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# 1st Gen Model S&P 500 Index

Subscribe >> Deal exit on
May 15, 2017
Deal entry on
May 15, 2017
0.47%Expected margin
69.70% successful of 33 deals
$2390.90 Last close price
at 12-may-2017

GSPC

Model's trade recommendations -0.55% Return for period

-3.72% Annual return

GSPC

Model (following trade recommendations)

GSPC

Underlying stock

S&P 500

Index
Return for period -0.55%
1.78%
1.78%
52wk return -0.27%
16.82%
16.82%
52wk Range
2000.54—2399.63
2000.54—2399.63
Sortino ratio -0.88
Sharpe ratio -0.83
Norm. RMSE 0.13%
Downside risk 4.53%
Volatility 4.82%

Deep Learning based analysis and prediction model for S&P 500 Index (GSPC) 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 Aug. 3, 2015.

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

Model is being retrained on a daily basis.