Accuracy — gru_s0
val + test + live · 2.3M
Summary
| horizon | days | token-days | rank IC | t | LS decile | hit (alpha) | hit (price) | MAE (alpha) | MAE (price) |
|---|---|---|---|---|---|---|---|---|---|
| +1d | 530 | 415k | +0.0772 | 22.1 | +1.12% | 55.3% | 54.1% | 0.0355 | 4.518994 |
| +7d | 524 | 408k | +0.0956 | 27.6 | +4.30% | 58.4% | 57.5% | 0.0938 | 12.499506 |
| +30d | 501 | 384k | +0.1101 | 32.5 | +10.96% | 60.5% | 62.4% | 0.2051 | 26.365549 |
By month
| month | IC +1d | hit +1d | LS +1d | IC +7d | hit +7d | LS +7d | IC +30d | hit +30d | LS +30d | days |
|---|---|---|---|---|---|---|---|---|---|---|
| 2026-10 | +0.091 | 57.6% | +2.33% | +0.137 | 68.1% | +14.01% | – | – | – | 20 |
| 2026-09 | +0.094 | 52.1% | +1.70% | +0.135 | 53.8% | +10.43% | +0.210 | 58.1% | +33.85% | 30 |
| 2026-08 | +0.060 | 55.4% | +1.14% | +0.084 | 56.0% | +4.20% | +0.142 | 63.3% | +18.92% | 31 |
| 2026-07 | +0.092 | 58.0% | +2.12% | +0.111 | 65.0% | +6.43% | +0.099 | 67.7% | +13.89% | 31 |
| 2026-06 | +0.065 | 55.0% | +1.45% | +0.058 | 59.3% | +3.08% | +0.130 | 71.4% | +17.09% | 30 |
| 2026-05 | +0.065 | 52.7% | +0.63% | +0.081 | 56.3% | +4.88% | -0.001 | 60.3% | -0.96% | 31 |
| 2026-04 | +0.085 | 57.9% | +1.71% | +0.073 | 58.4% | +3.96% | +0.084 | 55.7% | +8.07% | 30 |
| 2026-03 | +0.058 | 55.0% | +0.93% | +0.069 | 57.6% | +3.71% | +0.082 | 61.0% | +8.15% | 31 |
| 2026-02 | +0.058 | 51.8% | +0.48% | +0.079 | 57.0% | +4.08% | +0.072 | 68.2% | +8.90% | 28 |
| 2026-01 | +0.088 | 56.2% | +1.30% | +0.112 | 60.9% | +4.32% | +0.038 | 47.3% | +15.09% | 31 |
| 2025-12 | +0.066 | 56.6% | +1.04% | +0.077 | 60.2% | +3.47% | +0.091 | 64.0% | +4.27% | 31 |
| 2025-11 | +0.093 | 51.3% | +1.65% | +0.127 | 46.7% | +7.17% | +0.118 | 63.2% | +13.44% | 30 |
| 2025-10 | +0.066 | 59.0% | +0.51% | +0.060 | 64.9% | -0.14% | +0.149 | 45.4% | +16.26% | 31 |
| 2025-09 | +0.072 | 58.8% | +0.25% | +0.073 | 71.3% | +2.45% | +0.109 | 85.0% | +6.80% | 30 |
| 2025-08 | +0.079 | 49.8% | +0.51% | +0.089 | 49.5% | +0.90% | +0.121 | 58.0% | +1.02% | 31 |
| 2025-07 | +0.092 | 53.6% | +0.71% | +0.100 | 54.5% | +2.85% | +0.123 | 51.2% | +5.04% | 31 |
| 2025-06 | +0.078 | 59.2% | +0.79% | +0.114 | 70.2% | +2.66% | +0.113 | 61.3% | +7.25% | 30 |
| 2025-05 | +0.094 | 56.0% | +1.25% | +0.187 | 41.8% | +4.35% | +0.255 | 44.9% | +18.19% | 23 |
t-stats at +7d and +30d are optimistic: consecutive windows overlap, so the effective sample size is closer to the number of distinct days than the number of rows. +1d is the clean read. Long-short spreads are before trading costs and slippage, and the tail of the top-1000 by volume is thin.