2021-12-22 · +30d

gru_s5 · 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

+0.3892

136 of 136 tokens assessed

long-short decile

+22.66%

realised beta-adjusted alpha

direction hit

68.4%

in alpha space · 92.6% on raw price

BTC over horizon

-25.00%

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
SPELL	Spell	Ethereum	0.02388	0.020262	-15.15%	0.0092	-61.47%	0.5019	✓	1.00	34.3M	2022-01-21
DUSK	DUSK	Ethereum	0.6721	0.582854	-13.28%	0.6365	-5.30%	0.6169	✗	1.84	12.6M	2022-01-21
BICO	Biconomy	Ethereum	3.59	3.1616	-11.93%	2.45	-31.75%	0.0327	✓	1.00	11.9M	2022-01-21
MASK	Mask Network	Ethereum	11.08	9.7907	-11.64%	6.49	-41.43%	0.2645	✓	0.51	3.4M	2022-01-21
LPT	Livepeer	Ethereum	41.49	36.8257	-11.24%	24.86	-40.08%	0.1056	✓	1.73	5.2M	2022-01-21
HIVE	Hive	native	1.5055	1.3472	-10.52%	0.906	-39.82%	0.0197	✓	1.31	11.9M	2022-01-21
GTC	Gitcoin	Ethereum	10.62	9.5156	-10.40%	7.97	-24.95%	0.2114	✓	-0.12	4.2M	2022-01-21
GITCOIN	GITCOIN		10.58	9.5234	-9.99%	7.826	-26.03%	0.2468	✓	-0.18	129k	2022-01-21
BFC	Bifrost	Ethereum	0.20351	0.183653	-9.76%	0.16704	-17.92%	0.3740	✗	1.63	34k	2022-01-21
CRV	Curve DAO	Ethereum	5.05	4.579	-9.33%	3.31	-34.46%	0.0646	✓	1.35	28.7M	2022-01-21
NAKA	Nakamoto Games	Polygon	1.7654	1.6056	-9.05%	0.5186	-70.62%	0.9797	✓	0.52	8.5M	2022-01-21
UMA	UMA	Ethereum	9.46	8.6277	-8.80%	6.6	-30.23%	0.0451	✓	1.09	4.1M	2022-01-21
ENS	Ethereum Name Service	Ethereum	45.03	41.0759	-8.78%	17.88	-60.29%	0.2988	✓	1.85	10.6M	2022-01-21
SC	Siacoin	native	0.01601	0.014625	-8.65%	0.01044	-34.79%	0.0715	✓	0.92	1.5M	2022-01-21
MANA	Decentraland	Ethereum	3.2895	3.0187	-8.23%	2.2219	-32.45%	0.0619	✓	0.85	9.3M	2022-01-21
CELL	Cellframe	Ethereum	1.31	1.2031	-8.16%	0.8913	-31.96%	0.0123	✓	1.00	196k	2022-01-21
SANTOS	Santos FC Fan Token	Binance Smart Chain	3.759	3.4644	-7.84%	2.795	-25.65%	0.0730	✓	1.00	3.6M	2022-01-21
XYO	XYO Network	Ethereum	0.036887	0.034028	-7.75%	0.022082	-40.14%	0.1391	✓	1.02	13.9M	2022-01-21
OGN	Origin Token	Ethereum	0.634	0.585187	-7.70%	0.352	-44.48%	0.1563	✓	1.22	3.2M	2022-01-21
STORJ	Storj	Ethereum	1.9655	1.8143	-7.69%	1.1848	-39.72%	0.2267	✓	0.69	1.3M	2022-01-21
UOS	Ultra	Ethereum	1.6078	1.4935	-7.11%	0.91734	-42.95%	0.1982	✓	1.01	7.8M	2022-01-21
ENJ	Enjin Coin	Ethereum	2.579	2.398	-7.02%	1.738	-32.61%	0.0579	✓	0.92	2.8M	2022-01-21
IOTA	IOTA	IOTA	1.2709	1.1835	-6.87%	0.857	-32.57%	0.0164	✓	1.07	23.6M	2022-01-21
SHIB	Shiba Inu	Ethereum	0.000035	0.000032629	-6.77%	0.00002226	-36.40%	0.0947	✓	1.00	1.9M	2022-01-21
EWT	Energy Web Token	Ethereum	10.14	9.4574	-6.73%	5.957	-41.25%	0.2772	✓	0.64	455k	2022-01-21
