Stock Forecast Based On a Predictive Algorithm | I Know First |algorithm performance Archives - Stock Forecast Based On a Predictive Algorithm

Top Stock Picks: Daily US Stocks Forecast Performance Evaluation Report

March 23, 2020

Executive Summary

In this stock market forecast evaluation report, we will examine the performance of the forecasts generated by the I Know First AI Algorithm for Top 10 US stocks for long and short positions (20 stocks) and S&P 500 Index which were daily sent to our customers. Our analysis covers the time period from January 1, 2019, to March 15, 2020.

Top 10 US stocks — Chart 1: Performance comparison for Top 20, Top 10 and Top 5 signals by Daily Model vs S&P 500 for Short Term Horizons

Chart 3: Hit ratio of Top 20, Top 10, Top 20 signals and S&P 500 forecasts by Daily Model for Short Term Horizons

Chart 4: Hit ratio of Top 20, Top 10, Top 20 signals and S&P 500 forecasts by Daily Model for Long Term Horizons

Chart 5: S&P 500 Index Price (January 1, 2019 – March 15, 2020)

Top 10 US Stocks Evaluation Highlights:

I Know First reached 92% accuracy for S&P 500 forecasts on the 1 year time horizon.
The Top 10 and Top 5 signal groups generated by I Know First succeeded in outperforming S&P 500 Index in short term horizons.
The Top 10 and Top 5 signal groups achieved positive returns for all time horizons.

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Best Japanese Stock Market: Daily Forecast and Global Model Performance Evaluation Report

January 15, 2020

Japanese Stock Market Evaluation Highlights:

Stock market forecasts that were generated by our Daily Forecast model obtained positive returns for all time horizons.
Top 5 by signal group achieved returns of up to 9,72%. It also outperformed the Nikkei 225 index by a significantly high margin in the 30 and 14 days time horizon in accordance with the Daily Model.
The Global Model forecasts obtained positive returns for all time horizons.

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Algorithmic Performance

Best Brazilian Stocks: Daily Forecast and Global Model Performance Evaluation Report

January 5, 2020

Best Brazilian Stocks Evaluation Highlights:

Stock market forecasts that were generated by both the Daily and Global models achieved positive returns that outperformed the Ibovespa index.
Except in a few cases, signal filtering proved again to have a strong effect on returns. Top 5 filtering achieved returns of up to 12.01% and outperformed the Ibovespa index by a significantly high margin.
The Global model effect was observed only long time horizons, where it achieved impressive returns and exceptional accuracy: For the 30 and 90 days, average returns were 10.56% and 20.25% respectively, while hit- ratios were 71% and 90%.

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Algorithmic Performance Brazil Stock Forecast

Best Indian Stocks Forecast Evaluation Report by I Know First – November 2019

November 10, 2019

Executive Summary

In this live forecast evaluation report, we will examine the performance of the forecasts generated by the I Know First AI Algorithm for the Indian stock market and sent to our customers on a daily basis. Our analysis covers time period from January 1, 2019 to October 31, 2019.We will start with an introduction to our stock picking and benchmarking methods and then apply it to the stock universe of the S&P BSE as well as all of the stocks covered by us in the “Indian Stocks” Package. This evaluation is part of our continuous studies of live I Know First’s AI predictive algorithm performance.

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Algorithmic Performance Indian Stocks

I Know First Evaluation Report For Interest Rates Assets Universe

July 2, 2019

Executive Summary

Top 5 signals provided the most predictable stocks with a return of 4.85% in a 3-month investment horizon, beating the benchmark by 4.29%.
There is a clear positive correlation between increasing time horizons and heightened investment returns.
The benchmark was over-performed in the top 20, 10 and 5 signal classes for every time horizon - from 3 days all the way up to 3 months.

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Algorithmic Performance Interest Rates Forecast

I Know First Live Forecast Evaluation: Based On New Global Volatility Adjusted Approach

February 12, 2019

Executive Summary

As of December 2018, I Know First finished a performance evaluation of the live AI-based predictive forecasts for the new S&P 500 stock strategy sent to customers. This evaluation clearly demonstrates the consistent out-performance of I Know First’s forecasts vs the S&P 500 index and previous stock picking methods. This evaluation is part of our continuous studies of live I Know First’s AI predictive algorithm performance.

S&P 500 Highlights:

Selecting the S&P 500 stocks with only the top 5 adjusted signal strength provides the highest return consistently beating other filters for each time horizon.
There is a clear correlation between the length of the time horizon and the return as the length increases the accuracy and performance of the I Know First algorithm dramatically improves.
For the three-month time horizon all signal filters outperform the benchmark with the top 5 signal providing a return of 42% more than the benchmark.

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Algorithmic Performance

Evaluation Report For The Nikkei 225 Stock Universe – Consistently Outperforming Benchmarks

February 5, 2019

Executive Summary

In this Live Forecast Evaluation Report, we will examine the performance of the forecasts generated by the I Know First AI Algorithm for the Japanese stock market and sent to our customers on a daily basis. Our analysis covers the time period from January 1, 2018 – November 31, 2018. 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 main findings for the returns distribution of stock filters (stocks subsets) for the Nikkei 225 universe are outlined below:

Nikkei 225 Highlights:

Signal indicator filter applied to Top 30 most predictable stocks provides the highest return of 3.80% for Top 10 stocks on 3-months’ investment horizon.
We observe clear increasing trend on returns improving with the increase of forecast time horizon – the change in returns from 1 month to 3 months is more than 1361.5% for Top 10 stocks.
Top 10 stocks significantly out-perform both benchmarks, including Nikkei 225 actual performance recorded over the time under consideration, by over 475%.

The common pattern between the forecasts’ performance for the above stock universe is that systematic filtering by both signal and predictability provides the most benefit for long term investments, hence are more suited for private and institutional investors whose primary goal is to systematically identify assets which will provide the most gains of its value going forward in time.