Volatility Prediction

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

Package Name: Volatility Forecast
Recommended Positions: Long
Forecast Length: 14 Days (11/23/21 – 12/7/21)
I Know First Average: 9.47%

In this 14 Days forecast for the Volatility Forecast Package, there were many high performing trades and the algorithm correctly predicted 5 out of 6 trades. ^VXD was the top performing prediction with a return of 30.86%. Further notable returns came from ^VIX and ^VXN at 14.19% and 9.74%, respectively. The package itself saw an overall return of 9.47%, providing investors with a 9.39% premium above the S&P 500’s return of 0.08% for the same time 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 6 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.