# RNN 2nd Gen Model Crude Oil Futures, Continuous Contract #1

Stock predictor AI models:
Subscribe >> Deal exit on
May 1, 2018
Deal entry on
May 1, 2018
4.80%Expected margin
75.00% successful of 4 deals
$ 68.10 Last close price
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 stock

S&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 0.00%

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.
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 CL1.

Model is being retrained on a regular basis.