General, Technical Blog
A Look Ahead With ITRAC
If you heard the market was to fall tomorrow, would you believe it? What if someone told you with over 70% certainty that tomorrow would be great day to be in the market? Enter ITRAC — tested by Investment Banks and optimized for use by Portfolio Managers. We’re excited to provide to you the most accurate S&P 500 next-day forecast.
Recent market behavior has proven the value of ITRAC’s daily forecast – keeping users out of the market during drawdowns, and putting them in the market on “high probability up” days. The S&P 500 index has shown little growth this year. Last week saw the $SPX only slightly above the 200 day moving average. In any case, ITRAC users find themselves beating the index so far this year.
ITRAC’s use of sophisticated algorithms and rigorous testing methods help ensure that our signals are the highest quality available. We use sophisticated Genetic Programming to evolve and optimize parameters that control the empirical representation distributions used by ITRAC’s binary classification system.
I’d like to welcome all the new ITRAC users to the community. We’ve made several changes to the site in the last few weeks to increase site performance and usability. As the community grows we may also publish weekly analyses on ITRAC performance.
As always, please feel free to send in any inquiries you may have regarding the ITRAC forecasting tool.
– Jacob
Technical Blog
Welcome to Our Blog
We just finished a new paper titled: “A Robust Algorithm for Forecasting the S&P 500 Index.”
It gives a fairly detailed overview of how ITRAC produces it’s daily forecast for the index. It’s a bit technical, but includes a few hyperlinks for those who are interested in pursuing more depth. We’ve all heard the saying: “Buy low and sell high”. But what is high, and what is how? (Or importantly- when is high and when is low?). ITRAC uses contemporary, powerful AI algorithms to quantify and advise when high is and when low is. Enjoy! (06/09/2017)
See: <http://www.itrac.com/paper/itrac6a.doc>
Great news coming soon. Stay tuned. With an average win/loss ratio of better than 2 to 1, it’s like betting red on a roulette wheel with twice as many red as black spaces!
Over the last year, the simulated ITRAC S&P500 system has appreciated over 20%, with a maximum draw-down of less than 5%. Over the same period, the S&P500 index was only up 7.6% with an 8% draw-down. The only way to confirm this level of supernormal performance is to track the system in real time to confirm the validity and to build confidence. We invite you to do so, and send any questions you may have.