2022-01-20 · +7d

gru_s4 · in-sample — the model trained on this date · 140 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

-0.1598

140 of 140 tokens assessed

long-short decile

-5.49%

realised beta-adjusted alpha

direction hit

90.0%

in alpha space · 95.7% on raw price

BTC over horizon

-8.56%

the unhedgeable market factor

Predicted vs actual (140 rows, sorted by pred)

token	name	chain	anchor px	pred px ▴	pred Δ	actual px	actual Δ	alpha err	hit	β90d	vol 30d	target
DUSK	DUSK	Ethereum	0.757	0.729247	-3.67%	0.6525	-13.80%	0.0497	✗	1.80	46.2M	2022-01-27
METRONOME	METRONOME		3.8114	3.68	-3.45%	2.7225	-28.57%	0.2334	✓	0.76	2,257	2022-01-27
GLMR	Moonbeam	Base	9.77	9.4732	-3.04%	6.617	-32.27%	0.2693	✓	1.00	1.9M	2022-01-27
KNC	Kyber Network Crystal	Ethereum	1.5815	1.534	-3.01%	1.8043	+14.09%	0.2374	✗	0.84	1.3M	2022-01-27
POWR	Powerledger	Ethereum	0.5776	0.561629	-2.77%	0.5303	-8.19%	0.0660	✗	1.38	1.7M	2022-01-27
API3	Api3	Ethereum	4.19	4.0808	-2.61%	3.97	-5.25%	0.0609	✗	0.99	471k	2022-01-27
DYDX	dYdX	Cosmos	7.481	7.2941	-2.50%	5.722	-23.51%	0.1275	✓	1.29	301k	2022-01-27
CELL	Cellframe	Ethereum	1.0839	1.0571	-2.47%	0.8569	-20.94%	0.1193	✓	1.01	108k	2022-01-27
BFC	Bifrost	Ethereum	0.18914	0.184545	-2.43%	0.17087	-9.66%	0.0644	✗	1.58	6,611	2022-01-27
ATOM	Cosmos Hub	Cosmos	38.97	38.0292	-2.41%	30	-23.02%	0.1515	✓	0.96	104.1M	2022-01-27
FTT	FTX	Ethereum	45.17	44.1387	-2.28%	38.35	-15.10%	0.0403	✓	1.12	24.7M	2022-01-27
YFI	yearn.finance	Ethereum	31,414.30	30,766.09	-2.06%	23,910.78	-23.89%	0.1903	✓	0.69	21.5M	2022-01-27
MINA	Mina Protocol	native	3.35	3.2825	-2.01%	2.26	-32.54%	0.2756	✓	1.09	752k	2022-01-27
COTI	COTI	Ethereum	0.3693	0.362075	-1.96%	0.2772	-24.94%	0.1320	✓	1.51	4.3M	2022-01-27
LUNA	Terra	Terra 2	77.41	75.9506	-1.89%	54.08	-30.14%	0.1712	✓	1.88	7.7M	2022-01-27
DNT	district0x	Ethereum	0.1002	0.09841	-1.79%	0.0794	-20.76%	0.1142	✓	1.12	244k	2022-01-27
PORTO	FC Porto	Binance Smart Chain	3.1598	3.105	-1.73%	2.7628	-12.56%	0.0124	✓	1.17	2.1M	2022-01-27
CWEB	Coinweb	Ethereum	0.07094	0.069749	-1.68%	0.050557	-28.73%	0.2323	✓	1.00	682k	2022-01-27
BAND	Band	Ethereum	4.68	4.6026	-1.65%	3.38	-27.78%	0.2080	✓	1.13	2.3M	2022-01-27
