I Know First Live Forecast Evaluation for Western Markets Based On New Global Volatility Adjusted Approach
Executive Summary
As of December 2018, I Know First finished a performance evaluation of the live AI-based predictive forecasts for the new West stock strategy sent to customers. This evaluation clearly demonstrates the consistent out-performance of I Know First’s forecasts vs. the entirety of stocks within the West Market. The West Market is comprised of stocks in Western countries such as the U.S., UK, Canada, and Brazil. This evaluation is part of our continuous studies of live I Know First’s AI predictive algorithm performance.
West Market Highlights:
- Selecting the West Market stocks with the top 5 signal adjusted strength provides the highest return consistently beating other filters for the 2-week and 3-month horizons
- Selecting the All signals indicator yielded the best results for the 3-day time horizon
- There is a positive correlation between the length of the time horizon and the return as the length increases the accuracy and performance of the I Know First algorithm dramatically improves
- For the 3-day, 1-week, 2-week, 1-month, and 3-month time horizons all signal filters outperform the benchmark with the top 10 signal on the 3-month horizon providing the largest return of 2.11%
Evaluation Period and Universe
In this Live Forecast Evaluation Report, we will examine the performance
