I Know First Algorithm Performance Analysis (Part 2)

logo square good quality I Know First Algorithm Performance Analysis (Part 2)

By Lipa Roitman Ph.D.

In the previous Part 1 article we analyzed the Top-10 data set, and compared it to a large, non-selected pool of signals. We proved that the Top-10 strategy, which is selecting stocks on the basis of high predictability and high signal strength, is superior to the non-Top-10. We are now conducting a number of additional simulations, were we quantify the signal strength, predictability, and trends, with more statistical details. The purpose is to find a “sweet spot”, the one rule that works for most of the markets most of the time, and shows less variation between different equities.This report confirms the findings of the Part 1 report, and also gives more detailed statistics. It confirms the importance of the signal strength and the rule of “trading when the signal is with the trend”, when the signal is weaker.Read the Full Report

Quantitative Trading: 30.21% Average Return in One Year

Package Name: Risk-Conscious
Recommended Positions: Long
24 07 2013 10 48 51 Quantitative Trading: 30.21% Average Return in One YearForecast Length: 1 Year (9/29/2013 – 9/29/2014)
I Know First Average: 30.21%
                        Get the "Risk-Conscious" Package.

Aggressive 1 year september 29th1 Quantitative Trading: 30.21% Average Return in One Year

Currency Forecast: 70.00% Hit Ratio

currencies October 2nd Currency Forecast: 70.00% Hit Ratio

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Indexes Forecast Based on Algorithms: 18.50% Drop in 3 months

Recommended Positions: Long
24 07 2013 10 48 51 Indexes Forecast Based on Algorithms: 18.50% Drop in 3 monthsForecast Length: 3 months (9/22/13 – 9/22/14)
I Know First Average: 10.93%
Get the "World Indices" Package.
Indexes October 2nd Indexes Forecast Based on Algorithms: 18.50% Drop in 3 months

Black Box Trading: 18.91% Average Gain in 1 Year

Package Name: Risk-Conscious
Recommended Positions: Long
24 07 2013 10 48 51 Black Box Trading: 18.91% Average Gain in 1 YearForecast Length: 1 Year (10/01/2013 – 10/01/2014)
I Know First Average: 18.91%
                        Get the "Risk-Conscious" Package.
Stock year October 2nd Black Box Trading: 18.91% Average Gain in 1 Year

Stock Market Forecast: 4.39 Average Return in 3 Months

Package Name: Risk-Conscious
Recommended Positions: Short
24 07 2013 10 48 51 Stock Market Forecast: 4.39 Average Return in 3 MonthsForecast Length: 3 Months (7/01/2014 – 10/01/2014)
I Know First Average: 4.39%
                        Get the "Risk-Conscious" Package.
Stock Short October 2nd Stock Market Forecast: 4.39 Average Return in 3 Months

Best ETFs: 11.50% Gain in 3 Months

Package Name: Best ETFs
Recommended Positions: Long & short
24 07 2013 10 48 51 Best ETFs: 11.50% Gain in 3 MonthsForecast Length: 90 days (7/1/14 – 10/1/14)
I Know First Average: 4.32%

Get the "Best ETFs" Package.

etf October 2nd 3 month Best ETFs: 11.50% Gain in 3 Months
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