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 validation only — 2.3M assessed, 56k still pending a matured horizon.
Out-of-sample skill by horizon
+1d · rank IC
+0.0796 t=+10.9
265 days · 179k token-days
+1d · long-short decile
+1.08%
beta-adjusted alpha per period, before costs
+1d · direction hit
55.0%
in alpha space · 54.3% on raw price
+7d · rank IC
+0.0951 t=+14.8
265 days · 178k token-days
+7d · long-short decile
+2.93%
beta-adjusted alpha per period, before costs
+7d · direction hit
57.7%
in alpha space · 57.7% on raw price
+30d · rank IC
+0.1239 t=+20.9
265 days · 177k token-days
+30d · long-short decile
+8.50%
beta-adjusted alpha per period, before costs
+30d · direction hit
59.2%
in alpha space · 62.9% 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 |
|---|---|---|---|---|---|---|---|---|---|
| 2026-01-28 | held out | 806 | -5.21% | +0.075 | -0.84% | -0.002 | -3.64% | +0.000 | -0.37% |
| 2026-01-27 | held out | 808 | +0.05% | -0.018 | +0.57% | -0.004 | -1.46% | -0.000 | -3.71% |
| 2026-01-26 | held out | 809 | +0.98% | +0.078 | +3.01% | +0.015 | +0.46% | -0.000 | +0.25% |
| 2026-01-25 | held out | 804 | +1.95% | +0.106 | +1.55% | +0.044 | -2.89% | -0.006 | +1.80% |
| 2026-01-24 | held out | 803 | -2.83% | +0.088 | +1.14% | +0.026 | -6.73% | +0.024 | -4.89% |
| 2026-01-23 | held out | 804 | -0.44% | -0.104 | -2.64% | +0.007 | -6.75% | +0.013 | -2.28% |
| 2026-01-22 | held out | 804 | +0.01% | -0.010 | +1.14% | -0.008 | -3.44% | +0.032 | -1.59% |
| 2026-01-21 | held out | 800 | +0.11% | +0.076 | -1.16% | +0.053 | -0.60% | +0.050 | -1.70% |
| 2026-01-20 | held out | 799 | +1.19% | +0.141 | +2.67% | +0.078 | +3.27% | +0.073 | +10.93% |
| 2026-01-19 | held out | 797 | -4.59% | +0.030 | -0.45% | +0.044 | -3.05% | -0.037 | -5.29% |
| 2026-01-18 | held out | 802 | -1.15% | +0.126 | -0.19% | +0.050 | -1.71% | -0.026 | -10.06% |
| 2026-01-17 | held out | 804 | -1.55% | +0.045 | -0.99% | +0.075 | -5.33% | -0.065 | -14.07% |
| 2026-01-16 | held out | 803 | -0.41% | +0.164 | +2.20% | +0.056 | -3.44% | -0.051 | -14.19% |
| 2026-01-15 | held out | 805 | -0.09% | -0.082 | -2.07% | +0.035 | -5.94% | -0.095 | -18.32% |
| 2026-01-14 | held out | 804 | -1.41% | +0.122 | +1.54% | +0.061 | -5.43% | -0.062 | -16.10% |
| 2026-01-13 | held out | 804 | +1.65% | +0.164 | +1.37% | +0.120 | -0.33% | -0.081 | -16.14% |
| 2026-01-12 | held out | 802 | +4.60% | +0.151 | +2.63% | +0.078 | -2.00% | -0.023 | -10.76% |
| 2026-01-11 | held out | 796 | +0.35% | +0.130 | +3.15% | +0.124 | +2.72% | -0.022 | -14.29% |
| 2026-01-10 | held out | 797 | +0.55% | +0.109 | -0.87% | +0.099 | +3.43% | -0.034 | -15.20% |
| 2026-01-09 | held out | 801 | -0.16% | +0.008 | +1.57% | +0.024 | -2.94% | -0.039 | -10.34% |
| 2026-01-08 | held out | 801 | -0.56% | +0.005 | +1.06% | +0.033 | -0.99% | -0.039 | -8.49% |
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 | +0.082 | 56.8% | +1.16% | +0.062 | 59.8% | -0.94% | -0.018 | 46.3% | -6.96% | 28 |
| 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 |