beta_5y
gru · 250,771 params · beta · trained on 2021-10-20 → 2026-10-21 · 2.4M predictions across 1,769 dates and 1,000 tokens
showing val + test + live — 2.3M assessed, 56k still pending a matured horizon.
Out-of-sample skill by horizon
+1d · rank IC
+0.0738 t=+19.8
530 days · 415k token-days
+1d · long-short decile
+1.05%
beta-adjusted alpha per period, before costs
+1d · direction hit
55.6%
in alpha space · 54.2% on raw price
+7d · rank IC
+0.0915 t=+24.8
524 days · 408k token-days
+7d · long-short decile
+3.74%
beta-adjusted alpha per period, before costs
+7d · direction hit
60.1%
in alpha space · 58.9% on raw price
+30d · rank IC
+0.1074 t=+27.2
501 days · 384k token-days
+30d · long-short decile
+11.32%
beta-adjusted alpha per period, before costs
+30d · direction hit
61.6%
in alpha space · 63.3% on raw price
How to read this. rank IC is the mean daily cross-sectional Spearman correlation between predicted and realised alpha — it measures ranking, which is what the system is used for, and 0 means no skill. long-short decile is the realised beta-adjusted alpha of the top predicted decile minus the bottom, per period, before trading costs. direction hit is the share of tokens whose sign was right; 50% is a coin flip. Absolute price targets are tilts, not forecasts.
Model
- checkpoint
- runs/beta_5y/model.pt
- cell type
- gru
- parameters
- 250,771
- target
- beta
- horizons
- 1d, 7d, 30d
- calibration slopes
- 0.75, 0.75, 0.65
- data window
- 2021-10-20 → 2026-10-21
- train / val boundary
- 2025-05-08
- val / test boundary
- 2026-01-28
- registered
- 2026-10-21 17:45:38Z
- notes
- production model; 5y/1000-token beta-adjusted
Recent dates
| date | split | tokens | BTC | IC +1d | LS +1d | IC +7d | LS +7d | IC +30d | LS +30d |
|---|---|---|---|---|---|---|---|---|---|
| 2026-10-21 | held out | 994 | – | – | – | – | – | – | – |
| 2026-10-20 | held out | 995 | -0.29% | -0.002 | -0.01% | – | – | – | – |
| 2026-10-19 | held out | 995 | +1.34% | +0.126 | +4.71% | – | – | – | – |
| 2026-10-18 | held out | 994 | -0.21% | +0.033 | +6.49% | – | – | – | – |
| 2026-10-17 | held out | 994 | +0.77% | -0.067 | -2.85% | – | – | – | – |
| 2026-10-16 | held out | 994 | -0.15% | +0.030 | -0.81% | – | – | – | – |
| 2026-10-15 | held out | 996 | -0.76% | +0.046 | -0.24% | – | – | – | – |
| 2026-10-14 | held out | 996 | +0.68% | +0.060 | +1.28% | +0.096 | +14.55% | – | – |
| 2026-10-13 | held out | 996 | -1.85% | +0.045 | -0.59% | +0.082 | +8.26% | – | – |
| 2026-10-12 | held out | 996 | +1.66% | -0.005 | -3.62% | +0.011 | +1.14% | – | – |
| 2026-10-11 | held out | 995 | -2.31% | +0.100 | +2.10% | +0.112 | +7.65% | – | – |
