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 validation only — 2.3M assessed, 56k still pending a matured horizon.
Out-of-sample skill by horizon
+1d · rank IC
+0.0806 t=+14.2
265 days · 179k token-days
+1d · long-short decile
+0.86%
beta-adjusted alpha per period, before costs
+1d · direction hit
55.6%
in alpha space · 54.5% on raw price
+7d · rank IC
+0.1011 t=+18.8
265 days · 178k token-days
+7d · long-short decile
+2.94%
beta-adjusted alpha per period, before costs
+7d · direction hit
58.4%
in alpha space · 58.8% on raw price
+30d · rank IC
+0.1212 t=+25.4
265 days · 177k token-days
+30d · long-short decile
+9.37%
beta-adjusted alpha per period, before costs
+30d · direction hit
58.2%
in alpha space · 66.2% 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 |
|---|---|---|---|---|---|---|---|---|---|
| 2026-01-28 | held out | 806 | -5.21% | +0.081 | +2.35% | +0.062 | +7.08% | +0.016 | +16.17% |
| 2026-01-27 | held out | 808 | +0.05% | -0.016 | -0.04% | +0.066 | +8.97% | +0.032 | +18.72% |
| 2026-01-26 | held out | 809 | +0.98% | +0.035 | +1.07% | +0.043 | +3.84% | +0.015 | +15.64% |
| 2026-01-25 | held out | 804 | +1.95% | +0.095 | +1.77% | +0.054 | +4.49% | +0.010 | +13.10% |
| 2026-01-24 | held out | 803 | -2.83% | +0.129 | +1.98% | +0.091 | +5.36% | +0.018 | +16.53% |
| 2026-01-23 | held out | 804 | -0.44% | +0.042 | +1.02% | +0.041 | +2.54% | +0.012 | +10.25% |
| 2026-01-22 | held out | 804 | +0.01% | +0.110 | +2.70% | +0.056 | +5.02% | +0.003 | +11.42% |
| 2026-01-21 | held out | 800 | +0.11% | +0.035 | +0.74% | +0.075 | +3.27% | +0.007 | +10.08% |
| 2026-01-20 | held out | 799 | +1.19% | +0.087 | +2.01% | +0.081 | +4.84% | +0.001 | +11.46% |
| 2026-01-19 | held out | 797 | -4.59% | -0.008 | -1.60% | +0.121 | +2.18% | +0.007 | +7.92% |
| 2026-01-18 | held out | 802 | -1.15% | +0.115 | +0.65% | +0.138 | +6.93% | -0.007 | +13.18% |
| 2026-01-17 | held out | 804 | -1.55% | +0.064 | +1.22% | +0.100 | +5.97% | -0.033 | +10.10% |
| 2026-01-16 | held out | 803 | -0.41% | +0.203 | +1.68% | +0.141 | +3.19% | -0.003 | +13.56% |
| 2026-01-15 | held out | 805 | -0.09% | +0.050 | +1.20% | +0.133 | +1.84% | -0.011 | +8.91% |
| 2026-01-14 | held out | 804 | -1.41% | +0.149 | +1.95% | +0.128 | +1.55% | +0.007 | +14.73% |
| 2026-01-13 | held out | 804 | +1.65% | +0.190 | +0.74% | +0.165 | +2.43% | -0.004 | +12.24% |
| 2026-01-12 | held out | 802 | +4.60% | +0.110 | +1.32% | +0.138 | +6.01% | +0.020 | +20.71% |
| 2026-01-11 | held out | 796 | +0.35% | +0.090 | -0.68% | +0.125 | +1.01% | +0.050 | +19.09% |
| 2026-01-10 | held out | 797 | +0.55% | +0.044 | +0.44% | +0.053 | -2.61% | +0.042 | +17.86% |
| 2026-01-09 | held out | 801 | -0.16% | +0.095 | +2.80% | +0.051 | -0.74% | +0.057 | +17.21% |
| 2026-01-08 | held out | 801 | -0.56% | +0.047 | +0.25% | +0.093 | -2.66% | +0.045 | +21.33% |
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 | +0.090 | 56.2% | +1.16% | +0.107 | 63.3% | +3.27% | +0.036 | 47.8% | +14.81% | 28 |
| 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 |