CVC	Civic	Ethereum	0.3409	0.318851	-6.47%	0.2396	-29.72%	0.0305	✓	0.89	401k	2022-01-21
BAT	Basic Attention	Ethereum	1.1865	1.1099	-6.46%	0.81011	-31.72%	0.1871	✗	1.74	1.6M	2022-01-21
LCX	LCX	Ethereum	0.2119	0.198258	-6.44%	0.0939	-55.69%	0.4172	✓	1.15	4.2M	2022-01-21
CTSI	Cartesi	Ethereum	0.6893	0.645334	-6.38%	0.4811	-30.20%	0.0610	✓	1.23	6.5M	2022-01-21
ZEN	Horizen	Base	68	63.6927	-6.33%	38.94	-42.74%	0.0553	✓	1.52	1.7M	2022-01-21
RAD	Radworks	Ethereum	10.02	9.3882	-6.31%	5.68	-43.31%	0.2297	✓	0.95	1.9M	2022-01-21
ZEC	Zcash	Zcash	165.84	155.5898	-6.18%	102.35	-38.28%	0.0270	✓	1.36	13.6M	2022-01-21
VSYS	V.SYSTEMS	native	0.0194	0.018209	-6.14%	0.01394	-28.14%	0.1087	✓	0.55	61k	2022-01-21
DEXE	DeXe	Ethereum	12.18	11.4473	-6.02%	6.72	-44.83%	0.6227	✓	-0.31	5.4M	2022-01-21
LRC	Loopring	Ethereum	2.1998	2.0691	-5.94%	0.8678	-60.55%	0.2926	✓	2.00	2.3M	2022-01-21
MINA	Mina Protocol	native	3.31	3.1186	-5.78%	2.9	-12.39%	0.2063	✗	0.97	807k	2022-01-21
ANKR	Ankr Network	Ethereum	0.10602	0.100008	-5.67%	0.07197	-32.12%	0.1724	✓	0.54	143k	2022-01-21
AMP	Amp	Ethereum	0.05029	0.047477	-5.59%	0.0303	-39.75%	0.1768	✓	0.95	16.3M	2022-01-21
LSK	Lisk	Ethereum	2.4567	2.3233	-5.43%	1.6672	-32.14%	0.0144	✓	1.20	147k	2022-01-21
YFI	yearn.finance	Ethereum	31,630.71	29,932.46	-5.37%	25,741.64	-18.62%	0.0039	✓	0.54	6.8M	2022-01-21
SUPER	SuperVerse	Ethereum	1.21	1.1475	-5.16%	0.73	-39.67%	0.1646	✓	1.00	2.3M	2022-01-21
AVAX	Avalanche	Avalanche	116.66	110.6489	-5.15%	66.07	-43.37%	0.1835	✓	1.15	158.3M	2022-01-21
TRAC	OriginTrail	Ethereum	1.0889	1.0332	-5.11%	0.6747	-38.04%	0.0104	✓	1.52	3.0M	2022-01-21
MED	Medibloc	Osmosis	0.05685	0.053992	-5.03%	0.03977	-30.04%	0.0176	✓	1.12	20k	2022-01-21
AXS	Axie Infinity	Ethereum	101.56	96.5621	-4.92%	58.39	-42.51%	0.2281	✓	0.96	9.8M	2022-01-21
GODS	Gods Unchained	Ethereum	5.45	5.1885	-4.80%	2.29	-57.98%	0.5302	✓	1.00	6.8M	2022-01-21
IMX	Immutable	Ethereum	4.53	4.3153	-4.74%	2.71	-40.18%	0.1775	✓	1.00	2.8M	2022-01-21
CERE	Cere Network	Ethereum	0.0712	0.06786	-4.69%	0.0363	-49.02%	0.2328	✓	1.37	2.7M	2022-01-21
ATOM	Cosmos Hub	Cosmos	27.39	26.106	-4.69%	34.64	+26.47%	0.5321	✗	0.87	41.0M	2022-01-21
JASMY	JasmyCoin	Ethereum	0.0877	0.083664	-4.60%	0.05552	-36.69%	0.0531	✓	1.24	22.6M	2022-01-21
GRT	The Graph	Ethereum	0.6944	0.662495	-4.59%	0.4366	-37.13%	0.0471	✓	1.29	14.9M	2022-01-21
XVG	Verge	native	0.01724	0.016462	-4.51%	0.01002	-41.88%	0.1577	✓	1.18	2.9M	2022-01-21
LEO	LEO Token	Ethereum	3.5995	3.4407	-4.41%	3.5345	-1.81%	0.0012	✓	-0.09	372k	2022-01-21
