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 validation only — 2.3M assessed, 56k still pending a matured horizon.
Out-of-sample skill by horizon
+1d · rank IC
+0.0768 t=+13.6
265 days · 179k token-days
+1d · long-short decile
+0.96%
beta-adjusted alpha per period, before costs
+1d · direction hit
55.7%
in alpha space · 54.4% on raw price
+7d · rank IC
+0.0954 t=+17.5
265 days · 178k token-days
+7d · long-short decile
+2.94%
beta-adjusted alpha per period, before costs
+7d · direction hit
60.6%
in alpha space · 60.8% on raw price
+30d · rank IC
+0.1186 t=+21.0
265 days · 177k token-days
+30d · long-short decile
+9.39%
beta-adjusted alpha per period, before costs
+30d · direction hit
60.3%
in alpha space · 68.0% 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 |
|---|---|---|---|---|---|---|---|---|---|
| 2026-01-28 | held out | 806 | -5.21% | +0.063 | +1.36% | +0.081 | +6.16% | +0.040 | +9.01% |
| 2026-01-27 | held out | 808 | +0.05% | -0.026 | +0.46% | +0.103 | +4.55% | +0.067 | +7.34% |
| 2026-01-26 | held out | 809 | +0.98% | +0.085 | +3.49% | +0.088 | +3.24% | +0.044 | +8.23% |
| 2026-01-25 | held out | 804 | +1.95% | +0.063 | +0.08% | +0.086 | +2.56% | +0.039 | +12.89% |
| 2026-01-24 | held out | 803 | -2.83% | +0.126 | +2.83% | +0.093 | +2.64% | +0.027 | +13.06% |
| 2026-01-23 | held out | 804 | -0.44% | +0.003 | +0.77% | +0.026 | +1.99% | +0.037 | +6.16% |
| 2026-01-22 | held out | 804 | +0.01% | +0.072 | +2.56% | +0.025 | +0.74% | +0.031 | +8.97% |
| 2026-01-21 | held out | 800 | +0.11% | +0.010 | -0.03% | +0.031 | -1.48% | +0.031 | +6.82% |
| 2026-01-20 | held out | 799 | +1.19% | +0.062 | +1.79% | +0.018 | +1.34% | +0.019 | +6.95% |
| 2026-01-19 | held out | 797 | -4.59% | +0.030 | -0.62% | +0.063 | +1.58% | +0.010 | +1.29% |
| 2026-01-18 | held out | 802 | -1.15% | +0.107 | +0.69% | +0.127 | +1.61% | +0.005 | +0.24% |
| 2026-01-17 | held out | 804 | -1.55% | +0.000 | -0.46% | +0.083 | -1.83% | -0.030 | -0.38% |
| 2026-01-16 | held out | 803 | -0.41% | +0.206 | +0.70% | +0.117 | -0.79% | +0.015 | +3.46% |
| 2026-01-15 | held out | 805 | -0.09% | +0.031 | -0.24% | +0.105 | -3.66% | -0.009 | -3.07% |
| 2026-01-14 | held out | 804 | -1.41% | +0.088 | +0.48% | +0.082 | -4.18% | +0.009 | +3.49% |
| 2026-01-13 | held out | 804 | +1.65% | +0.178 | +2.46% | +0.132 | -1.88% | -0.010 | +2.77% |
| 2026-01-12 | held out | 802 | +4.60% | +0.094 | -0.34% | +0.122 | -1.37% | +0.004 | +4.19% |
| 2026-01-11 | held out | 796 | +0.35% | +0.082 | +2.30% | +0.125 | -3.04% | +0.025 | +4.03% |
| 2026-01-10 | held out | 797 | +0.55% | +0.069 | -0.42% | +0.072 | +1.63% | +0.007 | +5.38% |
| 2026-01-09 | held out | 801 | -0.16% | +0.079 | +0.42% | +0.064 | +0.87% | +0.012 | +4.38% |
| 2026-01-08 | held out | 801 | -0.56% | +0.013 | +0.32% | +0.083 | +0.45% | -0.006 | +2.80% |
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 | +0.073 | 56.2% | +0.80% | +0.091 | 63.1% | +0.68% | +0.026 | 47.0% | +4.82% | 28 |
| 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 |