As an introduction to RNN/LSTM (stateless) I'm training a model with sequences of 200 days of previous data (X), including things like daily price change, daily volume change, etc and for the labels/Y I have the % price change from current price to that in 4 months. Basically I want to estimate the market direction, not to be 100% accurate. But I'm getting some odd results...
When I then test my model with the training data, I notice the output from the model is a perfect fit when compared to the actual data, it just lags by exactly 4 months:
When I shift the data by 4 months, you can see it's a perfect fit.
I can obviously understand why the training data would be a very close fit as it has