gru_s5
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
+0.0665 t=+18.8
530 days · 415k token-days
+1d · long-short decile
+0.97%
beta-adjusted alpha per period, before costs
+1d · direction hit
55.6%
in alpha space · 54.2% on raw price
+7d · rank IC
+0.0773 t=+23.7
524 days · 408k token-days
+7d · long-short decile
+3.16%
beta-adjusted alpha per period, before costs
+7d · direction hit
60.8%
in alpha space · 59.6% on raw price
+30d · rank IC
+0.0973 t=+28.6
501 days · 384k token-days
+30d · long-short decile
+9.12%
beta-adjusted alpha per period, before costs
+30d · direction hit
62.8%
in alpha space · 64.4% 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_s5//model.pt
- cell type
- gru
- parameters
- 250,771
- target
- beta
- horizons
- 1d, 7d, 30d
- calibration slopes
- 0.85, 0.60, 0.40
- data window
- 2021-10-20 → 2026-10-21
- train / val boundary
- 2025-05-08
- val / test boundary
- 2026-01-28
- registered
- 2026-10-21 18:31:57Z
- notes
- A/B arm: gru seed 5, 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% | +0.068 | -0.53% | – | – | – | – |
| 2026-10-19 | held out | 995 | +1.34% | +0.175 | +6.40% | – | – | – | – |
| 2026-10-18 | held out | 994 | -0.21% | +0.070 | +6.09% | – | – | – | – |
| 2026-10-17 | held out | 994 | +0.77% | -0.037 | -2.35% | – | – | – | – |
| 2026-10-16 | held out | 994 | -0.15% | -0.006 | +2.14% | – | – | – | – |
| 2026-10-15 | held out | 996 | -0.76% | +0.061 | +0.79% | – | – | – | – |
| 2026-10-14 | held out | 996 | +0.68% | +0.072 | +3.06% | +0.077 | +12.52% | – | – |
| 2026-10-13 | held out | 996 | -1.85% | +0.030 | +0.02% | +0.073 | +11.07% | – | – |
| 2026-10-12 | held out | 996 | +1.66% | +0.021 | -1.73% | +0.049 | +4.70% | – | – |
| 2026-10-11 | held out | 995 | -2.31% | +0.068 | +1.36% | +0.081 | +8.52% | – | – |
| 2026-10-10 | held out | 993 | +0.93% | +0.040 | +0.01% | +0.044 | +6.57% | – | – |
| 2026-10-09 | held out | 994 | +0.44% | +0.102 | +4.07% | +0.065 | +9.51% | – | – |
| 2026-10-08 | held out | 994 | +1.04% | +0.097 | +1.04% | +0.079 | +9.51% | – | – |
| 2026-10-07 | held out | 994 | -1.90% | -0.039 | -2.62% | +0.048 | +11.33% | – | – |
| 2026-10-06 | held out | 994 | -2.65% | +0.054 | +4.02% | +0.031 | +7.82% | – | – |
| 2026-10-05 | held out | 994 | -0.24% | +0.072 | -0.10% | +0.030 | +1.75% | – | – |
| 2026-10-04 | held out | 990 | -0.88% | +0.049 | +1.83% | +0.060 | +1.07% | – | – |
| 2026-10-03 | held out | 990 | +2.08% | +0.037 | -1.88% | +0.031 | -0.53% | – | – |
| 2026-10-02 | held out | 990 | +0.28% | +0.018 | -0.11% | +0.038 | -4.14% | – | – |
| 2026-10-01 | held out | 988 | -0.41% | +0.085 | +3.46% | +0.049 | +0.91% | – | – |
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 | +0.052 | 57.4% | +1.25% | +0.054 | 71.7% | +5.76% | – | – | – | 20 |
| 2026-09 | +0.077 | 51.7% | +1.41% | +0.092 | 50.6% | +5.24% | +0.166 | 52.5% | +27.85% | 30 |
| 2026-08 | +0.054 | 56.0% | +1.01% | +0.077 | 58.9% | +3.70% | +0.135 | 59.4% | +13.06% | 31 |
| 2026-07 | +0.056 | 58.3% | +1.51% | +0.060 | 67.7% | +4.08% | +0.074 | 69.0% | +8.97% | 31 |
| 2026-06 | +0.057 | 55.0% | +1.45% | +0.055 | 59.0% | +3.06% | +0.094 | 71.1% | +11.43% | 30 |
| 2026-05 | +0.073 | 52.8% | +0.81% | +0.087 | 55.6% | +4.51% | +0.031 | 64.8% | +3.14% | 31 |
| 2026-04 | +0.066 | 57.9% | +1.19% | +0.037 | 60.6% | +2.46% | +0.069 | 57.6% | +6.52% | 30 |
| 2026-03 | +0.047 | 56.3% | +0.84% | +0.054 | 62.3% | +2.67% | +0.069 | 66.3% | +9.09% | 31 |
| 2026-02 | +0.060 | 51.6% | +0.48% | +0.086 | 59.4% | +3.79% | +0.069 | 68.6% | +8.25% | 28 |
| 2026-01 | +0.075 | 56.1% | +0.73% | +0.098 | 60.7% | +2.12% | +0.007 | 47.0% | +4.55% | 31 |
| 2025-12 | +0.049 | 56.2% | +0.94% | +0.048 | 60.3% | +3.28% | +0.036 | 64.1% | +2.63% | 31 |
| 2025-11 | +0.084 | 51.4% | +1.49% | +0.096 | 45.8% | +4.28% | +0.092 | 63.1% | +8.84% | 30 |
| 2025-10 | +0.064 | 59.2% | +0.67% | +0.061 | 66.3% | +1.08% | +0.146 | 45.3% | +17.72% | 31 |
| 2025-09 | +0.069 | 58.9% | +0.44% | +0.076 | 71.3% | +1.84% | +0.105 | 85.1% | +5.92% | 30 |
| 2025-08 | +0.062 | 49.8% | +0.43% | +0.052 | 49.3% | +0.70% | +0.099 | 58.0% | +2.42% | 31 |
| 2025-07 | +0.081 | 53.5% | +0.94% | +0.098 | 53.8% | +2.35% | +0.116 | 51.3% | +2.89% | 31 |
| 2025-06 | +0.081 | 59.6% | +0.83% | +0.097 | 74.1% | +1.70% | +0.142 | 64.2% | +8.20% | 30 |
| 2025-05 | +0.096 | 59.8% | +1.08% | +0.180 | 76.7% | +6.67% | +0.269 | 84.5% | +22.95% | 23 |