API3	Api3	Ethereum	5.04	4.8179	-4.41%	4.65	-7.74%	0.2522	✗	1.00	1.8M	2022-01-21
MOVR	Moonriver	Base	181.9072	174.0529	-4.32%	95	-47.78%	0.2774	✓	1.14	748k	2022-01-21
ASM	Assemble AI	Ethereum	0.0942	0.090237	-4.21%	0.05388	-42.80%	0.0815	✓	1.51	6.4M	2022-01-21
OXT	Orchid Protocol	Ethereum	0.3774	0.362081	-4.06%	0.2523	-33.15%	0.0118	✓	1.30	6.6M	2022-01-21
PORTO	FC Porto	Binance Smart Chain	3.2372	3.1062	-4.05%	3.11	-3.93%	0.3479	✗	1.21	4.0M	2022-01-21
ACH	Alchemy Pay	Ethereum	0.060937	0.058515	-3.98%	0.041641	-31.67%	0.0893	✗	1.49	11.0M	2022-01-21
OMG	OMG Network	Ethereum	6.5402	6.2807	-3.97%	4.7186	-27.85%	0.0553	✗	1.19	833k	2022-01-21
XTZ	Tezos	Tezos	4.5418	4.3676	-3.83%	3.3417	-26.42%	0.1060	✗	1.30	5.1M	2022-01-21
DNT	district0x	Ethereum	0.1365	0.131325	-3.79%	0.0834	-38.90%	0.1429	✓	1.08	508k	2022-01-21
PSG	Paris Saint-Germain Fan Token	Solana	15.79	15.1976	-3.75%	13.42	-15.01%	0.0665	✗	0.66	1.5M	2022-01-21
KNC	Kyber Network Crystal	Ethereum	1.3628	1.3123	-3.71%	1.4321	+5.09%	0.3964	✗	1.07	1.5M	2022-01-21
FTT	FTX	Ethereum	41.33	39.8153	-3.66%	38.52	-6.80%	0.2725	✗	1.06	23.4M	2022-01-21
KCS	KuCoin	native	21.435	20.7146	-3.36%	16.808	-21.59%	0.2768	✗	1.69	22.7M	2022-01-21
ETC	Ethereum Classic	native	35.67	34.4774	-3.34%	25.95	-27.25%	0.0162	✓	1.04	6.2M	2022-01-21
BEL	Bella Protocol	Ethereum	1.569	1.5166	-3.34%	0.984	-37.28%	0.0543	✓	1.32	5.4M	2022-01-21
ZRX	0x Protocol	Ethereum	0.824208	0.796865	-3.32%	0.55846	-32.24%	0.0486	✓	1.07	4.7M	2022-01-21
LAZIO	Lazio Fan Token	Binance Smart Chain	5.0655	4.9008	-3.25%	3.555	-29.82%	0.0720	✗	1.37	5.0M	2022-01-21
POWR	Powerledger	Ethereum	0.4511	0.436617	-3.21%	0.5351	+18.62%	0.6117	✗	1.42	1.6M	2022-01-21
XYM	Symbol	native	0.2424	0.234774	-3.15%	0.1639	-32.38%	0.2280	✓	0.46	428k	2022-01-21
COTI	COTI	Ethereum	0.3293	0.318942	-3.15%	0.2921	-11.30%	0.3300	✗	1.45	4.4M	2022-01-21
XPR	XPR Network	Ethereum	0.0179	0.017345	-3.10%	0.01111	-37.93%	0.0843	✓	1.26	3.6M	2022-01-21
BCHSV	Bitcoin Cash SV		123.67	119.8772	-3.07%	95.68	-22.63%	0.0578	✗	0.98	2.8M	2022-01-21
TWT	Trust Wallet	Binance Smart Chain	0.7367	0.714319	-3.04%	0.5619	-23.73%	0.1103	✗	1.22	7.7M	2022-01-21
ORBS	Orbs	Ethereum	0.0865	0.083888	-3.02%	0.0634	-26.71%	0.0366	✗	1.10	22k	2022-01-21
GT	Gate	Ethereum	6.125	5.9481	-2.89%	6.243	+1.93%	0.2826	✗	0.81	4.7M	2022-01-21
CTK	Shentu	Osmosis	1.801	1.749	-2.89%	1.209	-32.87%	0.0016	✓	1.29	6.8M	2022-01-21
BNT	Bancor Network	Ethereum	3.39	3.2938	-2.84%	2.46	-27.43%	0.0092	✓	0.98	1.3M	2022-01-21