SANTOS	Santos FC Fan Token	Binance Smart Chain	3.095	3.0441	-1.64%	2.637	-14.80%	0.0109	✓	1.73	1.1M	2022-01-27
CTSI	Cartesi	Ethereum	0.5606	0.551452	-1.63%	0.4474	-20.19%	0.0846	✓	1.39	2.6M	2022-01-27
PSG	Paris Saint-Germain Fan Token	Solana	14.59	14.3536	-1.62%	12.75	-12.61%	0.0575	✓	0.68	813k	2022-01-27
CVC	Civic	Ethereum	0.2825	0.27803	-1.58%	0.2367	-16.21%	0.0677	✓	1.04	397k	2022-01-27
ENJ	Enjin Coin	Ethereum	2.111	2.0777	-1.58%	1.58	-25.15%	0.1711	✓	1.15	1.9M	2022-01-27
BICO	Biconomy	Ethereum	3.06	3.0122	-1.56%	1.95	-36.27%	0.3183	✓	1.30	7.8M	2022-01-27
ORBS	Orbs	Ethereum	0.0723	0.071184	-1.54%	0.0638	-11.76%	0.0103	✓	1.11	21k	2022-01-27
JASMY	JasmyCoin	Ethereum	0.06785	0.066807	-1.54%	0.04646	-31.53%	0.2502	✓	1.26	12.0M	2022-01-27
ADA	Cardano	Cardano	1.2589	1.2396	-1.53%	1.0428	-17.17%	0.0706	✓	1.14	100.6M	2022-01-27
ACM	AC Milan Fan Token	Solana	4.731	4.6592	-1.52%	3.89	-17.78%	0.1198	✓	0.68	445k	2022-01-27
SC	Siacoin	native	0.01217	0.011987	-1.50%	0.00962	-20.95%	0.1290	✓	1.02	641k	2022-01-27
JUV	Juventus Fan Token	Solana	7.4	7.2901	-1.48%	5.9	-20.27%	0.1429	✓	0.77	638k	2022-01-27
CITY	Manchester City Fan Token	Solana	10.09	9.9414	-1.47%	8.93	-11.50%	0.0404	✓	0.75	800k	2022-01-27
IMX	Immutable	Ethereum	3.36	3.3113	-1.45%	2.65	-21.13%	0.0914	✓	1.47	2.2M	2022-01-27
GT	Gate	Ethereum	7.0322	6.9312	-1.44%	6.5312	-7.12%	0.0178	✗	0.86	4.3M	2022-01-27
XLM	Stellar	Stellar	0.231498	0.228186	-1.43%	0.194019	-16.19%	0.0681	✓	1.05	24.4M	2022-01-27
BAT	Basic Attention	Ethereum	0.90658	0.893712	-1.42%	0.83214	-8.21%	0.0902	✗	1.80	866k	2022-01-27
GTC	Gitcoin	Ethereum	9.52	9.3853	-1.42%	6.75	-29.10%	0.3135	✓	0.18	3.1M	2022-01-27
SUPER	SuperVerse	Ethereum	0.89	0.877431	-1.41%	0.65	-26.97%	0.1287	✓	1.91	1.3M	2022-01-27
LSK	Lisk	Ethereum	1.8707	1.8443	-1.41%	1.5616	-16.52%	0.0640	✓	1.14	89k	2022-01-27
LEO	LEO Token	Ethereum	3.7088	3.6566	-1.41%	3.4851	-6.03%	0.0526	✓	-0.05	371k	2022-01-27
VSYS	V.SYSTEMS	native	0.01551	0.0153	-1.36%	0.01439	-7.22%	0.0121	✓	0.82	21k	2022-01-27
UMA	UMA	Ethereum	7.75	7.6461	-1.34%	5.67	-26.84%	0.2114	✓	0.98	3.9M	2022-01-27
DODO	DODO	Ethereum	0.682	0.67314	-1.30%	0.482	-29.33%	0.1987	✓	1.51	8.0M	2022-01-27
