Stock Filtering by the I Know First Signal and Predictability Indicators
Dario Biasini is a Research Analyst at I Know First.
Summary
We expand on research performed in previous articles by further exploring the effect and interpretation of the I Know First prediction measures and how these can be used for stock filtering. We show that as predictability and signal strength increase the average trade returns based on these indicators grow in a consistent, significant, and robust manner and that by daily selecting stocks with the highest predictabilities and signals average returns significantly above those of S&P500 Index can be achieved.
Summary
We expand on research performed in previous articles by further exploring the effect and interpretation of the I Know First prediction measures and how these can be used for stock filtering. We show that as predictability and signal strength increase the average trade returns based on these indicators grow in a consistent, significant, and robust manner and that by daily selecting stocks with the highest predictabilities and signals average returns significantly above those of S&P500 Index can be achieved.
- Analysis of the Returns Generated by Filtering S&P500 Stocks using the I Know First Signal and Predictability Indicators
- Comparison of the Compounded Returns Generated by using the I Know First Signal and Predictability Indicators against those of the whole S&P500 Stock Universe