RIF	Rootstock Infrastructure Framework	Ethereum	0.2078	0.201941	-2.82%	0.1474	-29.07%	0.0633	✓	0.87	776k	2022-01-21
AUCTION	Bounce	Ethereum	24.51	23.8392	-2.74%	15.55	-36.56%	0.1210	✓	1.06	2.7M	2022-01-21
ARPA	ARPA	Ethereum	0.1026	0.099813	-2.72%	0.0619	-39.67%	0.0894	✓	1.35	3.3M	2022-01-21
SKL	SKALE	Ethereum	0.2077	0.202088	-2.70%	0.1206	-41.94%	0.1729	✓	1.19	7.6M	2022-01-21
KSM	Kusama	Hydration	273.22	266.718	-2.38%	213.87	-21.72%	0.0899	✗	1.08	1.5M	2022-01-21
DODO	DODO	Ethereum	0.898	0.876709	-2.37%	0.561	-37.53%	0.0234	✓	1.47	9.7M	2022-01-21
ALGO	Algorand	Algorand	1.3641	1.3323	-2.33%	1.0303	-24.47%	0.0448	✗	1.05	35.5M	2022-01-21
NMR	Numeraire	Ethereum	33.08	32.3209	-2.29%	23.31	-29.53%	0.1349	✓	0.67	711k	2022-01-21
BAND	Band	Ethereum	5.36	5.2415	-2.21%	3.96	-26.12%	0.0598	✗	1.18	2.8M	2022-01-21
WBTC	Wrapped Bitcoin	Ethereum	48,803.20	47,783.52	-2.09%	36,607.80	-24.99%	0.0168	✓	0.98	12k	2022-01-21
TKO	Tokocrypto	Binance Smart Chain	1.271	1.2449	-2.06%	0.764	-39.89%	0.2065	✓	0.98	4.4M	2022-01-21
AGLD	Adventure Gold	Ethereum	1.6	1.5687	-1.96%	0.97	-39.38%	0.0073	✓	1.70	1.6M	2022-01-21
RLC	iExec RLC	Ethereum	3.07	3.0102	-1.95%	2	-34.85%	0.0390	✓	1.29	3.2M	2022-01-21
CBK	Cobak	Ethereum	2.973	2.9154	-1.94%	2.197	-26.10%	0.0407	✓	0.84	103k	2022-01-21
CITY	Manchester City Fan Token	Solana	10.37	10.1765	-1.87%	9.4	-9.35%	0.1347	✗	0.74	1.6M	2022-01-21
XEC	eCash	native	0.00011055	0.000108506	-1.85%	0.00007968	-27.92%	0.0233	✓	0.99	12.0M	2022-01-21
XEM	NEM	native	0.1305	0.128133	-1.81%	0.097	-25.67%	0.0340	✗	1.09	202k	2022-01-21
SOL	Solana	Solana	178.45	175.3819	-1.72%	112.32	-37.06%	0.1553	✓	1.01	265.5M	2022-01-21
METRONOME	METRONOME		5.0079	4.9232	-1.69%	3.2277	-35.55%	0.2035	✓	0.76	31k	2022-01-21
DASH	Dash	Dash	135.16	132.8914	-1.68%	105.73	-21.77%	0.1302	✗	1.25	2.2M	2022-01-21
TRB	Tellor Tributes	Ethereum	33.76	33.2062	-1.64%	21.23	-37.11%	0.0151	✓	1.50	1.6M	2022-01-21
CHZ	Chiliz	Ethereum	0.2856	0.28097	-1.62%	0.198	-30.67%	0.0125	✓	1.26	6.6M	2022-01-21
LTC	Litecoin	Litecoin	155.44	153.1075	-1.50%	114.51	-26.33%	0.1119	✗	1.40	60.2M	2022-01-21
AAVE	Aave	Ethereum	206.48	203.5796	-1.40%	171.09	-17.14%	0.1039	✗	0.97	11.4M	2022-01-21
UNI	Uniswap	Ethereum	16.21	15.9961	-1.32%	12.63	-22.09%	0.1289	✗	1.27	14.1M	2022-01-21
ADA	Cardano	Cardano	1.3279	1.3106	-1.30%	1.1211	-15.57%	0.1391	✗	1.03	128.9M	2022-01-21
BTC	Bitcoin	Bitcoin	48,608.62	48,000.90	-1.25%	36,456.94	-25.00%	0.0126	✗	1.00	750.8M	2022-01-21
XMR	Monero	Monero	190.53	188.2938	-1.17%	172.82	-9.30%	0.1879	✗	0.95	2.8M	2022-01-21
