# 1st Gen Model SPDR S&P 500 ETF

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    at 26-jun-2017
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SPY

Model's trade recommendations 0.00% Return for period

0.64% Annual return

SPY

Model (following trade recommendations)

SPY

Underlying stock

S&P 500

Index
Return for period 0.00%
0.74%
1.78%
52wk return 2.19%
21.89%
16.82%
52wk Range
199.60—244.66
2000.54—2399.63
Sortino ratio 0.13
Sharpe ratio 0.10
Norm. RMSE 0.12%
Downside risk 3.11%
Volatility 4.15%

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.

Model is being retrained on a daily basis.