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Many real-world applications require prediction that takes the most advantage of data. Classic data mining mechanisms tend to feed a prediction model pivotal data to achieve a promising result, which needs to be adjusted in different application scenarios. Recent studies have shown the potential of I Ching mechanism to improve prediction capacity. However, the I Ching prediction mechanism has several issues, including underutilized I Ching knowledge and incomplete data conversion. To address these issues, the authors designed a model to leverage I Ching knowledge and transform traditional I Ching prediction processing into data mining. The authors' investigation revealed promising results in the stock market compared to popular machine learning and deep learning algorithms such as support vector machine (SVM), extreme gradient boosting (XGBoost), and long short-term memory (LSTM).