Proshares UltraShort 20+ Year Treasury: A machine learning prediction on $TBT

Running a 5 day prediction through my neural network, I was able to plug in date from 5 past days that could be a plausible path for TBT stock given interest rate hikes.

TBT is the stock that makes money as interest rates rise. Put simply.

I was able to increase the anticipated volume in the data, and made a prediction based off of those plausible closing day scenarios.

What’s interesting about the above prediction is that I used the predicted values from a first sweep through the neural network as the basis for my prediction in a SECOND sweep through the neural network.

What I did was get the predicted values, paste those in as ‘actual’ values, and then saw what the neural network thought of ITS OWN PREDICTION.

That gives me more confidence in the possibility of the prediction coming true.



Economist, Data Scientist from New York

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