I Know First Evaluation Report for Highest Implied Volatility Options

October 11, 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 Highest Implied Volatility Options for long and short positions which were sent daily to our customers. Our analysis covers the period from May 15th, 2020, to October 7th, 2020. 

Chart 1: Performance comparison for Top 20, Top 10, and Top 5 signals for Implied Volatility Options vs S&P 500 Highlights for short term horizon from May 15th, 2020, until October 7th, 2020.

Chart 2: Performance comparison for Top 20, Top 10, and Top 5 signals for Implied Volatility Options vs S&P 500 Highlights for long-term horizons from May 15th, 2020, until October 7th, 2020.

Top Implied Volatility Options Highlights

  • All the signal groups' returns on the short-term horizon outperformed the S&P 500 Index, especially the ones for the 7 and 14 days time horizons.
  • The Top 10 and Top 5 signal groups outperformed the S&P 500 Index by over 5% and 15%, respectively, for the 3 months time horizon.
  • Higher signals had higher returns for every time horizons except for the 3 days time horizon.
Algorithmic Performance