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 validation only — 2.3M assessed, 56k still pending a matured horizon.
Out-of-sample skill by horizon
+1d · rank IC
+0.0679 t=+11.8
265 days · 179k token-days
+1d · long-short decile
+0.88%
beta-adjusted alpha per period, before costs
+1d · direction hit
53.8%
in alpha space · 52.6% on raw price
+7d · rank IC
+0.0865 t=+15.7
265 days · 178k token-days
+7d · long-short decile
+2.67%
beta-adjusted alpha per period, before costs
+7d · direction hit
59.4%
in alpha space · 59.0% on raw price
+30d · rank IC
+0.1184 t=+18.3
265 days · 177k token-days
+30d · long-short decile
+9.57%
beta-adjusted alpha per period, before costs
+30d · direction hit
58.3%
in alpha space · 64.9% 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 |
|---|---|---|---|---|---|---|---|---|---|
| 2026-01-28 | held out | 806 | -5.21% | +0.046 | -0.31% | +0.010 | +0.62% | -0.022 | +9.82% |
| 2026-01-27 | held out | 808 | +0.05% | -0.011 | -0.22% | +0.035 | +0.19% | -0.006 | +10.28% |
| 2026-01-26 | held out | 809 | +0.98% | +0.068 | +1.82% | +0.012 | -1.23% | -0.023 | +14.89% |
| 2026-01-25 | held out | 804 | +1.95% | +0.042 | -0.38% | +0.043 | -0.67% | -0.006 | +12.56% |
| 2026-01-24 | held out | 803 | -2.83% | +0.129 | +1.64% | +0.045 | -5.02% | +0.001 | +9.62% |
| 2026-01-23 | held out | 804 | -0.44% | +0.045 | +0.01% | +0.010 | -5.42% | +0.000 | +1.20% |
| 2026-01-22 | held out | 804 | +0.01% | +0.077 | +2.50% | +0.007 | -1.47% | -0.006 | +0.80% |
| 2026-01-21 | held out | 800 | +0.11% | +0.012 | -0.14% | +0.031 | -0.65% | -0.005 | -0.83% |
| 2026-01-20 | held out | 799 | +1.19% | -0.000 | +0.63% | -0.004 | -1.77% | -0.005 | +5.94% |
| 2026-01-19 | held out | 797 | -4.59% | +0.023 | -0.51% | +0.065 | +0.53% | -0.006 | +0.22% |
| 2026-01-18 | held out | 802 | -1.15% | +0.059 | -1.72% | +0.086 | -1.08% | -0.003 | -1.91% |
| 2026-01-17 | held out | 804 | -1.55% | -0.034 | -1.21% | +0.009 | -0.28% | -0.058 | -3.07% |
| 2026-01-16 | held out | 803 | -0.41% | +0.171 | +2.20% | +0.054 | -2.53% | -0.031 | +4.56% |
| 2026-01-15 | held out | 805 | -0.09% | +0.035 | -0.42% | +0.077 | -1.80% | -0.037 | +3.77% |
| 2026-01-14 | held out | 804 | -1.41% | +0.084 | +1.95% | +0.084 | -2.21% | -0.018 | +5.19% |
| 2026-01-13 | held out | 804 | +1.65% | +0.174 | +2.29% | +0.145 | -2.11% | -0.031 | +5.28% |
| 2026-01-12 | held out | 802 | +4.60% | +0.111 | +1.85% | +0.121 | +1.72% | -0.010 | +4.93% |
| 2026-01-11 | held out | 796 | +0.35% | +0.046 | -1.53% | +0.122 | -1.56% | -0.010 | +3.38% |
| 2026-01-10 | held out | 797 | +0.55% | -0.002 | -1.19% | +0.085 | +3.99% | -0.030 | +2.62% |
| 2026-01-09 | held out | 801 | -0.16% | +0.069 | +0.10% | +0.052 | +0.23% | -0.014 | +4.02% |
| 2026-01-08 | held out | 801 | -0.56% | +0.027 | -1.00% | +0.068 | -0.43% | -0.021 | +7.50% |
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 | +0.068 | 56.1% | +0.71% | +0.072 | 62.9% | +0.20% | -0.007 | 46.8% | +5.99% | 28 |
| 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 |