulative backtested return" shows accumulated return for the Frankfurt DAX index with Visolvia traded result in dark blue with the DAX in red for comparison. In this type of logarithmic chart a constant return over time will show up as a straight line. To simplify and make it easier to understand the demo is set up with a very a low trading frequency and positions are in separate indices and not individual shares. Positions are 100% long or short except when positions change; rebalanced is during a full week to minimize influence on the market. This is visualized in the below “Net exposure” chart which plots net exposure in % during the last 12 years, as can be seen in this example the positions change on an average once per year.