2021-12-30 · +30d

gru_s4 · in-sample — the model trained on this date · 137 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

+0.2715

137 of 137 tokens assessed

long-short decile

+24.70%

realised beta-adjusted alpha

direction hit

81.8%

in alpha space · 93.4% on raw price

BTC over horizon

-18.95%

the unhedgeable market factor

Predicted vs actual (137 rows, sorted by pred)

token	name	chain	anchor px	pred px ▾	pred Δ	actual px	actual Δ	alpha err	hit	β90d	vol 30d	target
BCH	Bitcoin Cash	Bitcoin Cash	431.58	438.6952	+1.65%	299.03	-30.71%	0.1703	✗	1.01	9.8M	2022-01-29
XYM	Symbol	native	0.188	0.189895	+1.01%	0.1739	-7.50%	0.0251	✓	0.54	393k	2022-01-29
XVS	Venus	Ethereum	15.37	15.5131	+0.93%	8.22	-46.52%	0.3949	✗	1.14	4.7M	2022-01-29
SNX	Synthetix	Ethereum	5.55	5.564	+0.25%	5.4	-2.70%	0.2118	✓	1.15	4.3M	2022-01-29
DOT	Polkadot	Polkadot	27.53	27.5584	+0.10%	18.75	-31.89%	0.1155	✗	1.28	75.5M	2022-01-29
ASM	Assemble AI	Ethereum	0.08851	0.088552	+0.05%	0.06396	-27.74%	0.0199	✗	1.45	4.0M	2022-01-29
ATM	Atletico Madrid Fan Token	Solana	7.13	7.1217	-0.12%	5.16	-27.63%	0.1880	✓	0.64	1.1M	2022-01-29
ACM	AC Milan Fan Token	Solana	5.079	5.0614	-0.35%	4.042	-20.42%	0.0998	✓	0.60	798k	2022-01-29
LTC	Litecoin	Litecoin	147.94	147.1342	-0.54%	110.84	-25.08%	0.0023	✓	1.36	49.4M	2022-01-29
UNI	Uniswap	Ethereum	17.81	17.7006	-0.61%	11.16	-37.34%	0.1892	✓	1.29	15.5M	2022-01-29
ASR	AS Roma Fan Token	Solana	4.048	4.0215	-0.65%	3.009	-25.67%	0.1532	✓	0.65	514k	2022-01-29
WBTC	Wrapped Bitcoin	Ethereum	47,186.00	46,860.24	-0.69%	38,181.60	-19.08%	0.0004	✓	0.98	9,204	2022-01-29
COMP	Compound	Ethereum	199.64	198.2035	-0.72%	123.06	-38.36%	0.2336	✓	1.16	220k	2022-01-29
ICP	Internet Computer	Ethereum	24.78	24.5988	-0.73%	20.18	-18.56%	0.1033	✗	1.43	24.1M	2022-01-29
OG	OG Fan Token	Solana	4.697	4.6563	-0.87%	3.258	-30.64%	0.2100	✓	0.70	1.0M	2022-01-29
1INCH	1INCH	Ethereum	2.46	2.4386	-0.87%	1.72	-30.08%	0.1284	✓	1.05	4.2M	2022-01-29
LINK	Chainlink	Ethereum	19.94	19.7666	-0.87%	16.24	-18.56%	0.0851	✗	1.34	69.7M	2022-01-29
FIL	Filecoin	Filecoin	34.96	34.6478	-0.89%	20.29	-41.96%	0.3178	✓	1.03	23.3M	2022-01-29
PHA	PHALA	Ethereum	0.403	0.39924	-0.93%	0.251	-37.72%	0.3058	✓	0.75	45k	2022-01-29
BAR	FC Barcelona Fan Token	Solana	8.87	8.7808	-1.01%	5.93	-33.15%	0.2644	✓	0.61	1.0M	2022-01-29
MTL	Metal DAO	Metal L2	2.063	2.0419	-1.02%	1.493	-27.63%	0.0741	✓	1.14	3.2M	2022-01-29
TRX	TRON	Tron	0.077853	0.076996	-1.10%	0.060341	-22.49%	0.0445	✓	0.95	607k	2022-01-29
FTT	FTX	Ethereum	38.89	38.4517	-1.13%	41.73	+7.30%	0.3029	✗	1.05	20.7M	2022-01-29
