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.

Read The Evaluation Report

Algorithmic Performance

I Know First Live Evaluation Report For The Singaporean Stock Universe: Top 5 Out-perform Bechmark by 210%

November 15, 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 Singaporean stock market. 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 3rd,2018 to September 30th, 2018. The corresponding returns distribution of stock filters (stocks subsets) for both Singaporean stock market universe and the main findings are below:

Singaporean Stock Market Universe Highlights:

  • Signal indicator filter applied to Top 30 most predictable stocks provides the highest return of 4.66% for Top 5 stocks on 3-months’ investment horizon
  • There is a clear increasing trend for returns improvement with the time horizon increase – the delta in returns from 1 month to 3 months is more than 350% for Top 5 stocks
  • Top 5 stocks significantly out-perform the benchmark by over 210%
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.

Read The Evaluation Report

Algorithmic Performance

I Know First Live Forecast Evaluation Report For Japanese Stock Market – Continuously Beating Nikkei 225 Index And Japan Stock Market Benchmarks

October 22, 2018

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.

Nikkei 225 universe highlights

  • Signal indicator filter applied to Top 30 most predictable stocks provides the highest return of 6.08% 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 350% 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 630%

Japan stock market universe highlights

  • Signal indicator filter applied to Top 30 most predictable stocks provides the highest return of 5.91% for Top 20 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 320% for Top 20
  • Top 20 stocks significantly out-perform the benchmark by more than 340%

Read The Evaluation Report

Algorithmic Performance

I Know First Live Forecast Evaluation Report For Indian Stock Market – Sustainable Algorithm’s Out-performance Over Benchmark and Nifty 200 Index

October 10, 2018

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 3, 2018 to September 28, 2018.We will start with an introduction to our stock picking and benchmarking methods and then apply it to the stock universe of the Nifty 200 index 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.

Read The Evaluation Report

Algorithmic Performance Indian Stocks

I Know First Live Forecast Evaluation Report For Singaporean Stock Universe – Significantly Beating Benchmarks On All Horizons

October 7, 2018

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 Singaporean stock universe and sent to our customers on a daily basis. Our analysis covers time period from January 3, 2018 to August 24, 2018.We will start with an introduction to our stock picking and benchmarking methods and then apply it to the Singaporean stock universe.

Read The Evaluation Report

Algorithmic Performance

Performance Report of I Know First’s AI-Predictive System for ETF Universe – Beating SPY

July 31, 2018

Early upon the launch of I Know First’s forecasting algorithm, we implemented our AI-based ranking and forecasting model for a selection of 100 ETFs in the U.S. market. Since then, I Know First began to issue ETF forecasts for our global subscribed investors.

According to our forecast evaluation results, the predictions generated returns greatly surpassing that of the benchmark we have utilized, namely, the SPDR S&P 500 Trust ETF (NYSE: SPY) which tracks the S&P 500 stock market index.

For each covered ETF, the forecasts are generated daily for 5 main time horizons, expressed in

Read More

ETF's Forecast Performance Report

Updated Performance Report of I Know First’s AI-Predictive System for Japanese Stock Market – Continuously Beating the Nikkei 225

June 17, 2018

As of December 28th 2017, I Know First finished the implementation and the training period of its AI-based ranking and forecasting model for the main equities listed on the Tokyo Stock Exchange (TYO) specifically a selection of 1277 stocks. On this date, I Know first published the first Japanese stock forecast for the subscribed investors in the local Japanese market, as the timing of the data feed and the forecast generation was adjusted to the respective time zone.

According to our forecast evaluation results, the predictions generated returns greatly surpassing that of the benchmark

Read More

Japan Stock Forecast Stock Forecast & S&P500 Forecast
Pages:12»