NANO	nanopay	Base	3.4753	3.4359	-1.13%	2.3265	-33.06%	0.0903	✓	1.04	819k	2022-01-21
JUV	Juventus Fan Token	Solana	8.83	8.7312	-1.12%	6.56	-25.71%	0.0640	✓	0.77	934k	2022-01-21
QTUM	Qtum	Qtum	9.4299	9.3271	-1.09%	6.1225	-35.07%	0.0047	✓	1.45	349k	2022-01-21
COMP	Compound	Ethereum	206.65	204.5632	-1.01%	139.37	-32.56%	0.0812	✓	1.05	236k	2022-01-21
SNX	Synthetix	Ethereum	5.53	5.4744	-1.01%	4.17	-24.59%	0.0387	✗	1.08	5.3M	2022-01-21
TRX	TRON	Tron	0.079046	0.078304	-0.94%	0.061109	-22.69%	0.0292	✗	0.96	787k	2022-01-21
DKA	dKargo	Ethereum	0.11507	0.113997	-0.93%	0.08324	-27.66%	0.0023	✓	1.10	30k	2022-01-21
ACM	AC Milan Fan Token	Solana	5.151	5.1106	-0.78%	4.12	-20.02%	0.0335	✓	0.63	936k	2022-01-21
XLM	Stellar	Stellar	0.267724	0.265816	-0.71%	0.202862	-24.23%	0.0137	✗	0.99	39.0M	2022-01-21
MTL	Metal DAO	Metal L2	2.227	2.2124	-0.66%	1.445	-35.11%	0.1064	✓	1.11	3.4M	2022-01-21
BAR	FC Barcelona Fan Token	Solana	8.79	8.7351	-0.63%	6.31	-28.21%	0.1365	✓	0.66	1.1M	2022-01-21
DOGE	Dogecoin	Dogecoin	0.173188	0.172178	-0.58%	0.142057	-17.98%	0.1237	✗	1.10	5.5M	2022-01-21
OG	OG Fan Token	Solana	4.024	4.0073	-0.41%	3.392	-15.71%	0.0644	✗	0.80	714k	2022-01-21
BCH	Bitcoin Cash	Bitcoin Cash	438.3	436.5057	-0.41%	315.04	-28.12%	0.0293	✓	1.03	14.2M	2022-01-21
SUSHI	Sushi	Ethereum	6.36	6.3463	-0.21%	4.96	-22.01%	0.1315	✗	1.31	13.8M	2022-01-21
ATM	Atletico Madrid Fan Token	Solana	7.93	7.9143	-0.20%	5.64	-28.88%	0.1568	✓	0.63	1.1M	2022-01-21
FIL	Filecoin	Filecoin	35.63	35.5639	-0.19%	21.98	-38.31%	0.1900	✓	1.01	22.5M	2022-01-21
QNT	Quant	Ethereum	182.5	182.2667	-0.13%	114.44	-37.29%	0.2023	✓	0.91	12.1M	2022-01-21
ETH	Ethereum	Ethereum	3,981.12	3,977.94	-0.08%	2,569.01	-35.47%	0.1320	✓	1.06	768.5M	2022-01-21
XVS	Venus	Ethereum	15.56	15.5511	-0.06%	9.94	-36.12%	0.1190	✓	1.14	5.7M	2022-01-21
SUN	Sun Token	Tron	0.022989	0.022989	+0.00%	0.016171	-29.66%	0.0038	✗	1.21	2.0M	2022-01-21
DOT	Polkadot	Polkadot	27.24	27.3339	+0.34%	19.67	-27.79%	0.0278	✓	1.24	75.5M	2022-01-21
DYDX	dYdX	Cosmos	8.258	8.3081	+0.61%	8.351	+1.13%	0.3850	✓	1.32	635k	2022-01-21
1INCH	1INCH	Ethereum	2.47	2.487	+0.69%	1.84	-25.51%	0.0289	✗	0.95	4.7M	2022-01-21
ASR	AS Roma Fan Token	Solana	3.862	3.903	+1.06%	3.168	-17.97%	0.0130	✗	0.68	487k	2022-01-21
LINK	Chainlink	Ethereum	19.92	20.2478	+1.65%	17.44	-12.45%	0.2168	✓	1.27	67.0M	2022-01-21
ICP	Internet Computer	Ethereum	23.34	23.9256	+2.51%	24.19	+3.64%	0.3951	✓	1.34	21.2M	2022-01-21
PHA	PHALA	Ethereum	0.357	0.369994	+3.64%	0.271	-24.09%	0.0976	✗	0.74	49k	2022-01-21

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.