Stratified Index Backtesting · Ultra Index Invest

Ultra Index Invest (ultraindex.pro) operates the Ultra Quant platform: institutional-grade stratified index backtesting for retail investors on equity benchmarks such as the S&P 500 (GSPC). Unlike options-focused tools, the engine builds alpha on index beta through systematic filtering and multi-factor ranking — no programming required.

Two compounding layers

Filter layer — screen index constituents with fundamental, technical, and sentiment factors before each rebalance; consistent filtering beats passive buy-and-hold over full cycles.
Rank layer — rank filtered names by one or more of 12 quantitative factors and hold only the top or bottom stratum (5 or 10 groups).

Configuration (matches layered backtest engine)

4 rebalance modes: monthly, event, fixed interval, stagger
Strata: 5 or 10 groups
12 ranking factors available
Filter: AND / OR; filter-then-rank, filter-only, or none
Sort: ascending or descending per factor
Background jobs publish NAV and metrics to your dashboard

12 ranking factors

Annualized volatility (low priority), momentum, dividend yield, volume profile POC/ATR (chip peak VP), P/E (low priority), EV/EBITDA (low priority), free cash flow yield, ROIC, Piotroski F-Score, Altman Z-Score, ETF holdings count, analyst price target upside.

Full guide: Stratified index backtesting (EN)