2021-12-21 · +7d

gru_s4 · 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 +30d asset cohort only

rank IC

+0.2543

136 of 136 tokens assessed

long-short decile

+10.21%

realised beta-adjusted alpha

direction hit

58.1%

in alpha space · 55.9% on raw price

BTC over horizon

-2.80%

the unhedgeable market factor

Predicted vs actual (136 rows, sorted by pred)

token	name	chain	anchor px	pred px ▾	pred Δ	actual px	actual Δ	alpha err	hit	β90d	vol 30d	target
NAKA	Nakamoto Games	Polygon	1.6866	1.736	+2.93%	1.71	+1.39%	0.0002	✓	0.52	8.7M	2021-12-28
AAVE	Aave	Ethereum	186.16	189.9362	+2.03%	252.64	+35.71%	0.3129	✓	0.97	11.0M	2021-12-28
PHA	PHALA	Ethereum	0.357	0.363903	+1.93%	0.423	+18.49%	0.1716	✓	0.74	54k	2021-12-28
COMP	Compound	Ethereum	194.4	197.4848	+1.59%	209	+7.51%	0.0867	✓	1.05	228k	2021-12-28
1INCH	1INCH	Ethereum	2.44	2.4763	+1.49%	2.54	+4.10%	0.0524	✓	0.95	4.8M	2021-12-28
DYDX	dYdX	Cosmos	7.512	7.6162	+1.39%	10.128	+34.82%	0.3227	✓	1.32	635k	2021-12-28
AGLD	Adventure Gold	Ethereum	1.63	1.6516	+1.33%	1.77	+8.59%	0.1175	✓	1.70	1.8M	2021-12-28
ATM	Atletico Madrid Fan Token	Solana	7.7	7.795	+1.23%	7.57	-1.69%	0.0113	✓	0.63	1.1M	2021-12-28
SNX	Synthetix	Ethereum	5.36	5.4252	+1.22%	5.85	+9.14%	0.1062	✓	1.08	5.5M	2021-12-28
XMR	Monero	Monero	188.96	191.2529	+1.21%	208.62	+10.40%	0.1140	✓	0.95	2.9M	2021-12-28
PSG	Paris Saint-Germain Fan Token	Solana	15.05	15.2205	+1.13%	16.17	+7.44%	0.0794	✓	0.67	1.6M	2021-12-28
MTL	Metal DAO	Metal L2	2.128	2.1512	+1.09%	2.108	-0.94%	0.0114	✓	1.11	3.3M	2021-12-28
ASR	AS Roma Fan Token	Solana	3.799	3.8384	+1.04%	4.564	+20.14%	0.1925	✓	0.68	544k	2021-12-28
DOGE	Dogecoin	Dogecoin	0.170906	0.172656	+1.02%	0.173745	+1.66%	0.0376	✓	1.10	5.5M	2021-12-28
BAR	FC Barcelona Fan Token	Solana	8.47	8.5552	+1.01%	9.7	+14.52%	0.1443	✓	0.66	1.2M	2021-12-28
UNI	Uniswap	Ethereum	15.06	15.2026	+0.95%	18.4	+22.18%	0.2271	✓	1.27	14.2M	2021-12-28
TKO	Tokocrypto	Binance Smart Chain	1.221	1.2325	+0.94%	1.28	+4.83%	0.0657	✓	0.98	4.4M	2021-12-28
OG	OG Fan Token	Solana	3.946	3.9822	+0.92%	5.349	+35.55%	0.3180	✓	0.80	734k	2021-12-28
TRB	Tellor Tributes	Ethereum	32.03	32.3048	+0.86%	35.02	+9.33%	0.1235	✓	1.50	1.5M	2021-12-28
ICP	Internet Computer	Ethereum	23.11	23.3027	+0.83%	24.71	+6.92%	0.0966	✓	1.34	20.8M	2021-12-28
RLC	iExec RLC	Ethereum	2.94	2.9638	+0.81%	3.03	+3.06%	0.0587	✓	1.29	3.1M	2021-12-28
CERE	Cere Network	Ethereum	0.0688	0.069352	+0.80%	0.0659	-4.22%	0.0123	✗	1.36	2.7M	2021-12-28
DKA	dKargo	Ethereum	0.11184	0.112724	+0.79%	0.11446	+2.34%	0.0466	✓	1.10	30k	2021-12-28