BTC	Bitcoin	Bitcoin	47,122.08	46,579.41	-1.15%	38,191.10	-18.95%	0.0116	✗	1.00	750.8M	2022-01-29
DOGE	Dogecoin	Dogecoin	0.171183	0.168946	-1.31%	0.143169	-16.36%	0.0687	✗	1.11	5.5M	2022-01-29
BCHSV	Bitcoin Cash SV		122.49	120.8868	-1.31%	92.7	-24.32%	0.0630	✓	0.96	3.7M	2022-01-29
SUN	Sun Token	Tron	0.022142	0.021843	-1.35%	0.014518	-34.43%	0.1534	✓	1.21	2.4M	2022-01-29
ETC	Ethereum Classic	native	34.57	34.0624	-1.47%	25.34	-26.70%	0.0757	✓	1.05	4.7M	2022-01-29
BEL	Bella Protocol	Ethereum	1.533	1.5104	-1.48%	0.924	-39.73%	0.2214	✓	1.29	3.8M	2022-01-29
BNT	Bancor Network	Ethereum	3.27	3.2214	-1.49%	2.42	-25.99%	0.0759	✓	1.00	1.1M	2022-01-29
GRT	The Graph	Ethereum	0.6466	0.636612	-1.54%	0.4104	-36.53%	0.1653	✓	1.30	11.8M	2022-01-29
SOL	Solana	Solana	172.52	169.7939	-1.58%	96.25	-44.21%	0.3461	✓	1.05	248.9M	2022-01-29
NANO	nanopay	Base	3.4868	3.4301	-1.62%	2.3362	-33.00%	0.1611	✓	1.06	819k	2022-01-29
RIF	Rootstock Infrastructure Framework	Ethereum	0.2007	0.197429	-1.63%	0.1205	-39.96%	0.3046	✓	0.90	655k	2022-01-29
ETH	Ethereum	Ethereum	3,710.02	3,648.08	-1.67%	2,603.74	-29.82%	0.1171	✓	1.05	752.6M	2022-01-29
LAZIO	Lazio Fan Token	Binance Smart Chain	4.7081	4.6234	-1.80%	3.1573	-32.94%	0.1083	✓	1.30	5.0M	2022-01-29
RLC	iExec RLC	Ethereum	3.09	3.034	-1.81%	1.92	-37.86%	0.1838	✓	1.30	3.2M	2022-01-29
XTZ	Tezos	Tezos	4.3407	4.2598	-1.86%	3.0915	-28.78%	0.0418	✓	1.33	4.9M	2022-01-29
DKA	dKargo	Ethereum	0.11126	0.109167	-1.88%	0.08979	-19.30%	0.0409	✗	1.12	29k	2022-01-29
AAVE	Aave	Ethereum	262.93	257.8466	-1.93%	154.04	-41.41%	0.2781	✓	1.13	11.4M	2022-01-29
JUV	Juventus Fan Token	Solana	8.72	8.5498	-1.95%	6.08	-30.28%	0.1813	✓	0.76	1.1M	2022-01-29
NMR	Numeraire	Ethereum	32.06	31.3807	-2.12%	26.24	-18.15%	0.0383	✓	0.67	518k	2022-01-29
ZRX	0x Protocol	Ethereum	0.795409	0.777962	-2.19%	0.565434	-28.91%	0.0846	✓	1.12	2.8M	2022-01-29
TKO	Tokocrypto	Binance Smart Chain	1.267	1.2392	-2.19%	0.731	-42.30%	0.3278	✓	0.95	2.8M	2022-01-29
AUCTION	Bounce	Ethereum	24.01	23.4791	-2.21%	14.12	-41.19%	0.2863	✓	1.06	1.5M	2022-01-29
QTUM	Qtum	Qtum	8.8384	8.6387	-2.26%	5.9616	-32.55%	0.0690	✓	1.44	280k	2022-01-29
DASH	Dash	Dash	133.04	129.9924	-2.29%	96.55	-27.43%	0.0280	✓	1.28	2.0M	2022-01-29
ACH	Alchemy Pay	Ethereum	0.061787	0.060321	-2.37%	0.039999	-35.26%	0.1120	✓	1.42	7.9M	2022-01-29
PSG	Paris Saint-Germain Fan Token	Solana	15.45	15.0719	-2.45%	13.15	-14.89%	0.0073	✓	0.68	1.4M	2022-01-29
TWT	Trust Wallet	Binance Smart Chain	0.7283	0.710369	-2.46%	0.5251	-27.90%	0.0348	✓	1.27	6.2M	2022-01-29
DYDX	dYdX	Cosmos	8.302	8.097	-2.47%	6.128	-26.19%	0.0126	✓	1.27	392k	2022-01-29
