Stocks to Short: S&P 500 Stocks Forecast Performance Evaluation Report for Short Positions

In this stock market forecast evaluation report, we will examine the performance of the forecasts generated by the I Know First AI Algorithm for shorts positions for S&P 500 stocks which were daily sent to our customers. Our analysis covers the time period from January 1st, 2020, to March 26th, 2020. The report also demonstrates the performance since Coronavirus started affecting global economy (February 22nd). Below, we present our key takeaways of our stock market predictions.

stocks to short
Chart 1: Average returns for S&P 500 stocks to short forecasts for time horizons spanning from 3 days to 1 month
stocks to short
Chart 2: Hit Ratio S&P 500 stocks to short forecasts for time horizons spanning from 3 days to 1 month
stocks to short
Chart 3: Average returns for S&P 500 stocks to short forecasts for time horizons spanning from 3 days to 1 month (Since coronavirus)
stocks to short
Chart 4: Hit Ratio S&P 500 stocks to short forecasts for time horizons spanning from 3 days to 1 month (since coronavirus)

S&P 500 Stocks to Short Evaluation Highlights:

  • Stock market forecasts for short positions that were generated achieved positive returns and outperformed the S&P 500 index on both periods analyzed.
  • Signal filtering has a positive effect on returns.
  • I Know First algorithm performed impressive accuracy achieving hit ratios higher than 60% on every time horizons and reaching up to 98% on 14 days’ time frame over coronavirus times.

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Best Chinese Stocks: Daily Forecast Performance Evaluation Report

Japanese Stock Market Evaluation Highlights:

  • Outperformance until 1526% and the majority of signal groups succeeded in outperforming SSE Composite Index
  • Amazing performances with an average return of 24.42%
  • I Know First reached an accuracy of 71%
  • Most of signal groups have hit ratios higher than 50% for the longest time horizons

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Stock Market Predictions: I Know First S&P 500 & Nasdaq Evaluation Report – Accuracy Up To 82%

Stock Market Predictions Highlights:

  • The best Hit Ratio is 82% for the 90 day-time horizon of Nasdaq ETF (QQQ)
  • Almost all forecasts are more than 70% accurate for the longest time horizons
stock market predictions

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Best Japanese Stock Market: Daily Forecast and Global Model Performance Evaluation Report

Japanese Stock Market Evaluation Highlights:

  • Stock market forecasts that were generated by our Daily Forecast model obtained positive returns for all time horizons.
  • Top 5 by signal group achieved returns of up to 9,72%. It also outperformed the Nikkei 225 index by a significantly high margin in the 30 and 14 days time horizon in accordance with the Daily Model.
  • The Global Model forecasts obtained positive returns for all time horizons.

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Best Brazilian Stocks: Daily Forecast and Global Model Performance Evaluation Report

Best Brazilian Stocks Evaluation Highlights:

  • Stock market forecasts that were generated by both the Daily and Global models achieved positive returns that outperformed the Ibovespa index.
  • Except in a few cases, signal filtering proved again to have a strong effect on returns. Top 5 filtering achieved returns of up to 12.01% and outperformed the Ibovespa index by a significantly high margin.
  • The Global model effect was observed only long time horizons, where it achieved impressive returns and exceptional accuracy: For the 30 and 90 days, average returns were 10.56% and 20.25% respectively, while hit- ratios were 71% and 90%.

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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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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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