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.

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Winning World Indices Forecast: ^VIX, ^S&P 500 Perform As Algorithm Predicted

World Indices Package: Notable Performers in the Long and Short Position Amid Volatility

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On November 7th 2018, I Know First's top stock predicting algorithm conducted it's 1-Month World Indices Package Forecast. This particular package, which is offered as one of I Know First’s quantitative investment solutions, includes a daily forecast for a total of 20 indices with bullish and bearish signals. This is divided into the top 10 picks for the long position, and top 10 picks for the short position, which are determined by screening our database daily using our advanced algorithm and selecting those with the highest predictability and signal.

The two most noteworthy performers of this particular forecast were ^VIX for the long position, and S&P 500 for the short position.

The package itself, had an overall average return of 11.28%, in the long position, providing a premium of 15.72% over the SP500’s return of -4.44%. With regards to the short position, the package had an overall average return of 5.79%, providing investors with a premium of 10.23% over S&P500’s return of -4.44%.

World Indices Forecast: ^VXO and ^VIX Brought High Returns To Investors

The Stock Market Is Down, Volatility Is Up As Forecasted

Created by the Chicago Board Options Exchange (CBOE), The Volatility Index, or VIX, is a measure of uncertainty in the stock market, and is calculated from the implied volatility of the S&P 500 options, while the VXO measures volatility in the S&P 100. It is also known by other names like “Fear Gauge” or “Fear Index.” Investors, research analysts and portfolio managers look to VIX values as a way to measure market risk, fear and stress before they take investment decisions.

Source: Charles Chapman, Bear Or Bull

On October 10th, I Know First issued a bullish forecasts for ^VXO and ^VIX  with  signals of 34.78 for ^VXO, and 30.27 for ^VIX, with high predictability indicator of 0.21 and 0.22 respectively. The full World Indices Package includes a daily forecast for a total of 20 indices with bullish and bearish signals. The top performers of the 14 day forecast were ^VXO at 75.5% and ^VIX at 58.2%.

The forecasted success pointed to the recent struggles of the market before it had occurred.

 

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World Indices Forecast Based On A Predictive Algorithm: Up To 43.53% Return In 1 Year

Recommended Positions:Long
24 07 2013 10 48 51 Best Investments Based on Algorithms: 8.19% Gain in 14 DaysForecast Length: 1 Year (5/21/14 – 5/21/15)
I Know First Average: 15.25%

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world indices forecast

World Indices Forecast: Up To 21.84% Return In 3 Months

World Indices Forecast

This algorithmic 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: 3 Months (1/4/15 – 4/4/15)
I Know First Average: 9.71%

Get the "World Indices" Package.
World Indices Forecast

World Indices: Up to 57.39% Return in 1 Year

World Indices

This algorithmic 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 (1/10/14 – 1/10/15)
I Know First Average: 12.38%

Get the "World Indices" Package.

 world indices

World Indices Forecast: Up To 22.09% Increase In 1 Year

World Indices Forecast

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 (12/8/13 - 12/8/14)
I Know First Average: 12.16%

Get the "World Indices" Package.

 world indices forecast

World Indices Forecast: 10.14% Gain in 1 Month

Package Name:: World Indices

Recommended Positions: Long
24 07 2013 10 48 51 Best Investments Based on Algorithms: 8.19% Gain in 14 DaysForecast Length: 1 Month (8/10/14 – 9/10/14)
I Know First Average: 6.43%

Get the "World Indexes" Package.

World Indices Forecast (August 10th)