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 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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I Know First Evaluation Report for Top ETFs Forecast Package

Executive Summary

In this forecast evaluation report, we will examine the performance of the forecasts generated by the I Know First AI Algorithm for short-term and long-term ETFs which is sent to our customers on a daily basis. Our analysis covers the time period from 1 January 2019 to 19 August 2019. We will start with an introduction to our asset picking and benchmarking methods and then apply it to the ETFs universe as covered by the I Know First’s “Top ETFs Forecast” package. We will then compare returns based on our algorithm with the S&P500 performance over the same period. Below we present our key takeaways: 

ETFs Highlights:

  • The best returns were obtained in the 1 month time horizon, with the best performance being a return of 2.69% for the top 5 predictability and signal filtered assets during this time-horizon.
  • The top 5 predictability and signal filtered assets beat the benchmark in all time horizons, with the best outperformance being for the 2 weeks time horizon, where the top 5 assets beat the benchmark by over 87%.

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Russell 2000 Index: I Know First Index Forecasts Evaluation Report

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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ADBE Stock Predictions: I Know First Stock Forecasts Evaluation Report

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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Stock Market Predictions: I Know First S&P 500 & Nasdaq Evaluation Report- Accuracy Up To 97%

Stock Market Predictions Highlights:

  • 97% Hit Ratio for the 3-Months time period of Nasdaq tracking ETF (QQQ) predictions allow our clients to be able to invest their money with significantly less risk
  • 87% Hit Ratio for the 3-Months 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 despite very volatile times in the world economy over the last half-year
stock market predictions

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AAPL Stock Predictions: I Know First Evaluation Report for Apple Inc Stock Forecasts

Highlights For AAPL Stock Predictions:

  • 96% Hit Ratio for 3-months time period of AAPL stock predictions allow our clients to be able to invest their money with close to zero risk
  • AAPL stock predictions have consistently been above 65% accuracy in times of volatility

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