# RNN 1st Gen Model CME S&P 500 Index E-Mini Futures

Prediction models:
Subscribe >> Deal exit on
Feb. 24, 2018
78.57% successful of 14 deals
$ 2748.75 Last close price
at 23-feb-2018

ES1

Model's trade recommendations 0.45% Return for period

2.48% Annual return

ES1

Model (following trade recommendations)

ES1

Underlying stock

S&P 500

Index
Return for period 0.45%
-4.57%
1.78%
52wk return 3.22%
14.76%
16.82%
52wk Range
2327.50—2874.50
2000.54—2399.63
Sortino ratio 3.84
Sharpe ratio 1.45
Norm. RMSE 0.77%
Downside risk 0.55%
Volatility 1.47%

Deep Learning based analysis and prediction model for CME S&P 500 Index E-Mini Futures (ES1) stock is a 1st Generation Non-linear Autoregresive with exogenous variable(s) (NARX) model based on the Recurrent Neural Network architecture.

Model is in the production pipeline since July 20, 2016.

Market data for ES1 model training are being downloaded from the Quandl premium datasets on a daily basis.

Model is being retrained on a daily basis.