I Know First Evaluation Report For World Indices Asset Universe

Executive Summary

In this forecast evaluation report, we will examine the performance of the forecasts generated by the I Know First AI Algorithm for assets from World Indices asset universe provided as part of the Indexes World Package, 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 world indices asset universe of all of the indices covered by us in the Indexes World Package. We will then compare returns based on our algorithm with the benchmark performance over the same period. Below, we present our key takeaways from applying signal and volatility filters to pick the best performing world indices:

World Indices Highlights:

  • Top 5 signals had better returns in all time horizons than the S&P 500. The best return came from the forecast of a 3 month time horizon which produced a return of 8.3% which outperformed the benchmark by 2.08%.
  • Top 10 signals had better returns in all time horizons than the S&P 500. The best return came from the forecast of the 1 month time horizon which produced a return of 4.07% which outperformed the benchmark by 1.92%.

Note that the above results were obtained as a result of evaluation conducted over the specific time period and using a sample approach of consecutive filtering by predictability and by signal indicators to give a general presentation of the forecast performance patterns for assets in the Indexes World package. The following report provides extensive explanation on our methodology and detailed analysis of the performance metrics that we obtained during the evaluation. This report is a new I Know First evaluation series illustrating the ability to provide successful short term and flexible forecasting for the World indices asset market.

Read the full report

World Indices Based On Algo: Up To 23.98% Increase In 1 Year

World Indices Based On Algo

This algorthmic forecast is part of the "World Indices" package, as one of I Know First's quantitative investment solutions. We determine our world indices picks by screening our database daily using our advanced algorithm. The full World Indexes Package includes a daily forecast for a total of 20 indices with bullish and bearish signals:

  • top ten world indexes to long
  • top ten world indexes to short

Recommended Positions: Long
24 07 2013 10 48 51 Best Investments Based on Algorithms: 8.19% Gain in 14 DaysForecast Length: 1 year (12/6/13 - 12/6/14)
I Know First Average: 14.97%

Get the "World Indices" Package.

 world indices based on algo