Baldessari was invited to partecipate in the show where he exhibited fourteen works; already during the opening evening he met a Swiss collector who fell in love with his painting, and bought immediately all his works on display. His name was Alfred Hess, he was a banker from Zurich and soon became his patron supporting him for many years. In practice he put Baldessari under contract, offering him a monthly in exchange for the exclusivity on his work, that is, being able to choose at will, from time to time, what he liked … without limit. How to refuse! The relationship went on until 1924 when Hess told Baldessari he had hundreds of his works (paintings, pastels, drawings) and he no longer knew where to put them.  So he closed the commercial relationship and left Baldessari free … but also unemployed. In fact, during those five years, Baldessari had not existed as a painter for the market, galleries and collectors . As a result he had no customers … nothing … and basically to earn something  he had to go back to figurative and look around … especially abroad.

In fact, in 1924, ended not only the commercial relationship with Hess but also Baldessari’s first futurist season  … Friendship remained nevertheless, because Hess, in the future, in times of need would always be there. However the artist had already been wandering for a few years.

«In 1920 – Baldessari recalls in one of his memoirs – began my wandering through Europe, a wandering that was to last almost twenty years. And even in this troubled period, meetings and contacts with  artists were not lacking».

He was thus able to verify in person how other movements, like Constructivism, De Stijl, Dada, and also the work of Kandinsky, already since a long time had gone beyond the Futurist poetry, at least as Baldessari intended it.

But already in the late tens and early twenties, Baldessari made some volumetric experimentation works that are halfway between Futurism and the 900 Movement such as Lucienne, 1919 (the portrait of his first wife), or Raccolta delle arance (Orange Harvest), 1921, or  else Due figure (Due figures), 1922, which avowedly peers at Sironi, proving that at the time Futurism as such was already too tight  to him. This evolution can be better understood from the (almost prophetic) review that Emilio Notte made of his work on n ° 75 of “Roma futurista” of March 21st, 1920, where he stated that «… he paints his paintings in moments of perfect memory and perfect forgetfulness. This is a contradiction that very few understand, as well as only for very few are these hints … His concern is style (not to be confused with what is called manner), a style that is widely considered, severely pursued». So it was his style he was following and not the ‘futurist way’.

Paradoxically, however, in the midst of this moment of great ‘heeling’, in May 1921 Marinetti called him to participate with Balla, Depero and a few others in the futurist exhibition in Paris and, still in that same May, Baldessari was the star of the Futurist Room at the Second National Art Exhibition of Padua where he held a personal show of futurist works.

But, despite this exploit, the stone had already been thrown, and, in the course of 1922, he moved to Germany, first in Hannover then in Altona, near Hamburg. In the first city between 1922 and 1923 he assiduously met Kurt Schwitters collaborating in the creation of Merzbau, a sort of sculpture-construction the German Dadaist  made inside his home, and which, started in the living room,  gradually grew through the different floors, engulfing the house. A series of futur-dadaist collages (such as Dada) testifying Baldessari’s great opening to Dadaist poetics, were accomplished in those years.

In Hannover, the meeting with Frederick Vordemberge-Gildewart was also fundamental. He introduced him to the area of ​​the “Die Abstrakten Gruppe”, whose attendance produced around 1923-1924 a new experimental season with works of an abstract-geometric nature, such as the wonderful Composizione Rosso Venezia (Composition Red-Venice), of 1924. In short, two fundamental encounters for Baldessari, especially considering the fact that, a few years later, in 1934, in Milan on the occasion of Gildewart’s exhibition at the Galleria del Milione, the critic Siegfried Giedion prophetically wrote that «… when someone in fifty years will ask which painter of our times has lived in the city of Hannover, there will be only two names left: the painter Vordemberge-Gildewart and the Dadaist painter and poet Kurt Schwitters».

At this point, having reached almost the limits of the avant-garde experiments of the time, Baldessari suffered a sort of crisis of growth: he had tried everything, with conviction, but he felt that nothing of all those experimentations was his true path. Besides, nothing of all this fed him …

The only certainties were on one side  his innate love for painting, and on the other his vital need. In fact, during a temporary return to Italy, around 1925, he realized that his Dadaist and abstract experiments were not understood at all, while  Futurism itself seemed almost to have fallen out of favor.

There remained only one way to survive: the definitive return to the figurative.