Stock Forecast Based On a Predictive Algorithm. Contact Us: [email protected]

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 Japanese stock market and sent to our customers on a daily basis. Our analysis covers the time period from January 1, 2018 – November 31, 2018. 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 main findings for the returns distribution of stock filters (stocks subsets) for the Nikkei 225 universe are outlined below:

Nikkei 225 Highlights:

• Signal indicator filter applied to Top 30 most predictable stocks provides the highest return of 3.80% for Top 10 stocks on 3-months’ investment horizon.
• We observe clear increasing trend on returns improving with the increase of forecast time horizon – the change in returns from 1 month to 3 months is more than 1361.5% for Top 10 stocks.
• Top 10 stocks significantly out-perform both benchmarks, including Nikkei 225 actual performance recorded over the time under consideration, by over 475%.

The common pattern between the forecasts’ performance for the above stock universe is that systematic filtering by both signal and predictability provides the most benefit for long term investments, hence are more suited for private and institutional investors whose primary goal is to systematically identify assets which will provide the most gains of its value going forward in time.

Read The Evaluation Report