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2021-12-21 · +1d

gru_s3 · in-sample — the model trained on this date · 136 tokens predicted

These numbers are in-sample. The model was trained on this date, so predicted-vs-actual agreement here is not evidence of skill.
+1d+7d+30dasset cohort only
rank IC
+0.1341
136 of 136 tokens assessed
long-short decile
+5.47%
realised beta-adjusted alpha
direction hit
33.1%
in alpha space · 35.6% on raw price
BTC over horizon
-0.63%
the unhedgeable market factor

Predicted vs actual (136 rows, sorted by pred)

tokennamechainanchor pxpred px ▾pred Δactual pxactual Δalpha errhitβ90dvol 30dtarget
FILFilecoinFilecoin35.3135.3567+0.13%35.63+0.91%0.0141✓1.0121.2M2021-12-22
UNIUniswapEthereum15.0615.0721+0.08%16.21+7.64%0.0808✓1.2714.2M2021-12-22
LINKChainlinkEthereum19.4419.4543+0.07%19.92+2.47%0.0317✓1.2769.7M2021-12-22
PHAPHALAEthereum0.3570.357249+0.07%0.357+0.00%0.0040✓0.7454k2021-12-22
DOTPolkadotPolkadot25.1725.1855+0.06%27.24+8.22%0.0862✓1.2475.1M2021-12-22
DYDXdYdXCosmos7.5127.5159+0.05%8.258+9.93%0.1025✓1.32635k2021-12-22
SUNSun TokenTron0.022750.02276+0.05%0.022989+1.05%0.0176✓1.211.9M2021-12-22
BARFC Barcelona Fan TokenSolana8.478.4736+0.04%8.79+3.78%0.0408✓0.661.2M2021-12-22
1INCH1INCHEthereum2.442.4409+0.04%2.47+1.23%0.0178✓0.954.8M2021-12-22
AAVEAaveEthereum186.16186.2212+0.03%206.48+10.92%0.1094✓0.9711.0M2021-12-22
ICPInternet ComputerEthereum23.1123.1171+0.03%23.34+1.00%0.0180✓1.3420.8M2021-12-22
TKOTokocryptoBinance Smart Chain1.2211.2212+0.01%1.271+4.10%0.0461✓0.984.4M2021-12-22
ZRX0x ProtocolEthereum0.7830710.783173+0.01%0.824208+5.25%0.0578✓1.074.8M2021-12-22
DKAdKargoEthereum0.111840.111839-0.00%0.11507+2.89%0.0354✗1.1030k2021-12-22
XVSVenusEthereum15.2815.2796-0.00%15.56+1.83%0.0254✗1.146.2M2021-12-22
XECeCashnative0.000109280.000109269-0.01%0.00011055+1.16%0.0179✗0.9912.6M2021-12-22
XMRMoneroMonero188.96188.9349-0.01%190.53+0.83%0.0144✗0.952.9M2021-12-22
ASRAS Roma Fan TokenSolana3.7993.7984-0.01%3.862+1.66%0.0209✗0.68544k2021-12-22
MTLMetal DAOMetal L22.1282.1276-0.02%2.227+4.65%0.0526✗1.113.3M2021-12-22
BCHSVBitcoin Cash SV124.64124.6171-0.02%123.67-0.78%0.0014✓0.982.5M2021-12-22
SUSHISushiEthereum5.855.8488-0.02%6.36+8.72%0.0921✗1.3213.8M2021-12-22
NAKANakamoto GamesPolygon1.68661.6862-0.02%1.7654+4.67%0.0492✗0.528.7M2021-12-22
SNXSynthetixEthereum5.365.3587-0.02%5.53+3.17%0.0383✗1.085.5M2021-12-22
XYMSymbolnative0.24310.243035-0.03%0.2424-0.29%0.0003✓0.46428k2021-12-22
ACMAC Milan Fan TokenSolana5.0775.0756-0.03%5.151+1.46%0.0187✗0.631.0M2021-12-22
DODODODOEthereum0.8650.864745-0.03%0.898+3.82%0.0470✗1.479.9M2021-12-22
OGOG Fan TokenSolana3.9463.9447-0.03%4.024+1.98%0.0250✗0.80734k2021-12-22
BTCBitcoinBitcoin48,914.7048,898.22-0.03%48,608.62-0.63%0.0003✓1.00754.4M2021-12-22
TRXTRONTron0.078850.078822-0.04%0.079046+0.25%0.0089✗0.96787k2021-12-22