QNT	Quant	Ethereum	178.71	174.2899	-2.47%	97.51	-45.44%	0.3759	✓	0.97	9.8M	2022-01-29
KSM	Kusama	Hydration	280.04	273.0452	-2.50%	171.16	-38.88%	0.2327	✓	1.12	1.5M	2022-01-29
CTK	Shentu	Osmosis	1.624	1.5824	-2.56%	1.364	-16.01%	0.1358	✗	1.35	7.9M	2022-01-29
TRB	Tellor Tributes	Ethereum	33.99	33.0986	-2.62%	20.73	-39.01%	0.1457	✓	1.53	1.3M	2022-01-29
ADA	Cardano	Cardano	1.3585	1.322	-2.69%	1.0603	-21.95%	0.0063	✓	1.08	114.6M	2022-01-29
AXS	Axie Infinity	Ethereum	95.03	92.4528	-2.71%	49.58	-47.83%	0.4184	✓	0.97	7.4M	2022-01-29
XEC	eCash	native	0.00010959	0.000106567	-2.76%	0.00007692	-29.81%	0.1163	✓	1.00	9.0M	2022-01-29
XLM	Stellar	Stellar	0.268	0.260509	-2.80%	0.203491	-24.07%	0.0318	✓	1.02	29.6M	2022-01-29
CITY	Manchester City Fan Token	Solana	10.11	9.8261	-2.81%	9.17	-9.30%	0.0890	✗	0.75	1.4M	2022-01-29
XEM	NEM	native	0.1255	0.121953	-2.83%	0.1047	-16.57%	0.0799	✗	1.11	158k	2022-01-29
DODO	DODO	Ethereum	0.863	0.837349	-2.97%	0.508	-41.14%	0.1879	✓	1.48	8.7M	2022-01-29
COTI	COTI	Ethereum	0.3713	0.360185	-2.99%	0.31	-16.51%	0.1594	✗	1.47	4.4M	2022-01-29
LCX	LCX	Ethereum	0.1856	0.18004	-3.00%	0.11	-40.73%	0.2504	✓	1.15	2.9M	2022-01-29
XMR	Monero	Monero	225.01	217.9281	-3.15%	153.67	-31.71%	0.1436	✓	0.98	2.9M	2022-01-29
GT	Gate	Ethereum	6.8152	6.6006	-3.15%	6.7736	-0.61%	0.2006	✗	0.83	4.0M	2022-01-29
CBK	Cobak	Ethereum	2.91	2.8183	-3.15%	2.245	-22.85%	0.0428	✓	0.88	65k	2022-01-29
XPR	XPR Network	Ethereum	0.01653	0.016007	-3.16%	0.0104	-37.08%	0.1586	✓	1.30	2.4M	2022-01-29
SKL	SKALE	Ethereum	0.208	0.201387	-3.18%	0.121	-41.83%	0.2504	✓	1.23	5.7M	2022-01-29
TRAC	OriginTrail	Ethereum	1.203	1.1641	-3.23%	0.5968	-50.39%	0.3723	✓	1.41	2.3M	2022-01-29
JASMY	JasmyCoin	Ethereum	0.07911	0.076547	-3.24%	0.05052	-36.14%	0.1514	✓	1.26	21.7M	2022-01-29
ANKR	Ankr Network	Ethereum	0.10085	0.097583	-3.24%	0.0727	-27.91%	0.1584	✓	0.65	74k	2022-01-29
BAND	Band	Ethereum	5.13	4.9609	-3.30%	3.51	-31.58%	0.0917	✓	1.21	2.4M	2022-01-29
POWR	Powerledger	Ethereum	0.4189	0.405089	-3.30%	0.5693	+35.90%	0.6369	✗	1.41	793k	2022-01-29
ORBS	Orbs	Ethereum	0.0828	0.080012	-3.37%	0.0653	-21.14%	0.0252	✓	1.09	18k	2022-01-29
LEO	LEO Token	Ethereum	3.8078	3.679	-3.38%	3.4878	-8.40%	0.0789	✓	-0.12	409k	2022-01-29
CHZ	Chiliz	Ethereum	0.2896	0.279695	-3.42%	0.1844	-36.33%	0.1416	✓	1.31	5.6M	2022-01-29
PORTO	FC Porto	Binance Smart Chain	3.1771	3.068	-3.43%	2.9824	-6.13%	0.2271	✗	1.22	3.3M	2022-01-29
OMG	OMG Network	Ethereum	6.0654	5.8448	-3.64%	4.851	-20.02%	0.0667	✗	1.20	653k	2022-01-29
DNT	district0x	Ethereum	0.1317	0.126833	-3.70%	0.0817	-37.97%	0.2149	✓	1.07	344k	2022-01-29
