gru_s1
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
+0.0720 t=+20.5
530 days · 415k token-days
+1d · long-short decile
+1.15%
beta-adjusted alpha per period, before costs
+1d · direction hit
55.5%
in alpha space · 54.1% on raw price
+7d · rank IC
+0.0868 t=+25.4
524 days · 408k token-days
+7d · long-short decile
+3.86%
beta-adjusted alpha per period, before costs
+7d · direction hit
59.8%
in alpha space · 58.9% on raw price
+30d · rank IC
+0.1051 t=+29.4
501 days · 384k token-days
+30d · long-short decile
+10.97%
beta-adjusted alpha per period, before costs
+30d · direction hit
61.1%
in alpha space · 62.8% 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_s1//model.pt
- cell type
- gru
- parameters
- 250,771
- target
- beta
- horizons
- 1d, 7d, 30d
- calibration slopes
- 0.80, 0.80, 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 18:28:40Z
- notes
- A/B arm: gru seed 1, 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% | +0.040 | -0.39% | – | – | – | – |
| 2026-10-19 | held out | 995 | +1.34% | +0.153 | +5.12% | – | – | – | – |
| 2026-10-18 | held out | 994 | -0.21% | +0.056 | +2.74% | – | – | – | – |
| 2026-10-17 | held out | 994 | +0.77% | -0.014 | -2.30% | – | – | – | – |
| 2026-10-16 | held out | 994 | -0.15% | +0.001 | -1.13% | – | – | – | – |
| 2026-10-15 | held out | 996 | -0.76% | +0.080 | +2.39% | – | – | – | – |
| 2026-10-14 | held out | 996 | +0.68% | +0.082 | +3.07% | +0.100 | +11.17% | – | – |
| 2026-10-13 | held out | 996 | -1.85% | +0.034 | +1.35% | +0.082 | +8.46% | – | – |
| 2026-10-12 | held out | 996 | +1.66% | +0.004 | -1.53% | +0.051 | +1.05% | – | – |
| 2026-10-11 | held out | 995 | -2.31% | +0.072 | +1.17% | +0.082 | +6.80% | – | – |
| 2026-10-10 | held out | 993 | +0.93% | +0.081 | -0.23% | +0.022 | +2.73% | – | – |
| 2026-10-09 | held out | 994 | +0.44% | +0.128 | +3.95% | +0.079 | +9.04% | – | – |
| 2026-10-08 | held out | 994 | +1.04% | +0.146 | +4.11% | +0.093 | +10.55% | – | – |
| 2026-10-07 | held out | 994 | -1.90% | +0.018 | -2.52% | +0.074 | +10.75% | – | – |
| 2026-10-06 | held out | 994 | -2.65% | +0.044 | +3.32% | +0.089 | +14.63% | – | – |
| 2026-10-05 | held out | 994 | -0.24% | +0.084 | +1.55% | +0.077 | +4.68% | – | – |
| 2026-10-04 | held out | 990 | -0.88% | +0.132 | +2.68% | +0.140 | +9.84% | – | – |
| 2026-10-03 | held out | 990 | +2.08% | +0.105 | +0.48% | +0.149 | +3.53% | – | – |
| 2026-10-02 | held out | 990 | +0.28% | +0.010 | -0.21% | +0.078 | +0.91% | – | – |
| 2026-10-01 | held out | 988 | -0.41% | +0.161 | +4.13% | +0.119 | +3.31% | – | – |
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 | +0.071 | 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 |