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

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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I Know First Live Evaluation Report For The Singaporean Stock Universe: Top 5 Stock Signals Return 2.30% in A 3-Month Investment Horizon

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 Singaporean stock market. 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 30th, 2018. The corresponding returns distribution of stock filters (stocks subsets) for both Singaporean stock market universe and the main findings are below:

Singaporean Stock Market Universe Highlights:

  • Signal indicator filter applied to Top 30 stocks by predictability provides the highest return of 2.30% for a 3-months’ investment horizon at Top 5 signals level
  • There is a clear increasing trend for returns’ improvement with the time horizon increase
  • Top 5 stocks by signal significantly out-perform the benchmark, in every time-horizon
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.

Read The Evaluation Report

I Know First Live Forecast Evaluation Report For Currencies Universe – Using Predictability And Signal While Searching For The Best Currencies

Executive Summary

In this live forecast evaluation report for currencies we will examine the performance of the forecasts generated by the I Know First AI Algorithm for the Forex market that we sent to our customers on a daily basis. We will start with an introduction to our asset picking and benchmarking methods and then apply it to the currency pairs universe covered by I Know First’s “Currencies” package and compare it to the benchmark performance over the same period. This report continues our investigation published on September 27, 2018.

Currencies Universe Highlights

  • The Top 5 most predictable stocks on 3-months’ investment horizon provided the highest return of 4.41% and beat the benchmark by 2.23%
  • 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 5 stocks is 4.16%
  • Top 5 and Top 10 stocks largely outperform the benchmark, whereas Top 20 stocks outperform the benchmark in 3 out of 5 cases.

I Know First Live Forecast Evaluation Report For Currencies Universe – Predictability And Signal Together Beat Benchmark

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 Forex market that we sent to our customers on a daily basis. Our analysis covers time period from January 2, 2018 to August 24, 2018.We will start with an introduction to our asset picking and benchmarking methods and then apply it to the currency pairs universe covered by I Know First’s “Currencies” package and compare it to the benchmark performance over the same period.