gru_s6
gru · 250,771 params · beta · trained on 2021-10-20 → 2026-10-21 · 2.4M predictions across 1,769 dates and 1,000 tokens
In-sample rows are included. 3714 of these days fall inside the training window, where the model has already seen the answer. Measured on this dataset the inflation is large — h=30 rank IC reads +0.20 in-sample versus +0.09 held out. Use the split pills above to go back to out-of-sample.
showing all splits (incl. in-sample) — 2.3M assessed, 56k still pending a matured horizon.
Out-of-sample skill by horizon
+1d · rank IC
+0.0881 t=+34.7
1,761 days · 785k token-days
+1d · long-short decile
+1.27%
beta-adjusted alpha per period, before costs
+1d · direction hit
55.5%
in alpha space · 53.7% on raw price
+7d · rank IC
+0.1209 t=+47.9
1,752 days · 777k token-days
+7d · long-short decile
+5.62%
beta-adjusted alpha per period, before costs
+7d · direction hit
60.5%
in alpha space · 59.0% on raw price
+30d · rank IC
+0.1780 t=+72.7
1,729 days · 752k token-days
+30d · long-short decile
+18.96%
beta-adjusted alpha per period, before costs
+30d · direction hit
67.5%
in alpha space · 63.1% 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_s6//model.pt
- cell type
- gru
- parameters
- 250,771
- target
- beta
- horizons
- 1d, 7d, 30d
- calibration slopes
- 1.10, 0.75, 0.50
- data window
- 2021-10-20 → 2026-10-21
- train / val boundary
- 2025-05-08
- val / test boundary
- 2026-01-28
- registered
- 2026-10-21 18:32:51Z
- notes
- A/B arm: gru seed 6, 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% | +0.009 | -1.02% | – | – | – | – |
| 2026-10-19 | held out | 995 | +1.34% | +0.140 | +6.79% | – | – | – | – |
| 2026-10-18 | held out | 994 | -0.21% | +0.058 | +5.86% | – | – | – | – |
| 2026-10-17 | held out | 994 | +0.77% | -0.030 | -2.59% | – | – | – | – |
| 2026-10-16 | held out | 994 | -0.15% | -0.020 | -2.34% | – | – | – | – |
| 2026-10-15 | held out | 996 | -0.76% | +0.041 | +1.15% | – | – | – | – |
| 2026-10-14 | held out | 996 | +0.68% | +0.058 | +2.25% | +0.065 | +9.82% | – | – |
| 2026-10-13 | held out | 996 | -1.85% | +0.053 | +1.55% | +0.075 | +8.19% | – | – |
| 2026-10-12 | held out | 996 | +1.66% | +0.052 | +1.09% | +0.088 | +5.03% | – | – |
| 2026-10-11 | held out | 995 | -2.31% | +0.088 | +1.14% | +0.110 | +7.57% | – | – |
| 2026-10-10 | held out | 993 | +0.93% | +0.045 | -0.25% | +0.050 | +4.28% | – | – |
| 2026-10-09 | held out | 994 | +0.44% | +0.113 | +4.26% | +0.095 | +10.94% | – | – |
| 2026-10-08 | held out | 994 | +1.04% | +0.065 | +1.89% | +0.099 | +11.53% | – | – |
| 2026-10-07 | held out | 994 | -1.90% | -0.006 | -1.37% | +0.088 | +10.20% | – | – |
| 2026-10-06 | held out | 994 | -2.65% | +0.087 | +3.24% | +0.113 | +12.51% | – | – |
| 2026-10-05 | held out | 994 | -0.24% | +0.136 | -0.29% | +0.073 | +2.50% | – | – |
| 2026-10-04 | held out | 990 | -0.88% | +0.052 | +1.92% | +0.100 | +4.49% | – | – |
| 2026-10-03 | held out | 990 | +2.08% | +0.091 | -0.19% | +0.110 | +3.89% | – | – |
| 2026-10-02 | held out | 990 | +0.28% | -0.049 | -0.12% | +0.049 | +0.79% | – | – |
| 2026-10-01 | held out | 988 | -0.41% | +0.116 | +4.56% | +0.106 | +7.47% | – | – |
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 | +0.055 | 57.1% | +1.37% | +0.087 | 70.3% | +7.09% | – | – | – | 20 |
| 2026-09 | +0.085 | 51.9% | +1.61% | +0.113 | 52.7% | +7.89% | +0.175 | 53.7% | +31.74% | 30 |