DODO	DODO	Ethereum	0.865	0.871815	+0.79%	0.911	+5.32%	0.0858	✓	1.47	9.9M	2021-12-28
COTI	COTI	Ethereum	0.3132	0.315629	+0.78%	0.3781	+20.72%	0.2220	✓	1.45	4.9M	2021-12-28
RIF	Rootstock Infrastructure Framework	Ethereum	0.2099	0.21151	+0.77%	0.1998	-4.81%	0.0321	✗	0.87	756k	2021-12-28
GT	Gate	Ethereum	6.0446	6.0905	+0.76%	6.459	+6.86%	0.0819	✓	0.81	4.9M	2021-12-28
LAZIO	Lazio Fan Token	Binance Smart Chain	5.0109	5.0474	+0.73%	5.0292	+0.37%	0.0353	✓	1.37	5.2M	2021-12-28
XEM	NEM	native	0.128	0.128923	+0.72%	0.1284	+0.31%	0.0268	✓	1.09	202k	2021-12-28
SUN	Sun Token	Tron	0.02275	0.022899	+0.66%	0.021978	-3.39%	0.0066	✗	1.21	1.9M	2021-12-28
DOT	Polkadot	Polkadot	25.17	25.3239	+0.61%	27.84	+10.61%	0.1301	✓	1.24	75.1M	2021-12-28
BCH	Bitcoin Cash	Bitcoin Cash	437.94	440.5574	+0.60%	438.74	+0.18%	0.0252	✓	1.03	14.2M	2021-12-28
JUV	Juventus Fan Token	Solana	8.69	8.7409	+0.59%	9.08	+4.49%	0.0600	✓	0.77	934k	2021-12-28
BAND	Band	Ethereum	5.32	5.351	+0.58%	5.34	+0.38%	0.0316	✓	1.18	2.8M	2021-12-28
ACM	AC Milan Fan Token	Solana	5.077	5.1053	+0.56%	5.695	+12.17%	0.1273	✓	0.63	1.0M	2021-12-28
XPR	XPR Network	Ethereum	0.01806	0.018158	+0.54%	0.01651	-8.58%	0.0594	✗	1.26	3.6M	2021-12-28
NANO	nanopay	Base	3.4308	3.4494	+0.54%	3.7465	+9.20%	0.1123	✓	1.04	819k	2021-12-28
WBTC	Wrapped Bitcoin	Ethereum	48,448.30	48,708.34	+0.54%	47,383.60	-2.20%	0.0004	✓	0.99	15k	2021-12-28
TWT	Trust Wallet	Binance Smart Chain	0.72	0.723862	+0.54%	0.7165	-0.49%	0.0244	✓	1.22	7.7M	2021-12-28
ARPA	ARPA	Ethereum	0.0992	0.099715	+0.52%	0.1045	+5.34%	0.0853	✓	1.35	3.3M	2021-12-28
LINK	Chainlink	Ethereum	19.44	19.539	+0.51%	20.36	+4.73%	0.0774	✓	1.27	69.7M	2021-12-28
XVS	Venus	Ethereum	15.28	15.3578	+0.51%	15.54	+1.70%	0.0443	✓	1.14	6.2M	2021-12-28
ORBS	Orbs	Ethereum	0.0861	0.086536	+0.51%	0.0838	-2.67%	0.0008	✓	1.10	24k	2021-12-28
XEC	eCash	native	0.00010928	0.000109804	+0.48%	0.00010951	+0.21%	0.0256	✓	0.99	12.6M	2021-12-28
AUCTION	Bounce	Ethereum	24.74	24.8545	+0.46%	25.42	+2.75%	0.0528	✓	1.06	2.8M	2021-12-28
BTC	Bitcoin	Bitcoin	48,914.70	49,132.89	+0.45%	47,543.09	-2.80%	0.0045	✗	1.00	754.4M	2021-12-28
NMR	Numeraire	Ethereum	33.16	33.3078	+0.45%	33.51	+1.06%	0.0250	✓	0.67	744k	2021-12-28
DASH	Dash	Dash	133.6	134.1514	+0.41%	134.75	+0.86%	0.0400	✓	1.25	2.2M	2021-12-28
TRX	TRON	Tron	0.07885	0.079175	+0.41%	0.077218	-2.07%	0.0024	✓	0.96	787k	2021-12-28
SUSHI	Sushi	Ethereum	5.85	5.8707	+0.35%	9.06	+54.87%	0.4714	✓	1.32	13.8M	2021-12-28
GRT	The Graph	Ethereum	0.7097	0.712188	+0.35%	0.6659	-6.17%	0.0306	✗	1.29	15.1M	2021-12-28