KCS	KuCoin	native	21.048	20.2494	-3.79%	17.542	-16.66%	0.2038	✗	1.65	17.5M	2022-01-29
ARPA	ARPA	Ethereum	0.0981	0.094214	-3.96%	0.0636	-35.17%	0.1029	✓	1.38	1.9M	2022-01-29
OXT	Orchid Protocol	Ethereum	0.37	0.354856	-4.09%	0.2425	-34.46%	0.1113	✓	1.28	4.3M	2022-01-29
KNC	Kyber Network Crystal	Ethereum	1.3222	1.2679	-4.11%	1.7284	+30.72%	0.5368	✗	1.08	1.0M	2022-01-29
SUPER	SuperVerse	Ethereum	1.13	1.0832	-4.14%	0.66	-41.59%	0.2853	✓	1.00	2.3M	2022-01-29
ATOM	Cosmos Hub	Cosmos	30.19	28.9356	-4.16%	29.1	-3.61%	0.1961	✗	0.91	41.9M	2022-01-29
IOTA	IOTA	IOTA	1.4266	1.3659	-4.25%	0.8302	-41.81%	0.3017	✓	0.93	23.6M	2022-01-29
AMP	Amp	Ethereum	0.04892	0.046806	-4.32%	0.03035	-37.96%	0.2412	✓	0.91	9.1M	2022-01-29
EWT	Energy Web Token	Ethereum	9.329	8.9158	-4.43%	6.001	-35.67%	0.2719	✓	0.59	368k	2022-01-29
MED	Medibloc	Osmosis	0.0549	0.052467	-4.43%	0.04089	-25.52%	0.0168	✓	1.11	15k	2022-01-29
VSYS	V.SYSTEMS	native	0.01945	0.018568	-4.54%	0.01347	-30.75%	0.1895	✓	0.63	43k	2022-01-29
AGLD	Adventure Gold	Ethereum	1.69	1.6126	-4.58%	0.85	-49.70%	0.2785	✓	1.72	1.2M	2022-01-29
IMX	Immutable	Ethereum	5.14	4.8962	-4.74%	2.83	-44.94%	0.3381	✓	1.00	2.8M	2022-01-29
XVG	Verge	native	0.01711	0.016294	-4.77%	0.01002	-41.44%	0.2348	✓	1.20	2.5M	2022-01-29
YFI	yearn.finance	Ethereum	30,177.90	28,713.13	-4.85%	24,297.65	-19.49%	0.0430	✓	0.59	10.4M	2022-01-29
ZEC	Zcash	Zcash	153.9	146.4094	-4.87%	96.39	-37.37%	0.1327	✓	1.36	11.8M	2022-01-29
MINA	Mina Protocol	native	3.59	3.408	-5.07%	2.31	-35.65%	0.1641	✓	1.07	787k	2022-01-29
XYO	XYO Network	Ethereum	0.033799	0.032014	-5.28%	0.022029	-34.82%	0.1540	✓	1.05	8.9M	2022-01-29
METRONOME	METRONOME		4.57	4.327	-5.32%	3.0631	-32.97%	0.1901	✓	0.74	25k	2022-01-29
LSK	Lisk	Ethereum	2.4417	2.3093	-5.42%	1.6081	-34.14%	0.1215	✓	1.14	147k	2022-01-29
MOVR	Moonriver	Base	185.6988	175.4952	-5.49%	79.3124	-57.29%	0.5503	✓	1.16	648k	2022-01-29
ALGO	Algorand	Algorand	1.7299	1.6339	-5.55%	0.9693	-43.97%	0.2877	✓	1.12	31.7M	2022-01-29
RAD	Radworks	Ethereum	10.83	10.2145	-5.68%	5.34	-50.69%	0.4686	✓	0.86	1.3M	2022-01-29
ZEN	Horizen	Base	61.58	58.0728	-5.70%	41.64	-32.38%	0.0152	✓	1.51	1.0M	2022-01-29
LUNA	Terra	Terra 2	84.84	79.9348	-5.78%	50.93	-39.97%	0.2406	✓	1.00	5.3M	2022-01-29
SHIB	Shiba Inu	Ethereum	0.00003376	0.00003172	-6.04%	0.00002166	-35.84%	0.1145	✓	1.27	2.1M	2022-01-29
ENJ	Enjin Coin	Ethereum	2.643	2.4831	-6.05%	1.758	-33.48%	0.1306	✓	1.02	2.2M	2022-01-29
DEXE	DeXe	Ethereum	12.04	11.3008	-6.14%	6.65	-44.77%	0.5677	✓	-0.18	3.7M	2022-01-29
CERE	Cere Network	Ethereum	0.0787	0.073864	-6.14%	0.0362	-54.00%	0.4216	✓	1.39	1.7M	2022-01-29
