# RNN 2nd Gen Model YieldShares High Income ETF

Prediction models:
60.71% successful of 28 deals
$ 17.62 Last close price
at 15-feb-2019

YYY

Model's trade recommendations 1.21% Return for period

0.05% Annual return

YYY

Model (following trade recommendations)

YYY

Underlying stock

S&P 500

Index
Return for period 1.21%
2.56%
1.78%
52wk return -2.40%
-6.48%
16.82%
52wk Range
15.44—18.84
2000.54—2399.63
Sortino ratio -0.03
Sharpe ratio -0.03
Norm. RMSE 0.71%
Downside risk 4.37%
Volatility 0.00%

Deep Learning based analysis and prediction model for YieldShares High Income ETF (YYY) stock is a 2nd Generation Non-linear Autoregressive (NAR) model based on the LSTM/GRU Recurrent Neural Network architecture.

Model is in the production pipeline since Oct. 20, 2016.

Market data for YYY model training are being downloaded from the Quandl premium datasets on a daily basis.

Model is being retrained on a regular basis.