LSTM-Powered Stock Predictions

The market doesn't wait.
Neither should you.

SignalPulse trains Long Short-Term Memory networks on free stock data to generate transparent price predictions — built for individual investors who want real signals, not black-box magic.

Predictions you can actually understand

No opaque AI. No vague "signals." Just LSTM-trained forecasts with confidence scores and data transparency.

Confidence Score

Every prediction shows a confidence percentage — based on model performance on historical data. Know how certain the signal is before you act.

Historical Accuracy

Track how past predictions performed against actual prices. SignalPulse shows you its track record — not just the wins, but the losses too.

Transparent Methodology

LSTM model trained on yfinance daily closes. 60-day lookback window. Open architecture — see exactly how predictions are generated.

From raw data to your decision

Data ingestion

SignalPulse pulls historical daily OHLCV data from yfinance — free, reliable, updated after market close. No API keys, no rate limits on the free tier.

LSTM training

A 60-day lookback LSTM model is trained on 2 years of daily closes. The network learns price patterns — momentum, reversal signals, trend persistence.

Prediction output

You enter a ticker. SignalPulse runs the trained model and returns a 5-day price direction prediction with a confidence score. That's it — clean, fast, actionable.

How it works under the hood

LSTM isn't magic — it's memory.

Long Short-Term Memory networks are recurrent neural networks designed for sequential data. Stocks are sequential data. LSTM remembers important patterns from 60 days of price history and uses them to forecast the next 5 days.

Model LSTM, 2-layer, 128 hidden units

Lookback 60 days of daily close prices

Prediction horizon 5 trading days ahead

Training data 2 years of yfinance daily OHLCV

Scaler MinMax [0,1] normalization

Update frequency Daily after market close

Predictions are probabilistic, not certain. Markets are noisy, and LSTM models can overfit on historical patterns. Use predictions as one input among many — not as financial advice.

Retail investors deserve institutional-grade tools — without the institutional price tag.

SignalPulse is built to close the gap between open-source LSTM projects that require coding knowledge and opaque black-box prediction apps that won't explain themselves.

Transparent predictions
you can verify

Daily model updates
on free API data

Confidence scores
on every signal

The market doesn't wait.Neither should you.