CBK	Cobak	Ethereum	2.907	2.9172	+0.35%	2.98	+2.51%	0.0453	✓	0.84	104k	2021-12-28
LTC	Litecoin	Litecoin	154.8	155.3118	+0.33%	145.67	-5.90%	0.0243	✗	1.40	60.7M	2021-12-28
QTUM	Qtum	Qtum	9.2185	9.2488	+0.33%	9.0923	-1.37%	0.0241	✓	1.45	349k	2021-12-28
FTT	FTX	Ethereum	41.96	42.0937	+0.32%	40.01	-4.65%	0.0206	✗	1.06	25.2M	2021-12-28
QNT	Quant	Ethereum	186.26	186.8382	+0.31%	188.78	+1.35%	0.0363	✓	0.91	12.3M	2021-12-28
ADA	Cardano	Cardano	1.2801	1.284	+0.31%	1.3998	+9.35%	0.1156	✓	1.03	131.8M	2021-12-28
SOL	Solana	Solana	179.75	180.2931	+0.30%	177.27	-1.38%	0.0118	✓	1.01	275.4M	2021-12-28
KSM	Kusama	Hydration	267.01	267.7089	+0.26%	294.8	+10.41%	0.1271	✓	1.08	1.5M	2021-12-28
ETC	Ethereum Classic	native	35.33	35.4178	+0.25%	34.96	-1.05%	0.0167	✓	1.04	6.5M	2021-12-28
MED	Medibloc	Osmosis	0.0562	0.056326	+0.22%	0.05427	-3.43%	0.0052	✗	1.12	22k	2021-12-28
SKL	SKALE	Ethereum	0.2039	0.204296	+0.19%	0.2199	+7.85%	0.1076	✓	1.19	8.6M	2021-12-28
BCHSV	Bitcoin Cash SV		124.64	124.8816	+0.19%	121.77	-2.30%	0.0028	✓	0.98	2.5M	2021-12-28
ATOM	Cosmos Hub	Cosmos	23.65	23.6936	+0.18%	26.57	+12.35%	0.1394	✓	0.87	41.0M	2021-12-28
ALGO	Algorand	Algorand	1.3577	1.36	+0.17%	1.4667	+8.03%	0.1054	✓	1.05	35.7M	2021-12-28
XYM	Symbol	native	0.2431	0.243462	+0.15%	0.2158	-11.23%	0.1076	✗	0.46	428k	2021-12-28
KNC	Kyber Network Crystal	Ethereum	1.2842	1.286	+0.14%	1.3011	+1.32%	0.0423	✓	1.08	1.6M	2021-12-28
CTK	Shentu	Osmosis	1.776	1.7785	+0.14%	1.664	-6.31%	0.0298	✗	1.29	6.8M	2021-12-28
LSK	Lisk	Ethereum	2.4347	2.4378	+0.13%	2.4846	+2.05%	0.0532	✓	1.20	169k	2021-12-28
CHZ	Chiliz	Ethereum	0.2803	0.280642	+0.12%	0.3033	+8.21%	0.1135	✓	1.26	7.0M	2021-12-28
FIL	Filecoin	Filecoin	35.31	35.3494	+0.11%	36.25	+2.66%	0.0540	✓	1.01	21.2M	2021-12-28
XLM	Stellar	Stellar	0.267972	0.268079	+0.04%	0.274101	+2.29%	0.0503	✓	0.99	40.4M	2021-12-28
XVG	Verge	native	0.01735	0.017346	-0.02%	0.0176	+1.44%	0.0480	✗	1.18	3.1M	2021-12-28
VSYS	V.SYSTEMS	native	0.01971	0.019705	-0.02%	0.01993	+1.12%	0.0270	✗	0.55	61k	2021-12-28
BEL	Bella Protocol	Ethereum	1.482	1.4814	-0.04%	1.537	+3.71%	0.0743	✗	1.32	5.6M	2021-12-28
OMG	OMG Network	Ethereum	6.1354	6.1325	-0.05%	6.2683	+2.17%	0.0557	✗	1.19	833k	2021-12-28
ZRX	0x Protocol	Ethereum	0.783071	0.782478	-0.08%	0.798687	+1.99%	0.0509	✗	1.07	4.8M	2021-12-28
MOVR	Moonriver	Base	183.964	183.8077	-0.08%	190.178	+3.38%	0.0665	✗	1.14	853k	2021-12-28
UMA	UMA	Ethereum	9	8.9919	-0.09%	9.59	+6.56%	0.0954	✗	1.09	4.1M	2021-12-28
METRONOME	METRONOME		4.9779	4.9727	-0.10%	4.8047	-3.48%	0.0127	✓	0.76	31k	2021-12-28