WBTCWrapped BitcoinEthereum48,448.3048,430.24-0.04%48,803.20+0.73%0.0139✗0.9915k2021-12-22
XLMStellarStellar0.2679720.267872-0.04%0.267724-0.09%0.0056✗0.9940.4M2021-12-22
ATOMCosmos HubCosmos23.6523.6411-0.04%27.39+15.81%0.1527✗0.8741.0M2021-12-22
FTTFTXEthereum41.9641.9336-0.06%41.33-1.50%0.0078✓1.0625.2M2021-12-22
COMPCompoundEthereum194.4194.2775-0.06%206.65+6.30%0.0684✗1.05228k2021-12-22
BCHBitcoin CashBitcoin Cash437.94437.6443-0.07%438.3+0.08%0.0080✗1.0314.2M2021-12-22
ETCEthereum Classicnative35.3335.3037-0.07%35.67+0.96%0.0169✗1.046.5M2021-12-22
METRONOMEMETRONOME4.97794.9739-0.08%5.0079+0.60%0.0116✗0.7631k2021-12-22
CBKCobakEthereum2.9072.9045-0.09%2.973+2.27%0.0286✗0.84104k2021-12-22
AXSAxie InfinityEthereum97.2797.1858-0.09%101.56+4.41%0.0500✗0.969.8M2021-12-22
CERECere NetworkEthereum0.06880.068739-0.09%0.0712+3.49%0.0437✗1.362.7M2021-12-22
TRBTellor TributesEthereum32.0332.0006-0.09%33.76+5.40%0.0630✗1.501.5M2021-12-22
BELBella ProtocolEthereum1.4821.4806-0.09%1.569+5.87%0.0663✗1.325.6M2021-12-22
DOGEDogecoinDogecoin0.1709060.170741-0.10%0.173188+1.34%0.0211✗1.105.5M2021-12-22
BANDBandEthereum5.325.3145-0.10%5.36+0.75%0.0160✗1.182.8M2021-12-22
QTUMQtumQtum9.21859.2081-0.11%9.4299+2.29%0.0329✗1.45349k2021-12-22
CHZChilizEthereum0.28030.279956-0.12%0.2856+1.89%0.0279✗1.267.0M2021-12-22
ADACardanoCardano1.28011.2785-0.12%1.3279+3.73%0.0443✗1.03131.8M2021-12-22
DNTdistrict0xEthereum0.1350.134834-0.12%0.1365+1.11%0.0191✗1.08559k2021-12-22
ALGOAlgorandAlgorand1.35771.356-0.13%1.3641+0.47%0.0126✗1.0535.7M2021-12-22
XEMNEMnative0.1280.127831-0.13%0.1305+1.95%0.0275✗1.09202k2021-12-22
RIFRootstock Infrastructure FrameworkEthereum0.20990.20962-0.13%0.2078-1.00%0.0032✓0.87756k2021-12-22
COTICOTIEthereum0.31320.312773-0.14%0.3293+5.14%0.0606✗1.454.9M2021-12-22
ETHEthereumEthereum4,017.114,011.48-0.14%3,981.12-0.90%0.0009✓1.06768.5M2021-12-22
NANOnanopayBase3.43083.4259-0.14%3.4753+1.30%0.0208✗1.04819k2021-12-22
GTGateEthereum6.04466.0359-0.14%6.125+1.33%0.0198✗0.814.9M2021-12-22
QNTQuantEthereum186.26185.9892-0.15%182.5-2.02%0.0132✓0.9112.3M2021-12-22
RLCiExec RLCEthereum2.942.9354-0.16%3.07+4.42%0.0529✗1.293.1M2021-12-22
ORBSOrbsEthereum0.08610.085965-0.16%0.0865+0.46%0.0131✗1.1024k2021-12-22
PSGParis Saint-Germain Fan TokenSolana15.0515.0264-0.16%15.79+4.92%0.0537✗0.671.6M2021-12-22
KNCKyber Network CrystalEthereum1.28421.2822-0.16%1.3628+6.12%0.0677✗1.081.6M2021-12-22
NMRNumeraireEthereum33.1633.1066-0.16%33.08-0.24%0.0034✗0.67744k2021-12-22
SKLSKALEEthereum0.20390.203566-0.16%0.2077+1.86%0.0276✗1.198.6M2021-12-22
BICOBiconomyEthereum3.613.604-0.17%3.59-0.55%0.0024✗1.0012.1M2021-12-22
ASMAssemble AIEthereum0.102290.102117-0.17%0.0942-7.91%0.0712✓1.516.8M2021-12-22
JUVJuventus Fan TokenSolana8.698.675-0.17%8.83+1.61%0.0226✗0.77934k2021-12-22
ANKRAnkr NetworkEthereum0.104310.104129-0.17%0.10602+1.64%0.0214✗0.54143k2021-12-22
