Indonesian economical development is growing well. It has effect for their invesment in Banks and the stock market. In this study, we perform prediction for the three blue chips of Indonesian bank i.e. BCA, BNI, and MANDIRI by using the method of Adaptive Neuro-Fuzzy Inference System (ANFIS) with Takagi-Sugeno rules and Generalized bell (Gbell) as the membership function. Our results show that ANFIS perform good prediction with RMSE for BCA of 27, BNI of 5.29, and MANDIRI of 13.41, respectively. Furthermore, we develop an active strategy to gain more benefit. We compare between passive strategy versus active strategy. Our results shows that for the passive strategy gains 13 million rupiah, while for the active strategy gains 47 million rupiah in one year. The active investment strategy significantly shows gaining multiple benefit than the passive one.

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