I Know First Live Forecast Evaluation for Eastern Markets Based On New Global Volatility Adjusted Approach

Executive Summary

As of December 2018, I Know First finished a performance evaluation of the live AI-based predictive forecasts for the new East stock strategy sent to customers. This evaluation clearly demonstrates the consistent out-performance of I Know First’s forecasts vs. the entirety of stocks within the East Market. The East Market is comprised of stocks in Eastern countries such as China, Japan, Australia, and New Zealand. This evaluation is part of our continuous studies of live I Know First’s AI predictive algorithm performance.

East Market Highlights:

  • Selecting the East Market stocks with the top 5 signal adjusted strength provides the highest return consistently beating other filters for each time horizon with the exception of the top 10 signal, which provide the highest return for the 3-month time horizon
  • There is a clear correlation between the length of the time horizon and the return as the length increases the accuracy and performance of the I Know First algorithm dramatically improves
  • For the 3-day, 1-week, 2-week, 1-month, and 3-month time horizons all signal filters outperform the benchmark with the top 10 signal on the 3-month horizon providing the largest return of 13.88%

Evaluation Period and Universe

In this Live Forecast Evaluation Report, we will examine the performance

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