ZEN	Horizen	Base	47.6	46.9861	-1.29%	36.7	-22.90%	0.1119	✓	1.51	620k	2022-01-27
LAZIO	Lazio Fan Token	Binance Smart Chain	3.9838	3.9324	-1.29%	3.0464	-23.53%	0.1495	✓	1.18	3.9M	2022-01-27
MASK	Mask Network	Ethereum	7.96	7.858	-1.28%	5.62	-29.40%	0.2688	✓	0.74	1.0M	2022-01-27
DASH	Dash	Dash	121.15	119.5991	-1.28%	91.73	-24.28%	0.1575	✓	1.20	2.8M	2022-01-27
XEM	NEM	native	0.1095	0.108122	-1.26%	0.0984	-10.14%	0.0012	✓	1.07	41k	2022-01-27
NMR	Numeraire	Ethereum	25.43	25.1115	-1.25%	26.76	+5.23%	0.1282	✗	0.72	342k	2022-01-27
MED	Medibloc	Osmosis	0.04537	0.044809	-1.24%	0.0403	-11.17%	0.0076	✓	1.10	24k	2022-01-27
HIVE	Hive	native	1.0699	1.0568	-1.22%	0.8838	-17.39%	0.0506	✓	1.43	3.7M	2022-01-27
XMR	Monero	Monero	188.73	186.4247	-1.22%	144.6	-23.38%	0.1645	✓	1.00	2.7M	2022-01-27
PHA	PHALA	Ethereum	0.328	0.324	-1.22%	0.243	-25.91%	0.2163	✓	0.80	51k	2022-01-27
QTUM	Qtum	Qtum	7.057	6.9714	-1.21%	5.5654	-21.14%	0.0955	✓	1.45	251k	2022-01-27
LPT	Livepeer	Ethereum	30.25	29.884	-1.21%	24.3	-19.67%	0.0564	✓	1.68	2.7M	2022-01-27
BCHSV	Bitcoin Cash SV		104.32	103.0667	-1.20%	89.31	-14.39%	0.0569	✓	0.96	1.8M	2022-01-27
ASR	AS Roma Fan Token	Solana	3.583	3.54	-1.20%	2.955	-17.53%	0.1168	✓	0.71	523k	2022-01-27
GODS	Gods Unchained	Ethereum	2.79	2.7579	-1.15%	2.23	-20.07%	0.0964	✓	1.30	2.7M	2022-01-27
WBTC	Wrapped Bitcoin	Ethereum	41,418.10	40,950.57	-1.13%	37,269.30	-10.02%	0.0062	✓	0.98	16k	2022-01-27
BNT	Bancor Network	Ethereum	2.8	2.7689	-1.11%	2.3	-17.86%	0.0961	✓	1.00	855k	2022-01-27
ETC	Ethereum Classic	native	29.37	29.0541	-1.08%	24.33	-17.16%	0.0801	✓	1.09	3.3M	2022-01-27
TRB	Tellor Tributes	Ethereum	24.39	24.128	-1.07%	18.67	-23.45%	0.1165	✓	1.56	1.0M	2022-01-27
ZRX	0x Protocol	Ethereum	0.655547	0.64854	-1.07%	0.530399	-19.09%	0.0970	✓	1.16	2.3M	2022-01-27
KCS	KuCoin	native	19.429	19.2226	-1.06%	16.064	-17.32%	0.0341	✓	1.62	10.7M	2022-01-27
ALGO	Algorand	Algorand	1.1614	1.1491	-1.06%	0.9364	-19.37%	0.0959	✓	1.22	30.5M	2022-01-27
CTK	Shentu	Osmosis	1.272	1.2585	-1.06%	1.42	+11.64%	0.2450	✗	1.39	4.0M	2022-01-27
AMP	Amp	Ethereum	0.03533	0.034955	-1.06%	0.02909	-17.66%	0.1005	✓	0.93	8.3M	2022-01-27
STORJ	Storj	Ethereum	1.3945	1.3798	-1.06%	1.0754	-22.89%	0.1681	✓	0.91	402k	2022-01-27
