# RNN 2nd Gen Model CME S&P 500 Index E-Mini Futures

Stock predictor AI models:
Subscribe >> Deal exit on
May 1, 2018
Deal entry on
May 1, 2018
6.86%Expected margin
70.00% successful of 10 deals
$ 2671.50 Last close price
at 27-apr-2018

ES1

Model's trade recommendations No return for period yet

-2.04% Annual return

ES1

Model (following trade recommendations)

ES1

Underlying stock

S&P 500

Index
Return for period
3.75%
1.78%
52wk return 0.46%
12.22%
16.82%
52wk Range
2357.50—2874.50
2000.54—2399.63
Sortino ratio -0.67
Sharpe ratio -0.65
Norm. RMSE 7.67%
Downside risk 3.47%
Volatility 0.00%

Deep Learning based analysis and prediction model for CME S&P 500 Index E-Mini Futures (ES1) 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 July 20, 2016.

Market data for ES1 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 ES1.

Model is being retrained on a regular basis.