Volatility Forecast Based on a Self-learning Algorithm: Returns up to 8.04% in 1 Month

Volatility Forecast

Volatility Forecast: This Volatility forecast is designed for investors and analysts who need predictions of the implied volatility for a basket of put and call options related to a specific index. It includes 8 volatility indices with bullish and bearish signals and indicates the best Volatility Index to trade:

  • Volatility indices for the long position
  • Volatility indices for the short position

Volatility Forecast
Package Name: Volatility Forecast
Recommended Positions: Long
Forecast Length: 1 Month (8/2/2019 – 9/2/2019)
I Know First Average: 3.42%
Volatility Forecast
Volatility Forecast chart

In this 1 Month forecast for the Volatility Forecast Package, there were many high performing trades and the algorithm correctly predicted 8 out 10 trades. The greatest return came from ^EVZ at 8.04%. VXZ and ^VXO followed with returns of 7.81% and 6.72% for the 1 Month period. The package’s overall average return was 3.42%, providing investors with a 4.34% premium over the S&P 500’s return of -0.92% during the same period.

Algorithmic traders utilize these daily forecasts by the I Know First market prediction system as a tool to enhance portfolio performance, verify their own analysis and act on market opportunities faster. This forecast was sent to current I Know First subscribers.

How to interpret this diagram

Algorithmic Stock Forecast: The table on the left is a stock forecast produced by I Know First’s algorithm. Each day, subscribers receive forecasts for six different time horizons. Note that the top 10 stocks in the 1-month forecast may be different than those in the 1-year forecast. In the included table, only the relevant stocks have been included. The boxes are arranged according to their respective signal and predictability values (see below for detailed definitions). A green box represents a positive forecast, suggesting a long position, while a red represents a negative forecast, suggesting a short position.

Please note-for trading decisions use the most recent forecast. Get today’s forecast and Top stock picks.