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

World Indices Forecast: AI Beats the S&P500 by 41.85%

April 5, 2022

Highlights:

The highest average return is 57.52% for the Top 5 Signals on a 1-year time horizon
The most impressive out-performance against the S&P 500 index is from the Top 5 signal group in the 1-year horizon with 3.67 times higher return
Predictions reach up to 88% hit ratio regardless of macroeconomic conditions
Every signal group has hit ratios above 51% for all time horizons
I Know First provides an investment strategy for institutional investors that generated a return of 142.57% and exceeded the S&P 500 return by 118.93% for the analyzed period

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%.

Read The Evaluation Report

Algorithmic Performance Brazil Stock Forecast

Bovespa Stocks Analysis: I Know First Evaluation Report

July 31, 2019

Executive Summary

In this Bovespa stocks analysis forecast evaluation report, we will examine the performance of the forecasts generated by the I Know First AI Algorithm for short-term and long-term stocks from the Bovespa Stock Exchange which is sent to our customers on a daily basis. Our analysis covers the time period from 1 January 2019 to 30 July 2019. We will start with an introduction to our asset picking and benchmarking methods and then apply it to the Bovespa stock universe as covered by the I Know First’s “Brazilian Stocks” package. We will then compare returns based on our algorithm with the benchmark performance over the same period.

Bovespa Stocks Analysis Highlights:

The best returns were obtained in the 3 months time horizon, with the best performance being a return of 4.71% for the top 10 predictability and signal filtered assets during this time-horizon.
All signals in the 3-month time horizon beat the benchmark, with the best outperformance being the top 10 assets which beat the benchmark by over 79%.
The best hit ratios were similarly obtained for the 3 months time horizon, with the best hit ratio being 60% for the top 10 predictability and signal filtered assets.

Read the full evaluation report

Algorithmic Performance

I Know First’s Brazilian Stock Market Track Record: Beating Bovespa

December 4, 2017

On August 1st 2017 I Know First finished the implementation and the training period of its AI-based ranking and forecasting system for the main equities listed on the Brazilian Stock Exchange Bovespa. On this date the first Brazilian stock forecast was published for the subscribed investors in the local market.