Stock Forecast Based On a Predictive Algorithm | I Know First |VNQ Archives - Stock Forecast Based On a Predictive Algorithm

ETF Forecast Based on Machine Learning: Returns up to 14.0% in 1 Month

Package Name: ETFs Forecast
Recommended Positions: Short
Forecast Length: 1 Month (9/19/22 - 10/19/22)
I Know First Average: 7.99%

Package Name: ETFs Forecast
Recommended Positions: Short
Forecast Length: 14 Days (10/5/22 - 10/19/22)
I Know First Average: 5.36%

Package Name: ETFs Forecast
Recommended Positions: Short
Forecast Length: 1 Month (9/16/22 - 10/17/22)
I Know First Average: 8.76%

Package Name: ETFs Forecast
Recommended Positions: Short
Forecast Length: 7 Days (10/5/22 - 10/12/22)
I Know First Average: 5.41%

Package Name: ETFs Forecast
Recommended Positions: Short
Forecast Length: 7 Days (9/21/22 - 9/28/22)
I Know First Average: 5.91%

Package Name: ETFs Forecast
Recommended Positions: Short
Forecast Length: 3 Days (9/23/22 - 9/27/22)
I Know First Average: 5.83%

This article was written by Sergey Okun – Senior Financial Analyst, I Know First, Ph.D. in Economics.

Gold, short-term treasury bills, long-term treasury bonds, the spread between the long-term treasury and corporate bonds, 5-month volatility, and 1-month volatility are uncorrelated or negatively correlated with the S&P500 making them good candidates for a role of a hedge asset.
5-month and 1-month volatility as exchange trade products, and also the short-term government bills and long-term government bonds able to play a role of a safe haven asset.
Correlation analysis of the S&P500 and TNX shows that the correlation structure is not consistent from data frame to data frame.