1INCH	1INCH	Ethereum	2.03	2.0086	-1.06%	1.59	-21.67%	0.1376	✓	1.07	2.7M	2022-01-27
MANA	Decentraland	Ethereum	2.6385	2.6109	-1.04%	2.2527	-14.62%	0.0539	✓	1.05	4.3M	2022-01-27
SKL	SKALE	Ethereum	0.1484	0.146856	-1.04%	0.1127	-24.06%	0.1515	✓	1.27	4.2M	2022-01-27
OMG	OMG Network	Ethereum	5.2113	5.1586	-1.01%	4.2126	-19.16%	0.0926	✓	1.23	443k	2022-01-27
XEC	eCash	native	0.00009053	0.000089618	-1.01%	0.00007022	-22.43%	0.1524	✓	1.02	6.5M	2022-01-27
OGN	Origin Token	Ethereum	0.428	0.423701	-1.00%	0.314	-26.64%	0.1800	✓	1.34	1.8M	2022-01-27
XPR	XPR Network	Ethereum	0.01227	0.012147	-1.00%	0.01041	-15.16%	0.0360	✓	1.32	2.1M	2022-01-27
CBK	Cobak	Ethereum	2.539	2.5138	-0.99%	2.121	-16.46%	0.0798	✓	1.01	24k	2022-01-27
TWT	Trust Wallet	Binance Smart Chain	0.6442	0.637845	-0.99%	0.5092	-20.96%	0.1088	✓	1.30	3.2M	2022-01-27
CHZ	Chiliz	Ethereum	0.2346	0.232288	-0.99%	0.1754	-25.23%	0.1592	✓	1.36	4.0M	2022-01-27
IOTA	IOTA	IOTA	1.0173	1.0074	-0.97%	0.8032	-21.05%	0.1361	✓	1.01	22.7M	2022-01-27
TRX	TRON	Tron	0.067694	0.067037	-0.97%	0.056453	-16.61%	0.0865	✓	0.95	486k	2022-01-27
XYM	Symbol	native	0.1782	0.176489	-0.96%	0.1614	-9.43%	0.0278	✓	0.69	573k	2022-01-27
MTL	Metal DAO	Metal L2	1.679	1.6632	-0.94%	1.399	-16.68%	0.0680	✓	1.17	1.8M	2022-01-27
NANO	nanopay	Base	2.8203	2.7939	-0.94%	2.3156	-17.90%	0.0843	✓	1.16	665k	2022-01-27
UOS	Ultra	Ethereum	1.1313	1.1207	-0.94%	0.99692	-11.88%	0.0209	✓	1.07	2.4M	2022-01-27
DKA	dKargo	Ethereum	0.0964	0.095508	-0.93%	0.08437	-12.48%	0.0204	✓	1.16	34k	2022-01-27
ZEC	Zcash	Zcash	118.84	117.7513	-0.92%	88.89	-25.20%	0.1625	✓	1.33	8.4M	2022-01-27
SHIB	Shiba Inu	Ethereum	0.00002648	0.000026239	-0.91%	0.00002125	-19.75%	0.0899	✓	1.35	1.7M	2022-01-27
EWT	Energy Web Token	Ethereum	6.92	6.8569	-0.91%	5.873	-15.13%	0.0915	✓	0.71	163k	2022-01-27
QNT	Quant	Ethereum	132.32	131.117	-0.91%	93.16	-29.59%	0.2572	✓	0.94	6.7M	2022-01-27
AUCTION	Bounce	Ethereum	18.34	18.1744	-0.90%	13.95	-23.94%	0.1741	✓	1.01	807k	2022-01-27
ANKR	Ankr Network	Ethereum	0.08157	0.080837	-0.90%	0.07195	-11.79%	0.0501	✓	0.74	56k	2022-01-27
XTZ	Tezos	Tezos	3.715	3.6824	-0.88%	2.9095	-21.68%	0.1109	✓	1.39	3.1M	2022-01-27
BAR	FC Barcelona Fan Token	Solana	7.38	7.3154	-0.88%	5.84	-20.87%	0.1678	✓	0.64	652k	2022-01-27
