gru_s4
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 + live — 2.3M assessed, 56k still pending a matured horizon.
Out-of-sample skill by horizon
+1d · rank IC
+0.0585 t=+16.2
530 days · 415k token-days
+1d · long-short decile
+0.96%
beta-adjusted alpha per period, before costs
+1d · direction hit
53.0%
in alpha space · 51.8% on raw price
+7d · rank IC
+0.0724 t=+20.5
524 days · 408k token-days
+7d · long-short decile
+3.38%
beta-adjusted alpha per period, before costs
+7d · direction hit
58.0%
in alpha space · 57.0% on raw price
+30d · rank IC
+0.0979 t=+23.9
501 days · 384k token-days
+30d · long-short decile
+11.75%
beta-adjusted alpha per period, before costs
+30d · direction hit
57.6%
in alpha space · 59.4% 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_s4//model.pt
- cell type
- gru
- parameters
- 250,771
- target
- beta
- horizons
- 1d, 7d, 30d
- calibration slopes
- 0.85, 0.75, 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 18:31:04Z
- notes
- A/B arm: gru seed 4, 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% | +0.014 | +0.02% | – | – | – | – |
| 2026-10-19 | held out | 995 | +1.34% | +0.110 | +4.02% | – | – | – | – |
| 2026-10-18 | held out | 994 | -0.21% | +0.035 | +5.06% | – | – | – | – |
| 2026-10-17 | held out | 994 | +0.77% | -0.031 | -2.83% | – | – | – | – |
| 2026-10-16 | held out | 994 | -0.15% | +0.009 | -1.05% | – | – | – | – |
| 2026-10-15 | held out | 996 | -0.76% | +0.053 | -1.36% | – | – | – | – |
| 2026-10-14 | held out | 996 | +0.68% | +0.070 | +2.06% | +0.092 | +9.80% | – | – |
| 2026-10-13 | held out | 996 | -1.85% | +0.095 | -0.22% | +0.114 | +7.93% | – | – |
| 2026-10-12 | held out | 996 | +1.66% | +0.047 | -0.65% | +0.048 | +0.44% | – | – |
| 2026-10-11 | held out | 995 | -2.31% | +0.106 | +0.71% | +0.103 | +2.19% | – | – |
| 2026-10-10 | held out | 993 | +0.93% | -0.007 | +0.84% | +0.039 | +4.99% | – | – |
| 2026-10-09 | held out | 994 | +0.44% | +0.064 | +4.46% | +0.081 | +10.69% | – | – |
| 2026-10-08 | held out | 994 | +1.04% | +0.075 | +2.47% | +0.093 | +13.70% | – | – |
| 2026-10-07 | held out | 994 | -1.90% | +0.013 | -2.48% | +0.082 | +8.92% | – | – |
| 2026-10-06 | held out | 994 | -2.65% | +0.099 | +3.76% | +0.074 | +8.73% | – | – |
| 2026-10-05 | held out | 994 | -0.24% | +0.085 | +1.60% | +0.066 | +5.22% | – | – |
| 2026-10-04 | held out | 990 | -0.88% | +0.050 | +0.72% | +0.093 | +3.56% | – | – |
| 2026-10-03 | held out | 990 | +2.08% | +0.077 | -1.11% | +0.099 | +2.82% | – | – |
| 2026-10-02 | held out | 990 | +0.28% | -0.071 | -0.48% | +0.049 | -3.68% | – | – |
| 2026-10-01 | held out | 988 | -0.41% | +0.118 | +5.11% | +0.092 | +6.58% | – | – |
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 | +0.051 | 56.6% | +1.03% | +0.080 | 70.5% | +5.85% | – | – | – | 20 |
| 2026-09 | +0.067 | 51.7% | +1.77% | +0.080 | 51.4% | +6.51% | +0.190 | 56.6% | +35.31% | 30 |
| 2026-08 | +0.048 | 53.9% | +0.78% | +0.070 | 57.3% | +3.85% | +0.136 | 62.7% | +17.65% | 31 |
| 2026-07 | +0.042 | 51.6% | +1.45% | +0.024 | 62.1% | +4.37% | +0.033 | 60.1% | +11.76% | 31 |
| 2026-06 | +0.036 | 48.1% | +0.95% | +0.028 | 52.6% | +2.40% | +0.064 | 56.1% | +15.73% | 30 |
| 2026-05 | +0.071 | 53.4% | +1.00% | +0.090 | 56.3% | +5.30% | +0.007 | 62.6% | +8.29% | 31 |
| 2026-04 | +0.066 | 56.7% | +0.93% | +0.054 | 60.2% | +2.34% | +0.074 | 56.4% | +7.83% | 30 |
| 2026-03 | +0.028 | 49.7% | +0.62% | +0.031 | 57.2% | +2.10% | +0.070 | 54.6% | +10.55% | 31 |
| 2026-02 | +0.033 | 49.8% | +0.67% | +0.064 | 49.7% | +4.25% | +0.062 | 46.0% | +12.72% | 28 |
| 2026-01 | +0.068 | 55.8% | +0.85% | +0.083 | 61.3% | +1.47% | -0.001 | 46.6% | +7.04% | 31 |
| 2025-12 | +0.037 | 48.9% | +1.05% | +0.056 | 53.2% | +4.09% | +0.052 | 55.0% | +4.20% | 31 |
| 2025-11 | +0.071 | 52.1% | +1.71% | +0.095 | 44.0% | +4.36% | +0.108 | 49.8% | +13.31% | 30 |
| 2025-10 | +0.054 | 53.6% | +0.57% | +0.057 | 65.0% | +0.77% | +0.176 | 49.6% | +19.19% | 31 |
| 2025-09 | +0.064 | 58.1% | +0.52% | +0.055 | 71.2% | +2.35% | +0.049 | 84.6% | +4.46% | 30 |
| 2025-08 | +0.059 | 49.4% | +0.41% | +0.079 | 49.2% | +1.77% | +0.134 | 57.9% | +6.87% | 31 |
| 2025-07 | +0.089 | 53.4% | +1.02% | +0.113 | 53.7% | +3.88% | +0.136 | 51.1% | +8.23% | 31 |
| 2025-06 | +0.076 | 57.9% | +0.72% | +0.088 | 71.6% | +0.88% | +0.151 | 62.4% | +5.16% | 30 |
| 2025-05 | +0.102 | 55.1% | +1.31% | +0.190 | 66.3% | +6.47% | +0.300 | 70.5% | +21.24% | 23 |