# RNN 2nd Gen Model Crude Oil Futures, Continuous Contract #1
Prediction models:
4.80%Expected margin
75.00%
successful of 4 deals
$
68.10
Last close price
at 27-apr-2018
at 27-apr-2018
CL1
Model's trade recommendations No return for period yet
5.14% Annual return
CL1
Model (following trade recommendations)CL1
Underlying stockS&P 500
Index
Return for period
—
8.08%
1.78%
52wk return
32.62%
38.05%
16.82%
52wk Range
—
42.53—68.64
2000.54—2399.63
Sortino ratio
0.52
Sharpe ratio
0.30
Norm. RMSE
3.17%
Downside risk
17.55%
Volatility
30.81%
Deep Learning based analysis and prediction model for Crude Oil Futures, Continuous Contract #1 (CL1) 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 April 10, 2015.
Market data for CL1 model training are being downloaded from the Quandl premium datasets on a daily basis.
Model is being retrained on a regular basis.