BNT	Bancor Network	Ethereum	3.33	3.3257	-0.13%	3.34	+0.30%	0.0323	✗	0.98	1.3M	2021-12-28
BICO	Biconomy	Ethereum	3.61	3.6048	-0.14%	4.38	+21.33%	0.2232	✗	1.00	12.1M	2021-12-28
MINA	Mina Protocol	native	3.24	3.235	-0.16%	3.52	+8.64%	0.1121	✗	0.97	807k	2021-12-28
ACH	Alchemy Pay	Ethereum	0.061664	0.06146	-0.33%	0.05923	-3.95%	0.0055	✗	1.49	13.0M	2021-12-28
CITY	Manchester City Fan Token	Solana	9.96	9.9266	-0.34%	10.76	+8.03%	0.1018	✗	0.74	1.9M	2021-12-28
POWR	Powerledger	Ethereum	0.4485	0.446872	-0.36%	0.4301	-4.10%	0.0021	✓	1.42	1.8M	2021-12-28
PORTO	FC Porto	Binance Smart Chain	3.1906	3.178	-0.39%	3.3661	+5.50%	0.0918	✗	1.21	4.7M	2021-12-28
TRAC	OriginTrail	Ethereum	1.1044	1.0999	-0.40%	1.2569	+13.81%	0.1766	✗	1.52	3.3M	2021-12-28
ETH	Ethereum	Ethereum	4,017.11	4,000.53	-0.41%	3,793.67	-5.56%	0.0229	✓	1.06	768.5M	2021-12-28
ZEN	Horizen	Base	64.37	64.0604	-0.48%	63.32	-1.63%	0.0316	✗	1.52	1.9M	2021-12-28
ASM	Assemble AI	Ethereum	0.10229	0.101796	-0.48%	0.08977	-12.24%	0.0829	✓	1.51	6.8M	2021-12-28
AMP	Amp	Ethereum	0.04838	0.048144	-0.49%	0.05063	+4.65%	0.0773	✗	0.95	15.8M	2021-12-28
AXS	Axie Infinity	Ethereum	97.27	96.7699	-0.51%	99.74	+2.54%	0.0575	✗	0.96	9.8M	2021-12-28
XTZ	Tezos	Tezos	4.2356	4.2122	-0.55%	4.4909	+6.03%	0.1011	✗	1.30	4.7M	2021-12-28
DNT	district0x	Ethereum	0.135	0.13417	-0.61%	0.1358	+0.59%	0.0428	✗	1.08	559k	2021-12-28
OGN	Origin Token	Ethereum	0.624	0.61979	-0.67%	0.64	+2.56%	0.0669	✗	1.22	3.2M	2021-12-28
OXT	Orchid Protocol	Ethereum	0.3697	0.367139	-0.69%	0.3842	+3.92%	0.0823	✗	1.30	6.6M	2021-12-28
ZEC	Zcash	Zcash	162.44	161.2967	-0.70%	149.45	-8.00%	0.0375	✓	1.36	13.6M	2021-12-28
LEO	LEO Token	Ethereum	3.601	3.5747	-0.73%	3.6	-0.03%	0.0045	✓	-0.09	372k	2021-12-28
DEXE	DeXe	Ethereum	12.24	12.1381	-0.83%	12.05	-1.55%	0.0162	✓	-0.31	5.7M	2021-12-28
RAD	Radworks	Ethereum	9.79	9.7066	-0.85%	11.66	+19.10%	0.2104	✗	0.95	1.9M	2021-12-28
CTSI	Cartesi	Ethereum	0.6712	0.665224	-0.89%	0.7106	+5.87%	0.1011	✗	1.23	7.1M	2021-12-28
ENJ	Enjin Coin	Ethereum	2.437	2.4136	-0.96%	2.754	+13.01%	0.1581	✗	0.92	3.2M	2021-12-28
GITCOIN	GITCOIN		9.463	9.37	-0.98%	14.59	+54.18%	0.4379	✗	-0.17	119k	2021-12-28
ANKR	Ankr Network	Ethereum	0.10431	0.103284	-0.98%	0.10316	-1.10%	0.0143	✗	0.54	143k	2021-12-28
IOTA	IOTA	IOTA	1.3147	1.3015	-1.00%	1.4291	+8.70%	0.1238	✗	1.06	23.6M	2021-12-28
EWT	Energy Web Token	Ethereum	10.258	10.1508	-1.05%	9.798	-4.48%	0.0171	✓	0.64	388k	2021-12-28
SC	Siacoin	native	0.01576	0.015586	-1.10%	0.01563	-0.82%	0.0291	✗	0.92	1.6M	2021-12-28
SUPER	SuperVerse	Ethereum	1.19	1.1764	-1.14%	1.18	-0.84%	0.0315	✗	1.00	2.4M	2021-12-28
