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

Subscribe >> Deal exit on
Aug. 17, 2021
Deal entry on
Aug. 17, 2021
0.01%Expected margin
50.35% successful of 425 deals
$ 459.25 Last close price
at 29-oct-2021

SPY

Model's trade recommendations -0.59% Return for period

0.68% Annual return

SPY

Model (following trade recommendations)

SPY

Underlying stock

S&P 500

Index
Return for period -0.59%
7.14%
1.78%
52wk return 0.86%
40.64%
16.82%
52wk Range
326.54—459.25
2000.54—2399.63
Sortino ratio 0.12
Sharpe ratio 0.08
Norm. RMSE 0.60%
Downside risk 5.79%
Volatility 0.00%
About Details

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.

Prediction details:

  • Date: Aug. 17, 2021
  • Prediction close price: $446.91
  • 90% Prediction interval: $445.05 - $448.78
  • 95% Prediction interval: $444.52 - $449.31
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