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