gru_s2
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
+0.0706 t=+16.5
530 days · 415k token-days
+1d · long-short decile
+1.20%
beta-adjusted alpha per period, before costs
+1d · direction hit
54.7%
in alpha space · 54.1% on raw price
+7d · rank IC
+0.0765 t=+19.1
524 days · 408k token-days
+7d · long-short decile
+3.72%
beta-adjusted alpha per period, before costs
+7d · direction hit
56.4%
in alpha space · 56.5% on raw price
+30d · rank IC
+0.0984 t=+24.9
501 days · 384k token-days
+30d · long-short decile
+10.79%
beta-adjusted alpha per period, before costs
+30d · direction hit
58.7%
in alpha space · 59.7% 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_s2//model.pt
- cell type
- gru
- parameters
- 250,771
- target
- beta
- horizons
- 1d, 7d, 30d
- calibration slopes
- 0.55, 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 18:29:28Z
- notes
- A/B arm: gru seed 2, 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% | -0.025 | -1.06% | – | – | – | – |
| 2026-10-19 | held out | 995 | +1.34% | +0.102 | +6.55% | – | – | – | – |
| 2026-10-18 | held out | 994 | -0.21% | +0.027 | +3.92% | – | – | – | – |
| 2026-10-17 | held out | 994 | +0.77% | -0.001 | -1.70% | – | – | – | – |
| 2026-10-16 | held out | 994 | -0.15% | +0.082 | -0.72% | – | – | – | – |
| 2026-10-15 | held out | 996 | -0.76% | +0.055 | +1.19% | – | – | – | – |
| 2026-10-14 | held out | 996 | +0.68% | +0.062 | +5.15% | +0.110 | +9.50% | – | – |
| 2026-10-13 | held out | 996 | -1.85% | -0.043 | -0.37% | +0.058 | +6.54% | – | – |
| 2026-10-12 | held out | 996 | +1.66% | -0.020 | -1.63% | +0.022 | +7.15% | – | – |
| 2026-10-11 | held out | 995 | -2.31% | +0.052 | +2.76% | +0.062 | +4.57% | – | – |
| 2026-10-10 | held out | 993 | +0.93% | +0.091 | +2.14% | -0.001 | +4.24% | – | – |
| 2026-10-09 | held out | 994 | +0.44% | +0.151 | +6.37% | +0.076 | +7.13% | – | – |
| 2026-10-08 | held out | 994 | +1.04% | +0.163 | +3.76% | +0.052 | +6.22% | – | – |
| 2026-10-07 | held out | 994 | -1.90% | +0.020 | -1.61% | +0.033 | +5.41% | – | – |
| 2026-10-06 | held out | 994 | -2.65% | +0.121 | +4.16% | +0.075 | +8.26% | – | – |
| 2026-10-05 | held out | 994 | -0.24% | +0.081 | +4.47% | +0.044 | +8.78% | – | – |
| 2026-10-04 | held out | 990 | -0.88% | +0.112 | +4.71% | +0.073 | +15.25% | – | – |
| 2026-10-03 | held out | 990 | +2.08% | +0.124 | +0.39% | +0.072 | +9.74% | – | – |
| 2026-10-02 | held out | 990 | +0.28% | -0.014 | +0.25% | +0.064 | +3.73% | – | – |
| 2026-10-01 | held out | 988 | -0.41% | +0.151 | +6.19% | +0.125 | +12.63% | – | – |
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 | +0.064 | 57.1% | +2.25% | +0.062 | 68.8% | +7.80% | – | – | – | 20 |
| 2026-09 | +0.080 | 53.1% | +1.93% | +0.074 | 54.5% | +7.94% | +0.174 | 57.6% | +33.19% | 30 |
| 2026-08 | +0.067 | 53.7% | +0.99% | +0.088 | 54.3% | +4.03% | +0.147 | 62.4% | +15.44% | 31 |
| 2026-07 | +0.068 | 55.3% | +1.94% | +0.037 | 53.8% | +4.89% | +0.038 | 58.8% | +7.56% | 31 |
| 2026-06 | +0.055 | 55.5% | +1.41% | +0.049 | 58.7% | +4.43% | +0.071 | 66.6% | +18.33% | 30 |
| 2026-05 | +0.062 | 54.1% | +0.61% | +0.075 | 57.0% | +4.74% | -0.009 | 60.7% | +9.26% | 31 |
| 2026-04 | +0.063 | 56.8% | +1.17% | +0.040 | 52.9% | +2.11% | +0.057 | 54.7% | +10.61% | 30 |
| 2026-03 | +0.047 | 54.5% | +1.21% | +0.024 | 50.1% | +3.48% | +0.078 | 50.2% | +11.53% | 31 |
| 2026-02 | +0.051 | 50.8% | +0.64% | +0.068 | 55.1% | +2.86% | +0.034 | 55.5% | +7.73% | 28 |
| 2026-01 | +0.078 | 56.1% | +1.11% | +0.066 | 58.2% | -0.15% | -0.012 | 46.0% | -5.84% | 31 |
| 2025-12 | +0.032 | 53.0% | +1.01% | +0.057 | 57.8% | +3.30% | +0.036 | 56.1% | +3.94% | 31 |
| 2025-11 | +0.067 | 54.5% | +1.28% | +0.051 | 53.6% | +4.04% | +0.099 | 63.3% | +9.15% | 30 |
| 2025-10 | +0.079 | 56.3% | +1.06% | +0.078 | 53.5% | +2.47% | +0.154 | 58.8% | +16.98% | 31 |
| 2025-09 | +0.088 | 59.2% | +0.87% | +0.093 | 68.6% | +3.23% | +0.145 | 82.9% | +9.36% | 30 |
| 2025-08 | +0.069 | 50.3% | +0.63% | +0.060 | 50.4% | +1.68% | +0.098 | 58.1% | +6.46% | 31 |
| 2025-07 | +0.106 | 52.9% | +1.13% | +0.131 | 51.6% | +4.31% | +0.151 | 53.7% | +10.07% | 31 |
| 2025-06 | +0.078 | 56.3% | +1.02% | +0.127 | 61.7% | +2.75% | +0.191 | 60.4% | +11.12% | 30 |
| 2025-05 | +0.127 | 56.9% | +1.73% | +0.226 | 64.2% | +5.94% | +0.290 | 50.6% | +17.22% | 23 |