| 2026-10-10 | held out | 993 | +0.93% | +0.019 | -1.91% | +0.027 | +1.38% | – | – |
| 2026-10-09 | held out | 994 | +0.44% | +0.107 | +4.97% | +0.081 | +8.57% | – | – |
| 2026-10-08 | held out | 994 | +1.04% | +0.155 | +3.41% | +0.111 | +9.19% | – | – |
| 2026-10-07 | held out | 994 | -1.90% | +0.031 | -2.00% | +0.123 | +12.18% | – | – |
| 2026-10-06 | held out | 994 | -2.65% | +0.073 | +5.23% | +0.096 | +14.21% | – | – |
| 2026-10-05 | held out | 994 | -0.24% | +0.083 | +1.24% | +0.095 | +10.77% | – | – |
| 2026-10-04 | held out | 990 | -0.88% | +0.063 | +0.16% | +0.117 | +7.23% | – | – |
| 2026-10-03 | held out | 990 | +2.08% | +0.081 | -1.48% | +0.120 | +5.63% | – | – |
| 2026-10-02 | held out | 990 | +0.28% | -0.046 | -0.88% | +0.060 | +0.37% | – | – |
| 2026-10-01 | held out | 988 | -0.41% | +0.137 | +4.68% | +0.102 | +6.87% | – | – |
Accuracy by month
| month | IC +1d | hit +1d | LS +1d | IC +7d | hit +7d | LS +7d | IC +30d | hit +30d | LS +30d | days |
|---|---|---|---|---|---|---|---|---|---|---|
| 2026-10 | +0.053 | 57.4% | +0.99% | +0.088 | 71.2% | +7.71% | – | – | – | 20 |
| 2026-09 | +0.083 | 51.9% | +1.71% | +0.122 | 50.0% | +8.21% | +0.207 | 57.1% | +33.07% | 30 |
| 2026-08 | +0.054 | 55.7% | +1.14% | +0.073 | 57.7% | +3.16% | +0.148 | 62.6% | +14.17% | 31 |
| 2026-07 | +0.074 | 58.6% | +1.82% | +0.081 | 66.6% | +5.87% | +0.095 | 65.1% | +13.78% | 31 |
| 2026-06 | +0.063 | 56.0% | +1.34% | +0.053 | 59.2% | +2.81% | +0.115 | 70.1% | +19.84% | 30 |
| 2026-05 | +0.073 | 52.9% | +0.85% | +0.080 | 57.0% | +4.65% | -0.002 | 62.8% | +4.44% | 31 |
| 2026-04 | +0.078 | 57.8% | +1.38% | +0.043 | 58.0% | +1.80% | +0.064 | 56.3% | +7.89% | 30 |
| 2026-03 | +0.042 | 56.7% | +0.70% | +0.063 | 61.0% | +3.28% | +0.076 | 60.5% | +7.74% | 31 |
| 2026-02 | +0.056 | 49.9% | +0.52% | +0.088 | 57.7% | +4.44% | +0.071 | 66.9% | +13.08% | 28 |
| 2026-01 | +0.078 | 55.9% | +0.73% | +0.100 | 60.3% | +2.69% | +0.027 | 47.1% | +10.72% | 31 |
| 2025-12 | +0.049 | 56.7% | +0.88% | +0.059 | 59.8% | +3.37% | +0.058 | 61.7% | +5.92% | 31 |
| 2025-11 | +0.100 | 51.7% | +1.86% | +0.132 | 47.3% | +7.90% | +0.115 | 62.7% | +14.32% | 30 |
| 2025-10 | +0.076 | 59.2% | +0.66% | +0.073 | 65.8% | +0.82% | +0.155 | 44.7% | +16.11% | 31 |
| 2025-09 | +0.070 | 58.8% | +0.46% | +0.058 | 71.3% | +0.79% | +0.072 | 84.8% | +0.90% | 30 |
| 2025-08 | +0.086 | 49.8% | +0.56% | +0.092 | 49.3% | +1.43% | +0.125 | 58.0% | +8.07% | 31 |
| 2025-07 | +0.101 | 53.4% | +0.94% | +0.099 | 53.6% | +1.52% | +0.104 | 51.3% | +3.26% | 31 |
| 2025-06 | +0.087 | 59.8% | +1.05% | +0.152 | 74.2% | +3.76% | +0.166 | 63.5% | +7.53% | 30 |
| 2025-05 | +0.105 | 59.6% | +1.33% | +0.221 | 69.5% | +5.99% | +0.311 | 74.9% | +21.24% | 23 |