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 validation only — 2.3M assessed, 56k still pending a matured horizon.
Out-of-sample skill by horizon
+1d · rank IC
+0.0830 t=+13.8
265 days · 179k token-days
+1d · long-short decile
+0.92%
beta-adjusted alpha per period, before costs
+1d · direction hit
56.0%
in alpha space · 54.2% on raw price
+7d · rank IC
+0.1056 t=+17.9
265 days · 178k token-days
+7d · long-short decile
+2.92%
beta-adjusted alpha per period, before costs
+7d · direction hit
61.3%
in alpha space · 61.0% on raw price
+30d · rank IC
+0.1209 t=+20.0
265 days · 177k token-days
+30d · long-short decile
+9.38%
beta-adjusted alpha per period, before costs
+30d · direction hit
60.6%
in alpha space · 68.3% 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 |
|---|---|---|---|---|---|---|---|---|---|
| 2026-01-28 | held out | 806 | -5.21% | +0.028 | +0.18% | +0.039 | +2.02% | +0.012 | +6.19% |
| 2026-01-27 | held out | 808 | +0.05% | -0.031 | -0.27% | +0.066 | +3.50% | +0.023 | +7.43% |
| 2026-01-26 | held out | 809 | +0.98% | +0.041 | +2.14% | +0.037 | +0.51% | +0.017 | +10.01% |
| 2026-01-25 | held out | 804 | +1.95% | +0.097 | -0.82% | +0.077 | +0.60% | +0.049 | +12.32% |
| 2026-01-24 | held out | 803 | -2.83% | +0.083 | +1.64% | +0.077 | +0.23% | +0.031 | +7.49% |
| 2026-01-23 | held out | 804 | -0.44% | -0.005 | -0.34% | -0.002 | -4.55% | +0.016 | +4.10% |
| 2026-01-22 | held out | 804 | +0.01% | +0.095 | +2.99% | +0.015 | +1.01% | +0.014 | +5.71% |
| 2026-01-21 | held out | 800 | +0.11% | +0.005 | -0.46% | +0.040 | +3.54% | +0.021 | +8.10% |
| 2026-01-20 | held out | 799 | +1.19% | +0.101 | +1.84% | +0.037 | +0.26% | +0.023 | +10.99% |
| 2026-01-19 | held out | 797 | -4.59% | +0.025 | -0.84% | +0.080 | +1.90% | -0.001 | +10.76% |
| 2026-01-18 | held out | 802 | -1.15% | +0.106 | -0.08% | +0.103 | +4.39% | -0.004 | +5.24% |
| 2026-01-17 | held out | 804 | -1.55% | +0.037 | -0.72% | +0.056 | +0.72% | -0.046 | +1.69% |
| 2026-01-16 | held out | 803 | -0.41% | +0.204 | +1.40% | +0.090 | +1.64% | +0.001 | +8.63% |
| 2026-01-15 | held out | 805 | -0.09% | +0.044 | -0.46% | +0.119 | +1.26% | -0.007 | +3.38% |
| 2026-01-14 | held out | 804 | -1.41% | +0.095 | +0.56% | +0.099 | -0.71% | +0.001 | +5.08% |
| 2026-01-13 | held out | 804 | +1.65% | +0.266 | +2.99% | +0.164 | -0.13% | -0.020 | +11.08% |
| 2026-01-12 | held out | 802 | +4.60% | +0.098 | +1.56% | +0.139 | +0.28% | +0.017 | +13.11% |
| 2026-01-11 | held out | 796 | +0.35% | +0.099 | -1.67% | +0.165 | +0.11% | +0.034 | +8.20% |
| 2026-01-10 | held out | 797 | +0.55% | +0.069 | -1.25% | +0.097 | +3.28% | +0.015 | +12.58% |
| 2026-01-09 | held out | 801 | -0.16% | +0.070 | +0.54% | +0.047 | +0.37% | +0.026 | +13.47% |
| 2026-01-08 | held out | 801 | -0.56% | +0.056 | +0.44% | +0.076 | +2.26% | +0.020 | +16.09% |
Accuracy by month
| month | IC +1d | hit +1d | LS +1d | IC +7d | hit +7d | LS +7d | IC +30d | hit +30d | LS +30d | days |
|---|---|---|---|---|---|---|---|---|---|---|
| 2026-01 | +0.078 | 56.0% | +0.64% | +0.094 | 63.1% | +1.43% | +0.021 | 47.5% | +10.02% | 28 |
| 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 |