The I Know First trading simulator uses the signal data in order to generate daily trades according to a simple set of rules. In this portfolio 3 different packages are used: stocks, currencies and interest rates.

• I Know First hedge fund simulation -> 39.42%
• I Know First stock simulation -> 47.54%
• I Know First interest rates simulation -> 32.27%
• I Know First G10 currencies simulation -> 11.00%

In order to prevent unnecessary volatility and high spread costs the currency universe is minimized to G10 currencies only. Also, while we trade four assets a day in each class, if not enough trades are available they are replaced with a “blank” asset, which simply means the funds were not allocated. The fund’s equity is divided 60% in stocks, 30% in interest rates, and 10% in currencies. Then the funds are sub-allocated into four assets within the class using a 50% signal allocation, which means 50% of the sub-allocated funds are allocated equally among the four assets, 50% are allocated according to the signal strength of these four assets on a daily basis (this is explained in the day trading analysis and table 2 below). Furthermore, while here the chart is conservative, one could leverage the currencies class by an at least 10-1 ratio (brings currency return to 280% and IKF total fund return to 55%).

Below is the chart showing the fund’s equity growth over the time period. Notice that the returns from stocks, currencies, and interest rates could have been made with the 1 package subscription.

Starting with an equity of $10,000 on July 1st 2014 the simulation trades until February 1st 2015 when equity hits $13,942 for a staggering 39.42% return in just 7 months.

Below is an example of using 50% signal allocation. As can be seen, in each class the absolute value of the four signal’s sum is taken. Each signal is then divided by the sum to generate the signal allocation. The even allocation is 25% to each asset. The 50% allocation takes 50% of the weight from the signal and even allocation.

Below is the change in equity for every asset class on a daily basis.

