gru_s0
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 — 2.3M assessed, 56k still pending a matured horizon.
Out-of-sample skill by horizon
+1d · rank IC
+0.0772 t=+22.1
530 days · 415k token-days
+1d · long-short decile
+1.12%
beta-adjusted alpha per period, before costs
+1d · direction hit
55.3%
in alpha space · 54.1% on raw price
+7d · rank IC
+0.0956 t=+27.6
524 days · 408k token-days
+7d · long-short decile
+4.30%
beta-adjusted alpha per period, before costs
+7d · direction hit
58.4%
in alpha space · 57.5% on raw price
+30d · rank IC
+0.1101 t=+32.5
501 days · 384k token-days
+30d · long-short decile
+10.96%
beta-adjusted alpha per period, before costs
+30d · direction hit
60.5%
in alpha space · 62.4% 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/ablate_cells/gru_s0//model.pt
- cell type
- gru
- parameters
- 250,771
- target
- beta
- horizons
- 1d, 7d, 30d
- calibration slopes
- 0.90, 0.45, 0.40
- data window
- 2021-10-20 → 2026-10-21
- train / val boundary
- 2025-05-08
- val / test boundary
- 2026-01-28
- registered
- 2026-10-21 18:27:54Z
- notes
- A/B arm: gru seed 0, production hyperparameters (lr 1e-3, bs 1024)
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% | +0.042 | -0.70% | – | – | – | – |
| 2026-10-19 | held out | 995 | +1.34% | +0.185 | +8.68% | – | – | – | – |
| 2026-10-18 | held out | 994 | -0.21% | +0.062 | +4.17% | – | – | – | – |
| 2026-10-17 | held out | 994 | +0.77% | +0.058 | +0.84% | – | – | – | – |
| 2026-10-16 | held out | 994 | -0.15% | +0.044 | -1.35% | – | – | – | – |
| 2026-10-15 | held out | 996 | -0.76% | +0.105 | +2.28% | – | – | – | – |
| 2026-10-14 | held out | 996 | +0.68% | +0.044 | +2.63% | +0.119 | +15.87% | – | – |
| 2026-10-13 | held out | 996 | -1.85% | +0.074 | +2.01% | +0.102 | +14.51% | – | – |
| 2026-10-12 | held out | 996 | +1.66% | +0.059 | +0.82% | +0.118 | +11.18% | – | – |
| 2026-10-11 | held out | 995 | -2.31% | +0.128 | +4.11% | +0.162 | +15.47% | – | – |
| 2026-10-10 | held out | 993 | +0.93% | +0.031 | -1.12% | +0.082 | +10.18% | – | – |
| 2026-10-09 | held out | 994 | +0.44% | +0.099 | +2.99% | +0.090 | +16.30% | – | – |
| 2026-10-08 | held out | 994 | +1.04% | +0.161 | +2.03% | +0.125 | +12.39% | – | – |
| 2026-10-07 | held out | 994 | -1.90% | +0.080 | +1.49% | +0.164 | +14.43% | – | – |
| 2026-10-06 | held out | 994 | -2.65% | +0.052 | +2.19% | +0.160 | +16.07% | – | – |
| 2026-10-05 | held out | 994 | -0.24% | +0.125 | +2.24% | +0.126 | +13.40% | – | – |
| 2026-10-04 | held out | 990 | -0.88% | +0.145 | +5.11% | +0.176 | +14.66% | – | – |
| 2026-10-03 | held out | 990 | +2.08% | +0.092 | +0.91% | +0.189 | +15.52% | – | – |
| 2026-10-02 | held out | 990 | +0.28% | +0.062 | +1.57% | +0.135 | +10.73% | – | – |
| 2026-10-01 | held out | 988 | -0.41% | +0.170 | +5.77% | +0.175 | +15.49% | – | – |
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 | +0.091 | 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 |