NSR Platform has an incredibly powerful back-testing tool to allow our clients to test and deploy their custom strategies. By default, the analysis is broken down by Grade, Purpose, and Issue Date.
These breakdowns represent the most commonly selected breakdown options by our clients, but can be fully customized if you choose to do so. Also, assumed loss factors and loan weighting can be customized as well.
To customize these settings, go to the "Strategy Builder" page for either Lending Club or Prosper.
Next, run an initial back test by clicking the "Update Results" button.
At the bottom of the page, click on the "Breakdown Views" box and select a Result Breakdown to add or start typing to search for one.
To delete an existing breakdown, click the "X" in the upper left hand corner of the view.