Accuracy — gru_s1
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 | +0.0720 | 20.5 | +1.15% | 55.5% | 54.1% | 0.0355 | 4.505978 |
| +7d | 524 | 408k | +0.0868 | 25.4 | +3.86% | 59.8% | 58.9% | 0.0931 | 12.486460 |
| +30d | 501 | 384k | +0.1051 | 29.4 | +10.97% | 61.1% | 62.8% | 0.2035 | 27.010426 |
By month
| month | IC +1d | hit +1d | LS +1d | IC +7d | hit +7d | LS +7d | IC +30d | hit +30d | LS +30d | days |
|---|---|---|---|---|---|---|---|---|---|---|
| 2026-10 | +0.071 | 57.7% | +1.39% | +0.088 | 71.8% | +6.96% | – | – | – | 20 |
| 2026-09 | +0.092 | 52.2% | +1.89% | +0.122 | 51.4% | +7.70% | +0.190 | 56.2% | +34.21% | 30 |
| 2026-08 | +0.050 | 55.8% | +0.92% | +0.075 | 58.5% | +3.53% | +0.128 | 62.0% | +14.23% | 31 |
| 2026-07 | +0.080 | 58.7% | +1.95% | +0.081 | 67.1% | +6.39% | +0.072 | 65.0% | +12.88% | 31 |
| 2026-06 | +0.055 | 53.8% | +1.68% | +0.045 | 56.7% | +3.43% | +0.103 | 68.0% | +15.22% | 30 |
| 2026-05 | +0.075 | 52.8% | +0.89% | +0.093 | 55.5% | +5.14% | +0.017 | 62.5% | +0.91% | 31 |
| 2026-04 | +0.082 | 57.9% | +1.38% | +0.056 | 60.4% | +2.41% | +0.088 | 57.1% | +9.47% | 30 |
| 2026-03 | +0.046 | 56.1% | +1.03% | +0.061 | 60.9% | +3.33% | +0.095 | 61.6% | +8.98% | 31 |
| 2026-02 | +0.053 | 52.6% | +0.76% | +0.076 | 57.4% | +4.53% | +0.058 | 63.1% | +12.67% | 28 |
| 2026-01 | +0.073 | 56.3% | +0.99% | +0.100 | 61.4% | +1.94% | +0.030 | 46.7% | +5.93% | 31 |
| 2025-12 | +0.045 | 55.3% | +1.10% | +0.062 | 57.7% | +3.73% | +0.051 | 61.6% | +6.88% | 31 |
| 2025-11 | +0.086 | 51.1% | +1.73% | +0.094 | 44.1% | +5.35% | +0.103 | 59.2% | +7.96% | 30 |
| 2025-10 | +0.067 | 59.1% | +0.95% | +0.057 | 65.7% | +0.20% | +0.136 | 46.0% | +14.77% | 31 |
| 2025-09 | +0.060 | 58.9% | +0.31% | +0.057 | 71.3% | +1.84% | +0.062 | 84.8% | +4.12% | 30 |
| 2025-08 | +0.077 | 49.9% | +0.43% | +0.077 | 49.4% | +1.93% | +0.106 | 58.0% | +4.48% | 31 |
| 2025-07 | +0.099 | 53.5% | +0.95% | +0.119 | 53.8% | +3.82% | +0.151 | 52.2% | +9.92% | 31 |
| 2025-06 | +0.089 | 59.8% | +0.98% | +0.123 | 74.1% | +2.63% | +0.176 | 64.2% | +12.11% | 30 |
| 2025-05 | +0.102 | 58.8% | +1.47% | +0.204 | 68.3% | +7.23% | +0.292 | 72.7% | +22.15% | 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.