CVC	Civic	Ethereum	0.3328	0.32899	-1.14%	0.342	+2.76%	0.0640	✗	0.89	544k	2021-12-28
SHIB	Shiba Inu	Ethereum	0.00003285	0.00003246	-1.19%	0.00003492	+6.30%	0.1015	✗	1.00	1.8M	2021-12-28
BAT	Basic Attention	Ethereum	1.1664	1.1525	-1.20%	1.2203	+4.62%	0.1069	✗	1.75	1.5M	2021-12-28
CRV	Curve DAO	Ethereum	4.62	4.5645	-1.20%	4.72	+2.16%	0.0721	✗	1.36	28.7M	2021-12-28
KCS	KuCoin	native	21.875	21.6074	-1.22%	21.506	-1.69%	0.0433	✗	1.69	22.7M	2021-12-28
JASMY	JasmyCoin	Ethereum	0.09777	0.096557	-1.24%	0.07538	-22.90%	0.2124	✓	1.24	22.6M	2021-12-28
LCX	LCX	Ethereum	0.2224	0.219286	-1.40%	0.1923	-13.53%	0.0987	✓	1.15	4.2M	2021-12-28
ENS	Ethereum Name Service	Ethereum	40.92	40.2909	-1.54%	39.7	-2.98%	0.0379	✗	1.85	13.1M	2021-12-28
IMX	Immutable	Ethereum	4.61	4.5378	-1.57%	4.87	+5.64%	0.0991	✗	1.00	2.5M	2021-12-28
LPT	Livepeer	Ethereum	36.53	35.9429	-1.61%	38.45	+5.26%	0.1168	✗	1.74	5.5M	2021-12-28
XYO	XYO Network	Ethereum	0.038297	0.037644	-1.70%	0.033967	-11.31%	0.0738	✓	1.02	15.0M	2021-12-28
SANTOS	Santos FC Fan Token	Binance Smart Chain	3.833	3.7674	-1.71%	3.891	+1.51%	0.0607	✗	1.00	3.6M	2021-12-28
API3	Api3	Ethereum	4.94	4.855	-1.72%	4.56	-7.69%	0.0343	✓	1.00	1.9M	2021-12-28
HIVE	Hive	native	1.4758	1.4499	-1.75%	1.6115	+9.20%	0.1429	✗	1.31	11.9M	2021-12-28
GTC	Gitcoin	Ethereum	9.54	9.3686	-1.80%	14.64	+53.46%	0.4431	✗	-0.12	3.7M	2021-12-28
STORJ	Storj	Ethereum	1.8094	1.7748	-1.91%	1.8135	+0.22%	0.0414	✗	0.70	1.4M	2021-12-28
MASK	Mask Network	Ethereum	10.93	10.7141	-1.97%	11.57	+5.86%	0.0914	✗	0.51	4.1M	2021-12-28
YFI	yearn.finance	Ethereum	34,696.99	33,948.96	-2.16%	28,691.22	-17.31%	0.1531	✓	0.53	6.8M	2021-12-28
BFC	Bifrost	Ethereum	0.206	0.201371	-2.25%	0.2085	+1.21%	0.0811	✗	1.63	34k	2021-12-28
CELL	Cellframe	Ethereum	1.132	1.1059	-2.30%	1.027	-9.28%	0.0456	✓	1.00	215k	2021-12-28
UOS	Ultra	Ethereum	1.5007	1.4636	-2.47%	1.6826	+12.13%	0.1681	✗	1.01	7.8M	2021-12-28
GODS	Gods Unchained	Ethereum	5.66	5.5179	-2.51%	4.5	-20.49%	0.1755	✓	1.00	7.1M	2021-12-28
MANA	Decentraland	Ethereum	3.2869	3.1996	-2.66%	3.3399	+1.61%	0.0671	✗	0.85	10.1M	2021-12-28
LRC	Loopring	Ethereum	2.4015	2.3291	-3.01%	2.0752	-13.59%	0.0586	✓	2.00	2.4M	2021-12-28
AVAX	Avalanche	Avalanche	123.27	119.2264	-3.28%	107.05	-13.16%	0.0750	✓	1.15	164.3M	2021-12-28
SPELL	Spell	Ethereum	0.02294	0.021953	-4.30%	0.02187	-4.66%	0.0247	✓	1.00	33.0M	2021-12-28
DUSK	DUSK	Ethereum	0.602	0.560288	-6.93%	0.7896	+31.16%	0.3955	✗	1.84	12.4M	2021-12-28

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.