	Stocks (60%)	Interest R. (30%)	Currency (10%)	I Know First
7/1/2014	10000	10000	10000	10000
7/2/2014	9971	9861	10003	9941
7/3/2014	9977	9881	10004	9951
7/4/2014	9988	9959	10010	9981
7/7/2014	9988	9959	9995	9980
7/8/2014	10017	9959	10001	9998
7/11/2014	10077	10202	9961	10103
7/14/2014	10044	10134	9985	10066
7/16/2014	9979	10159	9984	10034
7/17/2014	9951	10351	9978	10073
7/18/2014	9996	10280	9971	10079
7/21/2014	10014	10284	9958	10090
7/22/2014	9975	10315	9956	10075
7/23/2014	9951	10346	9948	10069
7/24/2014	10174	10201	9950	10162
7/25/2014	10089	10094	9954	10080
7/28/2014	9834	10108	9957	9931
7/29/2014	9717	10109	9958	9861
7/30/2014	9813	10110	9959	9920
8/1/2014	9774	9960	9951	9851
8/4/2014	9765	9950	9984	9846
8/5/2014	9647	9934	9995	9771
8/6/2014	9722	9926	9994	9814
8/7/2014	9712	9936	9992	9811
8/8/2014	9927	10088	9977	9985
8/11/2014	10058	10078	9974	10060
8/12/2014	10176	10088	9980	10135
8/13/2014	10075	10009	9984	10051
8/14/2014	10123	9999	9974	10076
8/15/2014	10013	10093	9974	10039
8/18/2014	10035	10227	9972	10092
8/19/2014	9944	10097	9978	9999
8/20/2014	10058	10065	9977	10058
8/21/2014	10122	10069	9962	10096
8/22/2014	10085	10049	9975	10069
8/25/2014	10079	10143	9989	10095
8/26/2014	10159	10188	9993	10157
8/27/2014	10210	10142	10000	10175
8/28/2014	10292	10182	10005	10236
8/29/2014	10329	10248	10007	10278
9/1/2014	10253	10253	10002	10234
9/2/2014	10253	10253	10008	10235
9/3/2014	10130	10054	10012	10102
9/4/2014	10170	10050	10001	10124
9/5/2014	10150	10115	9999	10131
9/8/2014	10237	10060	10016	10168
9/9/2014	10167	10109	10066	10147
9/10/2014	10241	10213	10097	10225
9/11/2014	10220	10279	10122	10235
9/12/2014	10185	10284	10124	10216
9/15/2014	10243	10419	10136	10292
9/16/2014	10361	10324	10151	10337
9/17/2014	10295	10262	10155	10278
9/18/2014	10382	10274	10143	10333
9/19/2014	10420	10387	10147	10391
9/22/2014	10445	10320	10181	10389
9/23/2014	10471	10288	10205	10397
9/24/2014	10525	10334	10209	10444
9/25/2014	10433	10322	10204	10384
9/29/2014	10497	10347	10219	10432
9/30/2014	10539	10345	10227	10457
10/1/2014	10477	10317	10294	10419
10/2/2014	10573	10294	10331	10473
10/3/2014	10615	10593	10348	10591
10/6/2014	10551	10518	10366	10532
10/8/2014	10764	10824	10459	10761
10/9/2014	10783	10985	10433	10818
10/10/2014	10812	10929	10423	10818
10/12/2014	10634	10947	10440	10718
10/17/2014	10666	11010	10408	10753
10/20/2014	10566	11037	10407	10700
10/21/2014	10573	11048	10411	10707
10/22/2014	10999	11024	10412	10960
10/23/2014	10864	10959	10449	10863
10/24/2014	11148	10944	10439	11028
10/27/2014	11131	11095	10408	11060
10/28/2014	10941	11207	10435	10984
10/29/2014	10999	11428	10430	11083
10/30/2014	10861	11468	10385	11007
10/31/2014	11212	11417	10370	11203
11/3/2014	11360	11529	10377	11326
11/4/2014	11471	11834	10385	11483
11/5/2014	11534	11808	10346	11509
11/6/2014	11519	11736	10320	11476
11/7/2014	11593	11706	10318	11511
11/10/2014	11598	11604	10325	11485
11/11/2014	11348	11689	10336	11363
11/12/2014	11326	11448	10344	11280
11/13/2014	11321	11474	10347	11286
11/14/2014	11424	11486	10331	11349
11/17/2014	11426	11465	10349	11345
11/18/2014	11470	11509	10372	11387
11/19/2014	11536	11414	10409	11402
11/20/2014	11699	11463	10428	11516
11/21/2014	11760	11325	10425	11510
11/24/2014	12178	11248	10392	11729
11/25/2014	11962	11353	10408	11638
11/26/2014	12024	11407	10366	11686
11/27/2014	11978	11530	10351	11696
11/28/2014	11978	11589	10356	11714
12/1/2014	11961	11589	10354	11704
12/2/2014	12045	11613	10349	11760
12/3/2014	12024	11557	10354	11731
12/4/2014	11911	11511	10369	11653
12/5/2014	12081	11503	10375	11751
12/8/2014	12097	11483	10404	11757
12/9/2014	12114	11466	10436	11766
12/10/2014	11965	11508	10519	11701
12/11/2014	12110	11509	10548	11790
12/12/2014	12032	11722	10513	11806
12/15/2014	12179	11614	10472	11855
12/16/2014	12221	11697	10489	11907
12/17/2014	12503	11591	10517	12043
12/18/2014	12566	11745	10527	12128
12/19/2014	12997	11603	10538	12335
12/22/2014	13233	11656	10551	12488
12/23/2014	13336	11694	10511	12554
12/24/2014	13391	11728	10556	12601
12/26/2014	13396	11872	10579	12653
12/29/2014	13524	11939	10622	12753
12/30/2014	13437	11837	10618	12670
12/31/2014	13475	11728	10630	12658
1/1/2015	13615	11729	10641	12738
1/5/2015	13593	11863	10698	12776
1/6/2015	14065	11825	10650	13024
1/7/2015	14389	11983	10689	13262
1/8/2015	14511	12020	10721	13345
1/9/2015	14521	11892	10739	13311
1/12/2015	14597	11867	10762	13347
1/13/2015	14628	12126	10781	13453
1/14/2015	14481	12274	10779	13421
1/15/2015	14268	12586	10747	13401
1/16/2015	14473	13069	10762	13673
1/19/2015	14712	12665	10755	13680
1/20/2015	14712	12665	10821	13689
1/21/2015	14729	12558	10833	13665
1/22/2015	14663	12491	10795	13602
1/23/2015	14726	12691	10861	13711
1/26/2015	14909	12311	10922	13697
1/27/2015	15220	12276	11012	13868
1/28/2015	15072	12300	11109	13808
1/29/2015	14883	12867	11100	13894
1/30/2015	14690	12666	11078	13718
2/1/2015	14754	13227	11130	13942