Volatility Prediction Based on Pattern Recognition: Returns up to 265.46% in 1 Month

March 26, 2020

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: 1 Month (2/25/2020 – 3/25/2020)
I Know First Average: 135.11%
Volatility Prediction
Volatility Prediction chart

During the 1 Month forecasted period several picks in the Volatility Forecast Package saw significant returns. The algorithm had correctly predicted 10 out 10 returns. ^OIV was the top performing prediction with a return of 265.46%. The suggested trades for ^VXO and ^VXD also had notable 1 Month yields of 171.9% and 171.41%, respectively. With these notable trade returns, the package itself registered an average return of 135.11% compared to the S&P 500’s return of -23.26% for 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.

Volatility Forecast