SOLSolanaSolana179.75179.4204-0.18%178.45-0.72%0.0009✓1.01275.4M2021-12-22
AUCTIONBounceEthereum24.7424.6933-0.19%24.51-0.93%0.0008✓1.062.8M2021-12-22
EWTEnergy Web TokenEthereum10.25810.2381-0.19%10.14-1.15%0.0056✓0.64388k2021-12-22
GRTThe GraphEthereum0.70970.708298-0.20%0.6944-2.16%0.0117✓1.2915.1M2021-12-22
KSMKusamaHydration267.01266.4694-0.20%273.22+2.33%0.0318✗1.081.5M2021-12-22
MINAMina Protocolnative3.243.2328-0.22%3.31+2.16%0.0297✗0.97807k2021-12-22
LTCLitecoinLitecoin154.8154.4455-0.23%155.44+0.41%0.0152✗1.4060.7M2021-12-22
GITCOINGITCOIN9.4639.4413-0.23%10.58+11.80%0.1128✗-0.17119k2021-12-22
ACHAlchemy PayEthereum0.0616640.06152-0.23%0.060937-1.18%0.0001✓1.4913.0M2021-12-22
POWRPowerledgerEthereum0.44850.447435-0.24%0.4511+0.58%0.0171✗1.421.8M2021-12-22
XTZTezosTezos4.23564.2254-0.24%4.5418+7.23%0.0804✗1.304.7M2021-12-22
DASHDashDash133.6133.2681-0.25%135.16+1.17%0.0219✗1.252.2M2021-12-22
TRACOriginTrailEthereum1.10441.1015-0.26%1.0889-1.40%0.0020✓1.523.3M2021-12-22
BNTBancor NetworkEthereum3.333.3213-0.26%3.39+1.80%0.0266✗0.981.3M2021-12-22
KCSKuCoinnative21.87521.8172-0.26%21.435-2.01%0.0071✓1.6922.7M2021-12-22
AGLDAdventure GoldEthereum1.631.6256-0.27%1.6-1.84%0.0052✓1.701.8M2021-12-22
RADRadworksEthereum9.799.7625-0.28%10.02+2.35%0.0320✗0.951.9M2021-12-22
LEOLEO TokenEthereum3.6013.5909-0.28%3.5995-0.04%0.0018✓-0.09372k2021-12-22
CTKShentuOsmosis1.7761.7709-0.29%1.801+1.41%0.0249✗1.296.8M2021-12-22
SHIBShiba InuEthereum0.000032850.000032751-0.30%0.000035+6.54%0.0727✗1.001.8M2021-12-22
TWTTrust WalletBinance Smart Chain0.720.7178-0.31%0.7367+2.32%0.0336✗1.227.7M2021-12-22
AMPAmpEthereum0.048380.048231-0.31%0.05029+3.95%0.0478✗0.9515.8M2021-12-22
MEDMediblocOsmosis0.05620.056021-0.32%0.05685+1.16%0.0217✗1.1222k2021-12-22
PORTOFC PortoBinance Smart Chain3.19063.1803-0.32%3.2372+1.46%0.0253✗1.214.7M2021-12-22
BATBasic AttentionEthereum1.16641.1626-0.33%1.1865+1.72%0.0313✗1.751.5M2021-12-22
GTCGitcoinEthereum9.549.5084-0.33%10.62+11.32%0.1098✗-0.123.7M2021-12-22
ENJEnjin CoinEthereum2.4372.4289-0.33%2.579+5.83%0.0657✗0.923.2M2021-12-22
XVGVergenative0.017350.017292-0.33%0.01724-0.63%0.0044✗1.183.1M2021-12-22
ARPAARPAEthereum0.09920.098867-0.34%0.1026+3.43%0.0456✗1.353.3M2021-12-22
OXTOrchid ProtocolEthereum0.36970.368455-0.34%0.3774+2.08%0.0321✗1.306.6M2021-12-22
LAZIOLazio Fan TokenBinance Smart Chain5.01094.9939-0.34%5.0655+1.09%0.0228✗1.375.2M2021-12-22
ZENHorizenBase64.3764.1423-0.35%68+5.64%0.0679✗1.521.9M2021-12-22
VSYSV.SYSTEMSnative0.019710.019639-0.36%0.0194-1.57%0.0088✓0.5561k2021-12-22
DEXEDeXeEthereum12.2412.193-0.38%12.18-0.49%0.0030✓-0.315.7M2021-12-22
IMXImmutableEthereum4.614.591-0.41%4.53-1.74%0.0071✓1.002.5M2021-12-22
LSKLiskEthereum2.43472.4247-0.41%2.4567+0.90%0.0207✗1.20169k2021-12-22
OGNOrigin TokenEthereum0.6240.621362-0.42%0.634+1.60%0.0278✗1.223.2M2021-12-22