CRV	Curve DAO	Ethereum	5.11	4.7902	-6.26%	2.99	-41.49%	0.1920	✓	1.33	28.7M	2022-01-29
API3	Api3	Ethereum	4.42	4.143	-6.27%	3.69	-16.52%	0.0943	✗	1.00	1.2M	2022-01-29
SUSHI	Sushi	Ethereum	10.25	9.6014	-6.33%	4.19	-59.12%	0.5504	✓	1.33	16.5M	2022-01-29
BAT	Basic Attention	Ethereum	1.1947	1.1187	-6.37%	0.84787	-29.03%	0.0987	✗	1.79	1.4M	2022-01-29
SANTOS	Santos FC Fan Token	Binance Smart Chain	3.579	3.3396	-6.69%	2.667	-25.48%	0.0148	✓	1.00	2.7M	2022-01-29
STORJ	Storj	Ethereum	1.755	1.6344	-6.87%	1.154	-34.24%	0.1818	✓	0.79	946k	2022-01-29
SC	Siacoin	native	0.01531	0.01424	-6.99%	0.01015	-33.70%	0.1364	✓	0.96	910k	2022-01-29
GODS	Gods Unchained	Ethereum	4.33	4.0271	-6.99%	2.34	-45.96%	0.3328	✓	1.00	3.6M	2022-01-29
LRC	Loopring	Ethereum	1.9975	1.857	-7.03%	0.9684	-51.52%	0.2449	✓	1.93	1.5M	2022-01-29
CELL	Cellframe	Ethereum	0.9199	0.854991	-7.06%	0.9037	-1.76%	0.2655	✗	1.00	146k	2022-01-29
UMA	UMA	Ethereum	9.32	8.6598	-7.08%	6.08	-34.76%	0.1178	✓	1.12	4.1M	2022-01-29
ENS	Ethereum Name Service	Ethereum	39.06	36.2454	-7.21%	20.07	-48.62%	0.2073	✓	1.83	6.8M	2022-01-29
CTSI	Cartesi	Ethereum	0.6956	0.644593	-7.33%	0.4637	-33.34%	0.0502	✓	1.33	3.2M	2022-01-29
OGN	Origin Token	Ethereum	0.634	0.586461	-7.50%	0.333	-47.48%	0.2994	✓	1.27	2.8M	2022-01-29
LPT	Livepeer	Ethereum	40.32	37.2879	-7.52%	27.09	-32.81%	0.0323	✓	1.67	3.0M	2022-01-29
UOS	Ultra	Ethereum	1.4845	1.3693	-7.76%	1.0479	-29.41%	0.0618	✓	0.98	4.8M	2022-01-29
AVAX	Avalanche	Avalanche	101.73	93.4854	-8.10%	71.95	-29.27%	0.0251	✓	1.13	127.7M	2022-01-29
MANA	Decentraland	Ethereum	3.2879	3.0098	-8.46%	2.372	-27.86%	0.0394	✓	0.95	7.1M	2022-01-29
GITCOIN	GITCOIN		12.775	11.656	-8.76%	7.324	-42.67%	0.4869	✓	-0.11	119k	2022-01-29
CVC	Civic	Ethereum	0.3349	0.304165	-9.18%	0.2671	-20.24%	0.0684	✓	0.94	293k	2022-01-29
SPELL	Spell	Ethereum	0.02166	0.019527	-9.85%	0.00723	-66.62%	0.7834	✓	1.00	34.3M	2022-01-29
HIVE	Hive	native	1.5179	1.3663	-9.99%	0.952	-37.28%	0.0678	✓	1.40	6.4M	2022-01-29
BFC	Bifrost	Ethereum	0.2	0.178728	-10.64%	0.18677	-6.62%	0.3784	✗	1.59	9,235	2022-01-29
NAKA	Nakamoto Games	Polygon	1.6911	1.5098	-10.72%	0.4988	-70.50%	0.9361	✓	0.82	4.7M	2022-01-29
MASK	Mask Network	Ethereum	11.98	10.665	-10.98%	6.1	-49.08%	0.4389	✓	0.57	1.4M	2022-01-29
GTC	Gitcoin	Ethereum	12.93	11.4868	-11.16%	7.35	-43.16%	0.4565	✓	-0.05	4.6M	2022-01-29
DUSK	DUSK	Ethereum	0.9403	0.822437	-12.53%	0.6022	-35.96%	0.0444	✓	1.69	29.3M	2022-01-29
BICO	Biconomy	Ethereum	4.72	4.1059	-13.01%	2.36	-50.00%	0.3436	✓	1.00	15.2M	2022-01-29

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.