Over 100 billion pattern comparisons across asset classes unlock an evolution in risk management and idea generation.
Regardless of pattern and forecast length, the distribution of future returns has proven to be remarkably consistent with 85% of actual returns landing above the projection’s lower bound. We call this the “Cone of Opportunity.”
Employing a long/short strategy using EidoFinance projections over 9 years, our example portfolio’s returns significantly outperformed the S&P 500. By going long the highest-ranked decile of stocks and short the lowest-ranked decile, we produced annualized returns of 37.5% with a Sharpe ration of 2.87.
History is not only a guide to the future, there literally is no imaginable future without it. Amnesic patients show just how profoundly our predictions are rooted in memory. When the psychiatrist Endel Tulving asked one patient, N.N., "What are you doing tomorrow,” he recorded the patient’s response: Read More
“This is the most powerful tool I've seen for comparing recent trends to historical occurrences and for projecting outcomes across asset classes.”
– Matthew Granade Former Co-Head of Research, Bridgewater Associates
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