Algorithmic Trading Evaluation Report for Aggressive Stocks – October 2019

Executive Summary

The purpose of this report is to present the results of live algorithmic trading forecast performance evaluation, specifically for Aggressive stocks package provided by I Know First. The following results were observed when signal and predictability filters were applied in order to pick the best performing stocks out of the most predictable ones. The period under evaluation is from 21st October 2018 to 21st October 2019. The corresponding returns distribution by horizon and signal filter level is below:

Aggressive Stocks Package Highlights:

  • The highest algorithmic trading return of 29.33% came from the Top 5 Signals stocks on 1-year investment horizon
  • There is a general increasing trend for returns improvement with the time horizon increase in the Top 5 assets by signal subset
  • Top 5 stocks subset consistently out-perform the S&P 500 benchmark by more than 5 times

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I Know First Evaluation Report For Aggressive Stocks Universe

Executive Summary

In this forecast evaluation report, we will examine the performance of the forecasts generated by the I Know First AI Algorithm for stocks from Aggressive stocks universe provided as part of the Risk-Conscious Package, which is sent to our customers on a daily basis. Our analysis covers the time period from 1 January 2019 to 23 May 2019. We will start with an introduction to our asset picking and benchmarking methods and then apply it to the stock universe of all of the stocks covered by us in the Risk-Conscious Package for aggressive stocks. We will then compare returns based on our algorithm with the benchmark performance over the same period.

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Algorithmic Trading Strategy: Case Study


  • Startup Stock PhotoFull explanation of how to apply Dr. Roitman's algorithmic trading strategy to your trading signals.
  • Day by day analysis of every trade you could have made: when to enter and when to exit.
  • Best trade GEL 18.76% in 7 Days | Worst trade GMCR -2.75% 3 days.
  • Portfolio simulation with a return of 12.75% in 1 month, at the same time the S&P500 dropped 1.7%.

Best Long Term Stocks Based on Artificial Neural Networks: Up to 82.82% Return in 1 Year

Package Name: Risk-Conscious
Forecast Length: 1 year (10/24/2014 - 10/24/2015)
I Know First Average: 30.67% (long) & 29.52% (short)

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best long-term stocks

Stock Market Forecasting Using Machine Learning Algorithms: Up to 61.95% Return in 1 Year

Package Name: Risk-Conscious
Forecast Length: 1 Year (10/19/2014 - 10/19/2015)
I Know First Average: 21.95% ,br>

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Stock Market Forecasting

Market Forecasts Based on Self-Learning Algorithm: Up to 24.56% Increase in 14 Days

Package Name: Risk-Conscious
Forecast Length: 14 Days (9/30/2015 - 10/14/2015)
I Know First Average: 9.62%

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market forecasts

Stock Market Forecasting Based on Artificial Intelligence: Up to 28.38% Return in 1 Month

Package Name: Risk-Conscious
Forecast Length: 1 Month (09/06/2015 - 10/06/2015)
I Know First Average: 12.69%

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 stock market forecasting

Portfolio Allocation Based on Algorithms: Up to 24.58% Return in 3 Days

Package Name: Risk-Conscious
Forecast Length: 3 Days (10/02/2015 - 10/05/2015)
I Know First Average: 10.15%

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Portfolio Allocation