BTC	Bitcoin	Bitcoin	40,670.97	40,317.96	-0.87%	37,188.37	-8.56%	0.0087	✓	1.00	636.6M	2022-01-27
SUN	Sun Token	Tron	0.018378	0.018221	-0.85%	0.014097	-23.29%	0.1471	✓	1.22	2.7M	2022-01-27
KSM	Kusama	Hydration	239.61	237.593	-0.84%	164.64	-31.29%	0.2592	✓	1.20	1.3M	2022-01-27
DOGE	Dogecoin	Dogecoin	0.155509	0.154201	-0.84%	0.141443	-9.05%	0.0129	✗	1.11	6.5M	2022-01-27
OXT	Orchid Protocol	Ethereum	0.2832	0.280924	-0.80%	0.2343	-17.27%	0.0661	✓	1.29	1.9M	2022-01-27
XYO	XYO Network	Ethereum	0.026039	0.025832	-0.79%	0.020242	-22.26%	0.1505	✓	1.04	3.9M	2022-01-27
GRT	The Graph	Ethereum	0.5001	0.496165	-0.79%	0.4054	-18.94%	0.0846	✓	1.31	10.8M	2022-01-27
GITCOIN	GITCOIN		9.432	9.3607	-0.76%	6.745	-28.49%	0.3171	✓	0.12	38k	2022-01-27
DEXE	DeXe	Ethereum	7.97	7.9101	-0.75%	6.37	-20.08%	0.2160	✓	0.01	1.2M	2022-01-27
RIF	Rootstock Infrastructure Framework	Ethereum	0.1666	0.165354	-0.75%	0.1146	-31.21%	0.2848	✓	0.91	362k	2022-01-27
AXS	Axie Infinity	Ethereum	69.09	68.5831	-0.73%	47.47	-31.29%	0.2684	✓	1.11	6.3M	2022-01-27
LINK	Chainlink	Ethereum	20.18	20.0325	-0.73%	15.23	-24.53%	0.1647	✓	1.22	73.6M	2022-01-27
RLC	iExec RLC	Ethereum	2.35	2.3329	-0.73%	1.76	-25.11%	0.1625	✓	1.33	3.1M	2022-01-27
ETH	Ethereum	Ethereum	3,000.94	2,979.97	-0.70%	2,425.82	-19.16%	0.1093	✓	1.08	485.8M	2022-01-27
ARPA	ARPA	Ethereum	0.0736	0.073087	-0.70%	0.065	-11.68%	0.0095	✗	1.42	826k	2022-01-27
MOVR	Moonriver	Base	119.9355	119.111	-0.69%	73.6045	-38.63%	0.3774	✓	1.16	489k	2022-01-27
ICP	Internet Computer	Ethereum	24.98	24.8089	-0.68%	19.61	-21.50%	0.1062	✓	1.44	34.3M	2022-01-27
TKO	Tokocrypto	Binance Smart Chain	0.939	0.932654	-0.68%	0.725	-22.79%	0.1631	✓	0.99	2.0M	2022-01-27
AVAX	Avalanche	Avalanche	79.35	78.844	-0.64%	64.73	-18.42%	0.0881	✓	1.22	87.3M	2022-01-27
ATM	Atletico Madrid Fan Token	Solana	6.14	6.1009	-0.64%	5.12	-16.61%	0.1157	✓	0.67	505k	2022-01-27
SOL	Solana	Solana	127.52	126.7179	-0.63%	89.55	-29.78%	0.2432	✓	1.16	142.2M	2022-01-27
FIL	Filecoin	Filecoin	26.19	26.026	-0.63%	19.21	-26.65%	0.2041	✓	1.11	14.5M	2022-01-27
TRAC	OriginTrail	Ethereum	0.8682	0.862874	-0.61%	0.5781	-33.41%	0.2745	✓	1.41	1.4M	2022-01-27