SANTOSSantos FC Fan TokenBinance Smart Chain3.8333.8166-0.43%3.759-1.93%0.0089✓1.003.6M2021-12-22
SCSiacoinnative0.015760.015692-0.43%0.01601+1.59%0.0258✗0.921.6M2021-12-22
CITYManchester City Fan TokenSolana9.969.917-0.43%10.37+4.12%0.0493✗0.741.9M2021-12-22
UMAUMAEthereum98.9606-0.44%9.46+5.11%0.0611✗1.094.1M2021-12-22
CVCCivicEthereum0.33280.331329-0.44%0.3409+2.43%0.0340✗0.89544k2021-12-22
SUPERSuperVerseEthereum1.191.1847-0.45%1.21+1.68%0.0274✗1.002.4M2021-12-22
XPRXPR NetworkEthereum0.018060.017978-0.46%0.0179-0.89%0.0035✓1.263.6M2021-12-22
OMGOMG NetworkEthereum6.13546.1068-0.47%6.5402+6.60%0.0760✗1.19833k2021-12-22
CTSICartesiEthereum0.67120.668051-0.47%0.6893+2.70%0.0391✗1.237.1M2021-12-22
LPTLivepeerEthereum36.5336.3586-0.47%41.49+13.58%0.1429✗1.745.5M2021-12-22
CRVCurve DAOEthereum4.624.5967-0.50%5.05+9.31%0.1026✗1.3628.7M2021-12-22
MOVRMoonriverBase183.964183.0311-0.51%181.9072-1.12%0.0010✓1.14853k2021-12-22
ATMAtletico Madrid Fan TokenSolana7.77.6586-0.54%7.93+2.99%0.0388✗0.631.1M2021-12-22
MASKMask NetworkEthereum10.9310.8709-0.54%11.08+1.37%0.0222✗0.514.1M2021-12-22
HIVEHivenative1.47581.4676-0.56%1.5055+2.01%0.0337✗1.3111.9M2021-12-22
ENSEthereum Name ServiceEthereum40.9240.689-0.56%45.03+10.04%0.1130✗1.8513.1M2021-12-22
API3Api3Ethereum4.944.9114-0.58%5.04+2.02%0.0321✗1.001.9M2021-12-22
CELLCellframeEthereum1.1321.1253-0.59%1.31+15.72%0.1582✗1.00215k2021-12-22
STORJStorjEthereum1.80941.7974-0.66%1.9655+8.63%0.0938✗0.701.4M2021-12-22
YFIyearn.financeEthereum34,696.9934,462.66-0.68%31,630.71-8.84%0.0824✓0.536.8M2021-12-22
ZECZcashZcash162.44161.277-0.72%165.84+2.09%0.0365✗1.3613.6M2021-12-22
UOSUltraEthereum1.50071.4894-0.75%1.6078+7.14%0.0828✗1.017.8M2021-12-22
MANADecentralandEthereum3.28693.2623-0.75%3.2895+0.08%0.0136✗0.8510.1M2021-12-22
GODSGods UnchainedEthereum5.665.6174-0.75%5.45-3.71%0.0240✓1.007.1M2021-12-22
XYOXYO NetworkEthereum0.0382970.03797-0.85%0.036887-3.68%0.0225✓1.0215.0M2021-12-22
IOTAIOTAIOTA1.31471.3032-0.87%1.2709-3.33%0.0184✓1.0623.6M2021-12-22
AVAXAvalancheAvalanche123.27122.1409-0.92%116.66-5.36%0.0387✓1.15164.3M2021-12-22
BFCBifrostEthereum0.2060.203794-1.07%0.20351-1.21%0.0088✓1.6334k2021-12-22
LRCLoopringEthereum2.40152.3734-1.17%2.1998-8.40%0.0634✓2.002.4M2021-12-22
JASMYJasmyCoinEthereum0.097770.096508-1.29%0.0877-10.30%0.0879✓1.2422.6M2021-12-22
LCXLCXEthereum0.22240.219351-1.37%0.2119-4.72%0.0274✓1.154.2M2021-12-22
DUSKDUSKEthereum0.6020.592294-1.61%0.6721+11.64%0.1380✗1.8412.4M2021-12-22
SPELLSpellEthereum0.022940.022444-2.16%0.02388+4.10%0.0683✗1.0033.0M2021-12-22
Δ columns are percentage price moves; alpha err and the hit column are in beta-adjusted log-return space, which is what the model actually predicts. “pending” means the horizon has not matured yet. Rows are capped for readability — add &limit=2000 to widen.