Russell 2000 Index: I Know First Index Forecasts Evaluation Report

August 28, 2019

Russell 2000 Index Predictions Executive Summary

In this forecast evaluation report, we examine the performance of market indices predictions generated by the I Know First AI Algorithm for the Russell 2000 Index with time horizons ranging from 3 days to 3 months, which were delivered daily to our clients. Our analysis covers the time period from 1 January 2019 to 9 August 2019. Below, we present our key takeaways for checking hit ratios of our Russell 2000 predictions in the market.

Highlights:

  • 91% Hit Ratio for 3-months time period for Russell 2000 predictions allowing our clients to be able to invest their money with significant less risk
  • Predictions consistently hit above 63% accuracy despite volatile market conditions

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Algorithmic Performance

ADBE Stock Predictions: I Know First Stock Forecasts Evaluation Report

August 19, 2019

Adobe Stock 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 ADBE 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 1 January 2019 to 13 August 2019. Below, we present our key takeaways for checking hit ratios of our ADBE predictions in the stock market.

Highlights:

  • 86% Hit Ratio for 3-months time period for ADBE predictions allowing our clients to be able to invest their money with significant less risk
  • Predictions consistently hit above 52% accuracy despite volatile market conditions

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Algorithmic Performance

I Know First Algorithm Evaluation Report for Live ETF Universe Forecasts

June 6, 2019

Executive Summary:

In this forecast evaluation report, we will examine the performance of the forecasts generated by the I Know First AI Algorithm for the ETF universe, which is sent to our customers on a daily basis. Our analysis covers the time period from 1 April 2019 to 31 May 2019. We will start with an introduction to our asset picking and benchmarking methods and then apply it to the ETF universe. We will then compare returns based on our algorithm with the benchmark performance over the same period. This evaluation is part of our continuous studies of I Know First’s live AI predictive algorithm’s performance.

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Algorithmic Performance ETF's Forecast

I Know First Evaluation Report For Aggressive Stocks Universe

June 4, 2019

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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Aggressive Stocks Forecast Algorithmic Performance

I Know First Evaluation Report For Currencies Universe

May 28, 2019

Executive SummaryIn this Forecast Evaluation Report, we will examine the performance of the forecasts generated by the I Know First AI Algorithm for the Forex market that we send to our customers on a daily basis. Our analysis covers time period from March 28, 2019 to May 19, 2019. We will start with an introduction to our asset picking and benchmarking methods, and then apply it to the currency pairs universe as covered by the I Know First’s “Currencies” package. We will then compare returns based on our algorithm with the benchmark performance over the same period. Below, we present our key takeaways from applying signal and volatility filters to pick the best performing currency pairs: Currencies Highlights:Top 5 currency pairs had better returns in all short-term time horizons, providing an average return of 0.21% in the 2 day horizon which outperformed the benchmark by 950%.Top 5 currency pairs provided the highest return of 0.24% in 1 day.

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Algorithmic Performance Currency forecast

Evaluation Report For The Currencies Market

January 15, 2019

Executive Summary

In this Live Forecast Evaluation Report, we will examine the performance of the forecasts generated by the I Know First AI Algorithm for the Currency market which were delivered to our customers on a daily basis. Our analysis covers the time period from January 1, 2018 – November 31, 2018. We present below the key observations when signal and predictability filters were applied in order to pick the best performing currency pairs out of the most predictable ones:

 

 

Currencies Universe Highlights:

  • The Top 10 most predictable currency pairs on 3-months’ investment horizon provided the highest return of 2.02% and beat the benchmark by 0.11%.
  • We monitor an improving return with the increase of the forecast time horizon¬- the difference in return from 1 month to 3 months for the Top 10 currency pairs is 1.42%.
  • Top 10 currency pairs outperform the benchmark, whereas Top 20 currency pairs outperform the benchmark in 3 out of 5 cases.

Algorithmic Performance

I Know First Live Forecast Evaluation Report For MSCI EMU Stock Universe – Significantly Beating The Benchmark

December 20, 2018

Executive Summary

The purpose of this report is to present the results of live forecast performance evaluation for I Know First AI Algorithm, specifically for the MSCI EMU Index. 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 January 1st,2018 to November 1st, 2018.

MSCI EMU Stock Market Universe Highlights:

  • Signal indicator filter applied to Top 30 most predictable stocks provides the highest return of 3.71% for Top 5 stocks on 3-months’ investment horizon
  • There is a clear increasing trend for returns improvement with the time horizon increase – the return for all stocks beat the benchmark
  • The Top 5 stocks on 3-month’s investment horizon significantly out-perform the Benchmark by 5.75%

The above results were obtained based on forecasts’ evaluation over the specific time period using consecutive filtering approach – by predictability, then by signal, to give general overview of the forecasting capabilities of the algorithm for specific stock universe.

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MSCI Stocks Universe
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