RAD	Radworks	Ethereum	6.89	6.8479	-0.61%	5.07	-26.42%	0.2212	✓	0.89	1.0M	2022-01-27
XVG	Verge	native	0.01234	0.012273	-0.54%	0.00965	-21.80%	0.1280	✓	1.26	1.8M	2022-01-27
CRV	Curve DAO	Ethereum	3.97	3.9499	-0.51%	2.79	-29.72%	0.2166	✓	1.46	32.4M	2022-01-27
CERE	Cere Network	Ethereum	0.0452	0.044973	-0.50%	0.0357	-21.02%	0.1078	✓	1.38	1.2M	2022-01-27
OG	OG Fan Token	Solana	3.861	3.842	-0.49%	3.107	-19.53%	0.1406	✓	0.80	1.1M	2022-01-27
COMP	Compound	Ethereum	162.17	161.4455	-0.45%	121.94	-24.81%	0.1743	✓	1.19	95k	2022-01-27
LTC	Litecoin	Litecoin	129.8	129.2572	-0.42%	106.92	-17.63%	0.0682	✓	1.36	30.5M	2022-01-27
AAVE	Aave	Ethereum	198.37	197.5515	-0.41%	144.54	-27.14%	0.2035	✓	1.22	17.6M	2022-01-27
DOT	Polkadot	Polkadot	23	22.9091	-0.40%	18.13	-21.17%	0.1113	✓	1.37	58.5M	2022-01-27
ENS	Ethereum Name Service	Ethereum	21.12	21.0377	-0.39%	16.82	-20.36%	0.0565	✓	1.87	4.1M	2022-01-27
UNI	Uniswap	Ethereum	14.49	14.4351	-0.38%	10.32	-28.78%	0.2172	✓	1.32	12.4M	2022-01-27
BEL	Bella Protocol	Ethereum	1.143	1.1387	-0.37%	0.861	-24.67%	0.1551	✓	1.39	2.3M	2022-01-27
ACH	Alchemy Pay	Ethereum	0.050637	0.050457	-0.36%	0.038232	-24.50%	0.1696	✓	1.20	8.4M	2022-01-27
SNX	Synthetix	Ethereum	4.78	4.7654	-0.31%	4.57	-4.39%	0.0662	✗	1.21	3.2M	2022-01-27
AGLD	Adventure Gold	Ethereum	1.11	1.107	-0.27%	0.81	-27.03%	0.1621	✓	1.68	556k	2022-01-27
ASM	Assemble AI	Ethereum	0.06885	0.068699	-0.22%	0.04978	-27.70%	0.1993	✓	1.37	2.1M	2022-01-27
LCX	LCX	Ethereum	0.1141	0.11388	-0.19%	0.0947	-17.00%	0.0687	✓	1.29	2.0M	2022-01-27
SUSHI	Sushi	Ethereum	5.81	5.8002	-0.17%	4.05	-30.29%	0.2427	✓	1.30	17.0M	2022-01-27
SPELL	Spell	Ethereum	0.01207	0.01206	-0.08%	0.00534	-55.76%	0.6013	✓	2.38	23.2M	2022-01-27
BCH	Bitcoin Cash	Bitcoin Cash	357.74	357.5321	-0.06%	289.64	-19.04%	0.1188	✓	1.03	6.6M	2022-01-27
XVS	Venus	Ethereum	11.36	11.3755	+0.14%	8.39	-26.14%	0.2000	✗	1.17	2.9M	2022-01-27
LRC	Loopring	Ethereum	1.0653	1.0718	+0.61%	0.9645	-9.46%	0.0686	✓	1.94	1.2M	2022-01-27
PEOPLE	ConstitutionDAO	Ethereum	0.0529	0.053772	+1.65%	0.0541	+2.27%	0.0956	✓	1.00	23.9M	2022-01-27
NAKA	Nakamoto Games	Polygon	0.6721	0.684032	+1.78%	0.4535	-32.52%	0.3145	✗	1.08	2.5M	2022-01-27

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.