Algorithmic ETF Strategy Based on Daily AI Forecasts
In the following, we analyze the performance of our ETF Package by evaluating algorithmic ETF strategies which invest on a daily basis in the ETFs selected by our AI system and can easily be recreated by using the daily forecasts provided to clients. We show that the I Know First algorithm’s signals including the costs of bid-ask spreads and commissions result in high-performing trading strategies with:
- Returns of up to 58% in a 2-year time period
- Alphas over 20%
- Betas below 0.3
- Sharpe ratios reaching 1.25
