Crude Oil Futures, Continuous Contract #1 company logo

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

Prediction 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.

Model is being retrained on a regular basis.