LSTM for Stock Return Prediction
I am not sure this type of model is a good use case for the particular task. More specifically, citing Chollet from Deep Learning with Python book,

Always remember that when it comes to markets, past performance is not a good predictor of future returns—looking in the rear-view mirror is a bad way to drive. Machine learning, on the other hand, is applicable to datasets where the past is a good predictor of the future.

— Deep learning with python, Francois Chollet
What is essentially being argued here is that, stock historical data is not a phenomenon that repeats itself based on its own underlying distribution.