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

In the News: I Know First Global Model Forecasts Featured on Futures.TradingCharts.com

January 12, 2020

In the News:

I Know First was featured in the news article on Futures.TradingCharts. The post presents I Know First’s financial services and praises its AI Algorithm’s performance for prediction of S&P 500 stocks price movements. The article introduces the new Global Model and compares its performance against the Daily Forecast Model. In short, the Global Model picks the best trading opportunities from S&P 500 stocks when they are expected to move with the higher amplitude among all the 10,500 assets covered by I Know First.

The evaluation

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In The News

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

Top S&P 500 Stocks: Daily Forecast and Global Model Performance Evaluation Report

December 21, 2019
Top S&P 500 stocks returns summary

Top S&P 500 Stocks Evaluation Highlights:

  • Stock market forecasts that were generated by our Daily Forecast model obtained positive returns for all time horizons and outperformed the S&P 500 for short time horizons (3 to 14 days).
  • We observed a consistent positive effect of signal-based filtering, besides one exception in the 90 days time horizon, additional screening by signal always resulted in higher performance.
  • The Global Model improved the performance even further - our algorithm's forecast according to this new model enabled a more flexible trading strategy that generated robust returns compared to both the S&P 500 Benchmark and the traditional model performance on longer horizons.
  • The highest return of 6.86% was obtained by applying the Global Model on the 90-days time stock market forecast horizon.

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Algorithmic Performance