# RNN 2nd Gen Model YieldShares High Income ETF

Prediction models:
52.63% successful of 38 deals
$ 18.19 Last close price
at 24-jan-2020

YYY

Model's trade recommendations No return for period yet

-0.39% Annual return

YYY

Model (following trade recommendations)

YYY

Underlying stock

S&P 500

Index
Return for period
1.45%
1.78%
52wk return -0.30%
5.76%
16.82%
52wk Range
17.12—18.22
2000.54—2399.63
Sortino ratio -0.16
Sharpe ratio -0.13
Norm. RMSE 0.42%
Downside risk 3.86%
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.