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Question 5 1. Backtest the performance of the UIM Super Combo ranking SystemT OVER MAY` time period LEing three UNIVERSES. SEASON. RUSSELL GOOD, and ALL
Question 5 1. Backtest the performance of the UIM Super Combo ranking SystemT OVER MAY` time period LEing three UNIVERSES. SEASON. RUSSELL GOOD, and ALL FUNDAMENTALS` LEE the following parameters. Al Sectors, Minimum Price = = = REbalancing EVERY' 4 WEEKS, 10 BUCKETS. Copy PASTE the bar graphs with annualized returns. Explain E= Well as you can the calculations FIZZ OOZE to generate the SPECIES BDOVE . In which of the Universe: does the LIM SUPER Combo ranking System " work" best ? TO measure how well it works. consider the Spread between the Extreme buckets , and the smoothness Imonotonicity ! across buckets Can you rationalize the results in [ ?"
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