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

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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S&P 500 Futures Forecast Performance vs S&P 500 Index – November 2019

Highlights:

  • 87% hit ratio for 1-year forecasting horizon when predicting CME_SP1 futures contract using Regular model
  • 74% hit ratio for 4-days forecasting time frame with CME_SP1 predictions using Short-term model
  • 92% hit ratio for 1-year forecasting periods for SPY ETF using Regular model

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Best Stocks Under 10 Package Evaluation Report – October 2019

Best Stocks Under 10 Highlights:

  • Top 5 stocks subset had better returns across almost all time horizons, providing an average return of 14.9% in the 1-year horizon which outperformed the benchmark by 234%.
  • In the absence of signal filtering the forecasts provided positive returns above the benchmark for short-term forecasting horizons ranging from 3-days to 14-days, out-performing it by 3-14 times.

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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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S&P 500 Forecast: Evaluating the Stock Market Predictions Hit Ratio for Long Term Model and Short Term Model

In this forecast evaluation report, we examine the performance of the S&P 500 forecast generated by the I Know First AI Algorithms for the long term model and short term model. Our analysis covers the time period from January 1st, 2019 to October 9th, 2019. Below, we present our key takeaways for checking hit ratios of our stock market predictions.

Evaluation S&P 500 Forecast Highlights

  • 77% Hit ratio for 3 months’ time period of S&P 500 predictions allowing our clients to be able to invest their money with significant less risk.
  • Short term model more accurate than long term model for the 3 days predictions.
  • 69% Hit ratio for 4 days’ time period of S&P 500 predictions for the short term model.
S&P 500 forecast hit ratio
S&P 500 forecast

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Stock Market Predictions: I Know First Evaluation Report for AMAT – October 2019 Update

AMAT Predictions Executive Summary

In this forecast evaluation report, we examine the performance of the stock market predictions generated by the I Know First AI Algorithm for the AMAT stock with time horizons ranging from 3 days to 3 months, which were delivered daily to our clients. Our analysis covers the time period from the 1st January 2019 to 9th October 2019. Below, we present our key takeaways for checking hit ratios of our AMAT predictions in the stock market. This evaluation continues the series of algorithmic performance monitoring that I Know First research team conducts for Applied Materials Inc. stock.

Highlights:

  • 96% Hit Ratio for 3-months time period of AMAT predictions allowing our clients to invest their money with significant accuracy
  • Predictions consistently above 57% accurate despite extremely volatile market period for the world economy and US stock market, in particular

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Stock Market Forecast: I Know First S&P 500 & Nasdaq Evaluation Report- Accuracy Up To 88%

Stock Market Forecast Highlights:

  • 88% Hit Ratio for the 3-Month time period of Nasdaq tracking ETF (QQQ) predictions allow our clients to be able to invest their money with significantly less risk
  • 83% Hit Ratio for the 3-Month time horizon of S&P 500 following ETF (SPY) predictions nearly matches the success of impeccable accuracy of the algorithm’s Nasdaq forecasts
  • Predictions consistently above 60% accurate, except for the 3 days predictions for S&P 500 index and its ETF, despite very volatile times in the world economy over the last 9 months
Stock Market Forecast
Stock Market Forecast

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Top Stock Picks Based On AI: Beating the S&P 500 by 30%. Equity Curve Analysis and Portfolio Construction

Executive Summary

In this algorithm performance evaluation report, we examine the performance of a sample portfolio constructed on 3 days algorithmic forecasts for US stocks universe. The back-testing is performed on trading data spanning from January 1 to August 2 2019, while compared to the S&P 500 performance as benchmark. The results suggest that the stock market predictions generated by the I Know First AI Algorithm provided solid basis for portfolio strategy and provided 20.63% return implying 3.89% premium over the S&P 500 return of 16.74%.

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