# RNN 1st Gen Model SPDR S&P 500 ETF

Subscribe >> Deal exit on
April 26, 2018
Deal entry on
April 26, 2018
1.17%Expected margin
75.41% successful of 61 deals
$ 278.20 Last close price
at 09-apr-2020


Model's trade recommendations 0.05% Return for period

0.79% Annual return


Model (following trade recommendations)


Underlying stock

S&P 500

Return for period 0.05%
52wk return -2.28%
52wk Range
Sortino ratio 0.14
Sharpe ratio 0.12
Norm. RMSE 0.44%
Downside risk 3.88%
Volatility 0.00%

Deep Learning based analysis and prediction model for SPDR S&P 500 ETF (SPY) stock is a 1st Generation Non-linear Autoregresive with exogenous variable(s) (NARX) model based on the Recurrent Neural Network architecture.

Model is in the production pipeline since Nov. 27, 2014.

Market data for SPY model training are being downloaded from the Quandl premium datasets on a daily basis.
Risks related to the novel coronavirus disease 2019 (COVID-19) caused by the virus named “SARS-CoV-2” are accounted for in this model in the form of the historical data coincided with outbreaks and other global events in the past used to train ML prediction model for SPY.

Model is being retrained on a daily basis.