gru_s3
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
+0.0728 t=+12.0
265 days · 179k token-days
+1d · long-short decile
+0.84%
beta-adjusted alpha per period, before costs
+1d · direction hit
55.8%
in alpha space · 54.5% on raw price
+7d · rank IC
+0.0862 t=+14.6
265 days · 178k token-days
+7d · long-short decile
+1.95%
beta-adjusted alpha per period, before costs
+7d · direction hit
60.7%
in alpha space · 61.1% on raw price
+30d · rank IC
+0.1199 t=+19.4
265 days · 177k token-days
+30d · long-short decile
+7.61%
beta-adjusted alpha per period, before costs
+30d · direction hit
59.9%
in alpha space · 67.2% 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_s3//model.pt
- cell type
- gru
- parameters
- 250,771
- target
- beta
- horizons
- 1d, 7d, 30d
- calibration slopes
- 0.75, 0.55, 0.55
- data window
- 2021-10-20 → 2026-10-21
- train / val boundary
- 2025-05-08
- val / test boundary
- 2026-01-28
- registered
- 2026-10-21 18:30:16Z
- notes
- A/B arm: gru seed 3, 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 | +0.55% | +0.041 | +0.32% | +0.019 | +3.00% |
| 2026-01-27 | held out | 808 | +0.05% | -0.051 | -0.13% | +0.073 | +1.57% | +0.031 | +4.64% |
| 2026-01-26 | held out | 809 | +0.98% | +0.016 | +2.32% | +0.027 | +0.17% | +0.026 | +0.93% |
| 2026-01-25 | held out | 804 | +1.95% | +0.046 | -0.56% | +0.036 | -1.00% | +0.033 | -3.40% |
| 2026-01-24 | held out | 803 | -2.83% | +0.101 | +2.00% | +0.029 | -3.29% | +0.025 | +0.66% |
| 2026-01-23 | held out | 804 | -0.44% | +0.054 | +0.35% | +0.001 | -0.86% | +0.012 | -8.05% |
| 2026-01-22 | held out | 804 | +0.01% | +0.093 | +1.92% | +0.009 | -1.71% | +0.012 | -1.70% |
| 2026-01-21 | held out | 800 | +0.11% | -0.016 | +1.35% | +0.035 | +1.64% | +0.016 | -3.07% |
| 2026-01-20 | held out | 799 | +1.19% | +0.035 | +1.31% | +0.025 | +1.95% | +0.014 | +1.04% |
| 2026-01-19 | held out | 797 | -4.59% | +0.007 | +0.68% | +0.072 | +1.32% | -0.006 | -1.93% |
| 2026-01-18 | held out | 802 | -1.15% | +0.079 | -1.16% | +0.108 | +1.64% | -0.013 | -7.16% |
| 2026-01-17 | held out | 804 | -1.55% | +0.025 | -0.30% | +0.048 | -2.74% | -0.058 | -10.47% |
| 2026-01-16 | held out | 803 | -0.41% | +0.194 | +1.08% | +0.092 | -2.75% | -0.026 | -8.35% |
| 2026-01-15 | held out | 805 | -0.09% | -0.017 | -0.86% | +0.080 | -1.28% | -0.042 | -6.66% |
| 2026-01-14 | held out | 804 | -1.41% | +0.096 | +0.39% | +0.070 | -3.56% | -0.019 | -7.22% |
| 2026-01-13 | held out | 804 | +1.65% | +0.187 | +3.16% | +0.144 | -0.94% | -0.042 | -4.00% |
| 2026-01-12 | held out | 802 | +4.60% | +0.085 | +1.93% | +0.136 | +0.69% | -0.003 | -2.83% |
| 2026-01-11 | held out | 796 | +0.35% | +0.133 | -0.09% | +0.172 | +0.95% | +0.033 | -3.36% |
| 2026-01-10 | held out | 797 | +0.55% | +0.031 | -1.30% | +0.118 | +6.12% | +0.011 | -5.81% |
| 2026-01-09 | held out | 801 | -0.16% | +0.038 | -1.09% | +0.088 | +2.33% | +0.014 | +0.59% |
| 2026-01-08 | held out | 801 | -0.56% | +0.032 | +0.36% | +0.133 | +2.38% | +0.001 | +1.72% |
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 | +0.075 | 55.9% | +0.87% | +0.096 | 62.9% | +0.92% | +0.009 | 47.2% | -1.54% | 28 |
| 2025-12 | +0.038 | 56.5% | +1.05% | +0.052 | 60.2% | +3.25% | +0.071 | 61.7% | +5.47% | 31 |
| 2025-11 | +0.073 | 51.1% | +1.53% | +0.075 | 45.2% | +3.94% | +0.082 | 60.2% | +8.47% | 30 |
| 2025-10 | +0.059 | 59.2% | +0.62% | +0.050 | 65.6% | -0.01% | +0.156 | 46.1% | +14.68% | 31 |
| 2025-09 | +0.068 | 58.8% | +0.23% | +0.052 | 71.3% | +0.06% | +0.064 | 84.7% | +0.40% | 30 |
| 2025-08 | +0.074 | 49.8% | +0.47% | +0.071 | 49.8% | +1.24% | +0.124 | 58.3% | +7.51% | 31 |
| 2025-07 | +0.089 | 53.5% | +1.00% | +0.109 | 53.8% | +2.80% | +0.120 | 51.9% | +6.61% | 31 |
| 2025-06 | +0.078 | 59.4% | +0.74% | +0.086 | 72.3% | +0.72% | +0.170 | 61.9% | +9.20% | 30 |
| 2025-05 | +0.112 | 59.5% | +1.16% | +0.218 | 67.8% | +5.34% | +0.323 | 68.8% | +19.75% | 23 |