I Know First Evaluation Report for Top ETFs Forecast Package

August 28, 2019

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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Algorithmic Performance

Russell 2000 Index: I Know First Index Forecasts Evaluation Report

August 28, 2019

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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Algorithmic Performance

Dow Jones Predictions: I Know First Evaluation Report for DJI

August 27, 2019

Dow Jones 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 Dow Jones Index (DJI) 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 DJI predictions in the market.

Highlights:

  • 82% Hit Ratio for 3-months time period for DJI predictions allowing our clients to be able to invest their money with significant less risk
  • Predictions consistently hit above 54% accuracy despite volatile market conditions

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Algorithmic Performance

Stock Market Predictions: I Know First Evaluation Report for TEVA

July 29, 2019

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 the TEVA 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 the 1st January 2019 to 21st July 2019. Below, we present our key takeaways for checking hit ratios of our stock market predictions.

Highlights:

  • 99% Hit Ratio for 3-months time period of TEVA predictions allowing our clients to be able to invest their money with significant less risk
  • Predictions consistently above 54% accurate despite very volatile times in the world economy over the last half year

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Algorithmic Performance

I Know First Evaluation Report For The Tech Giants Stocks Package

July 29, 2019

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 Tech Giants Stocks. 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 1st January 2019 to 21st July 2019. The corresponding returns distribution of stock filters for Tech Giants stock universe are below:

Figure 1: Average Returns Per Time Horizon

Tech Giants Stock Package Highlights:

  • The highest return of 3.00% came from stocks with Top 10 Signals on 1-month investment horizon
  • There is a clear increasing trend for returns improvement with the time horizon increase for both Top 10 and Top 5 stocks
  • Top 10 stocks consistently out-perform the benchmark

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 an overview of the forecasting capabilities of the algorithm for specific stock universe.

Algorithmic Performance Tech Giants Stocks Forecast

Stock Market Predictions: I Know First Evaluation Report for S&P 500 Index -July

July 15, 2019

Executive Summary

In this forecast evaluation report, we will examine the performance of the forecasts generated by the I Know First AI Algorithm for the S&P 500 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 the 1st January 2019 to 19th 2019. Below, we present our key takeaways for checking hit ratios of our predictions.

Highlights:

  • 79% Hit Ratio for 14-day time period of S&P 500 predictions allowing our clients to be able to invest their money with significant less risk
  • Predictions consistently above 60% accurate despite very volatile times in the world economy over the last half year

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Algorithmic Performance

I Know First Evaluation Report for UK Stocks Package

July 15, 2019

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 stocks from the London Stock Exchange which is sent to our customers on a daily basis. Our analysis covers the time period from 1 January 2019 to 30 June 2019. We will start with an introduction to our asset picking and benchmarking methods and then apply it to the UK stock universe as covered by the I Know First’s “UK Stocks” package. We will then compare returns based on our algorithm with the benchmark performance over the same period. 

UK Stocks Highlights:

  • The best returns were obtained in the 3 months time horizon, with the best performance being a return of 4.65% for the top 10 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 3 day time horizon, where the top 5 assets beat the benchmark by over 265%.

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Algorithmic Performance

I Know First Evaluation Report for Short-Term Currencies – July

July 8, 2019

Executive Summary

In this forecast evaluation report, we will examine the performance of the forecasts generated by the I Know First AI Algorithm for the currency market with short term time horizons ranging from 1 to 6 days, which were delivered daily to our institutional clients. Our analysis covers the time period from 28 March 2019 to 30 June 2019. Below, we present our key takeaways from applying signal and volatility filters to pick the best performing currency pairs:

Currencies

Currencies Highlights:

  • Top 5 currency pairs without volatility adjusted had better returns on the 1-, 2- and 3-days’ time horizons, providing the highest return of 0.22% on the 1 day’ horizon.
  • Top 5 currency pairs with volatility adjusted had better returns on the 4-, 5- and 6- days’ periods providing the highest average return on the 4 days’ time horizon of 0.18%.
  • Top 10 and Top 5 currency pairs outperformed the benchmark on all time horizons with a significant difference.

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Algorithmic Performance
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