# RNN 2nd Gen Model YieldShares High Income ETF

Prediction models:
Subscribe >> Deal exit on
Feb. 22, 2018
Deal entry on
Feb. 22, 2018
1.00%Expected margin
57.14% successful of 7 deals
$ 18.81 Last close price
at 21-feb-2018
  • Top 20 Accuracy

YYY

Model's trade recommendations No return for period yet

-1.23% Annual return

YYY

Model (following trade recommendations)

YYY

Underlying stock

S&P 500

Index
Return for period
-3.96%
1.78%
52wk return -2.09%
-2.06%
16.82%
52wk Range
18.54—19.97
2000.54—2399.63
Sortino ratio -0.64
Sharpe ratio -0.56
Norm. RMSE 2.93%
Downside risk 2.40%
Volatility 2.72%

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.