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I Know First Live Forecast Evaluation Report For MSCI EMU Stock Universe – Significantly Beating The Benchmark

December 20, 2018

Executive Summary

The purpose of this report is to present the results of live forecast performance evaluation for I Know First AI Algorithm, specifically for the MSCI EMU Index. The following results were observed when signal and predictability filters were applied in order to pick the best performing stocks out of the most predictable ones. The period under evaluation is from January 1^st,2018 to November 1^st, 2018.

MSCI EMU Stock Market Universe Highlights:

Signal indicator filter applied to Top 30 most predictable stocks provides the highest return of 3.71% for Top 5 stocks on 3-months’ investment horizon
There is a clear increasing trend for returns improvement with the time horizon increase – the return for all stocks beat the benchmark
The Top 5 stocks on 3-month’s investment horizon significantly out-perform the Benchmark by 5.75%

The above results were obtained based on forecasts’ evaluation over the specific time period using consecutive filtering approach – by predictability, then by signal, to give general overview of the forecasting capabilities of the algorithm for specific stock universe.