Volatility Forecast Based on Pattern Recognition: Returns up to 29.54% 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 (7/26/2019 – 8/26/2019)
I Know First Average: 14.13%
Volatility Forecast
Volatility Forecast chart

During the 1 Month forecasted period several picks in the Volatility Forecast Package saw significant returns. The algorithm had correctly predicted 4 out 5 returns. ^GVZ was the top performing prediction with a return of 29.54%. Further notable returns came from VXX and VXZ at 26.58% and 14.12%, respectively. The package had an overall average hit ratio of 14.13% during the period.

measures the market’s expectation of 30-day volatility of gold prices based on the options on the SPDR Gold Trust

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 5 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.