Volatility Prediction Based on Pattern Recognition: Returns up to 163.13% in 7 Days

Volatility Prediction

This Volatility prediction 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: 7 Days (2/23/2020 – 3/1/2020)
I Know First Average: 73.82%
Volatility Prediction
Volatility Prediction chart

During the 7 Days forecasted period several picks in the Volatility Forecast Package saw significant returns. The algorithm had correctly predicted 9 out 10 returns. ^VXO was our best stock pick this week a return of 163.13%. ^VXD and ^VIX saw outstanding returns of 141.07% and 134.84%. The package’s overall average return was 73.82%, providing investors with a 85.31% premium over the S&P 500’s return of -11.49% during the same period.

The Cboe is continuing to calculate and disseminate the volatility index introduced in 1993 based on trading of S&P 100 (OEX) options. This index has a price history dating back to 1986, which remains the same. As of September 22, 2003, the name was modified — the original-formula index is now known as the Cboe S&P 100 Volatility IndexSM and is now disseminated under the new ticker symbol VXO (prior to September 2003 it was the “original” VIX Index).

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.