| 2026-08 | +0.056 | 55.5% | +0.97% | +0.087 | 57.1% | +4.08% | +0.177 | 61.5% | +18.14% | 31 |
| 2026-07 | +0.049 | 54.8% | +1.48% | +0.056 | 58.4% | +5.58% | +0.096 | 66.9% | +13.74% | 31 |
| 2026-06 | +0.050 | 51.6% | +1.32% | +0.058 | 55.8% | +3.94% | +0.116 | 70.0% | +17.46% | 30 |
| 2026-05 | +0.070 | 52.9% | +1.03% | +0.093 | 55.6% | +6.53% | +0.030 | 64.5% | +4.29% | 31 |
| 2026-04 | +0.069 | 57.6% | +1.21% | +0.058 | 59.9% | +3.13% | +0.077 | 57.5% | +11.70% | 30 |
| 2026-03 | +0.036 | 51.4% | +0.93% | +0.049 | 52.4% | +3.46% | +0.106 | 62.4% | +12.85% | 31 |
| 2026-02 | +0.049 | 53.1% | +0.62% | +0.083 | 55.4% | +4.14% | +0.081 | 66.7% | +10.97% | 28 |
| 2026-01 | +0.080 | 56.0% | +0.78% | +0.113 | 61.8% | +2.64% | +0.030 | 47.1% | +6.92% | 31 |
| 2025-12 | +0.039 | 52.3% | +0.88% | +0.061 | 53.6% | +3.34% | +0.074 | 62.2% | +3.60% | 31 |
| 2025-11 | +0.072 | 52.8% | +1.63% | +0.086 | 44.5% | +4.39% | +0.102 | 61.6% | +10.22% | 30 |
| 2025-10 | +0.060 | 58.5% | +0.50% | +0.063 | 63.6% | +0.44% | +0.144 | 45.5% | +14.03% | 31 |
| 2025-09 | +0.066 | 58.8% | +0.45% | +0.059 | 71.0% | +0.80% | +0.068 | 85.1% | -5.20% | 30 |
| 2025-08 | +0.065 | 49.8% | +0.41% | +0.064 | 49.9% | +1.20% | +0.103 | 58.0% | +5.12% | 31 |
| 2025-07 | +0.099 | 53.5% | +1.12% | +0.112 | 53.7% | +3.03% | +0.119 | 51.0% | +7.39% | 31 |
| 2025-06 | +0.073 | 58.7% | +0.58% | +0.094 | 69.6% | +0.31% | +0.172 | 64.0% | +8.63% | 30 |
| 2025-05 | +0.099 | 57.4% | +1.22% | +0.156 | 50.5% | +5.16% | +0.283 | 74.9% | +22.18% | 31 |
| 2025-04 | +0.075 | 53.9% | +0.97% | +0.112 | 57.2% | +4.12% | +0.162 | 63.4% | +14.62% | 30 |
| 2025-03 | +0.079 | 54.9% | +1.41% | +0.155 | 66.2% | +6.56% | +0.159 | 82.0% | +10.72% | 31 |
| 2025-02 | +0.083 | 53.4% | +1.97% | +0.178 | 55.9% | +9.77% | +0.253 | 71.0% | +20.53% | 28 |
| 2025-01 | +0.084 | 61.6% | +0.89% | +0.101 | 84.5% | +3.80% | +0.274 | 88.5% | +28.10% | 31 |
| 2024-12 | +0.118 | 60.9% | +1.66% | +0.164 | 65.4% | +5.84% | +0.256 | 86.4% | +24.89% | 31 |
| 2024-11 | +0.137 | 58.6% | +1.98% | +0.231 | 64.2% | +11.93% | +0.312 | 60.4% | +37.46% | 30 |
| 2024-10 | +0.109 | 60.5% | +0.82% | +0.171 | 71.0% | +4.80% | +0.336 | 78.8% | +38.37% | 31 |
| 2024-09 | +0.094 | 52.4% | +2.31% | +0.125 | 54.2% | +12.75% | +0.188 | 67.4% | +17.93% | 30 |
| 2024-08 | +0.095 | 52.3% | +3.33% | +0.155 | 56.0% | +21.06% | +0.130 | 51.1% | +49.76% | 31 |
| 2024-07 | +0.090 | 58.8% | +3.67% | +0.165 | 71.3% | +24.92% | +0.239 | 77.8% | +88.25% | 31 |
| 2024-06 | +0.106 | 61.1% | +3.40% | +0.149 | 72.4% | +16.87% | +0.244 | 78.6% | +73.03% | 30 |
| 2024-05 | +0.082 | 57.2% | +1.49% | +0.134 | 65.3% | +7.36% | +0.240 | 83.5% | +33.88% | 31 |
| 2024-04 | +0.132 | 59.1% | +2.71% | +0.221 | 70.0% | +12.01% | +0.276 | 79.7% | +17.52% | 27 |
| 2024-03 | +0.110 | 55.3% | +0.91% | +0.136 | 62.1% | +7.57% | +0.233 | 74.1% | +48.44% | 31 |
| 2024-02 | +0.115 | 57.3% | +1.57% | +0.209 | 60.0% | +13.58% | +0.306 | 53.2% | +39.28% | 29 |
| 2024-01 | +0.089 | 59.2% | +1.46% | +0.112 | 64.6% | +8.61% | +0.163 | 67.9% | +44.45% | 31 |
| 2023-12 | +0.097 | 53.3% | +0.22% | +0.080 | 57.0% | +3.61% | +0.092 | 57.7% | +17.97% | 31 |
| 2023-11 | +0.097 | 55.7% | -0.00% | +0.079 | 56.2% | -2.01% | +0.081 | 47.7% | +0.22% | 30 |
| 2023-10 | +0.097 | 58.1% | +1.10% | +0.096 | 73.0% | +3.09% | +0.088 | 51.6% | +5.38% | 31 |
| 2023-09 | +0.070 | 51.2% | +0.59% | +0.093 | 61.5% | +0.62% | +0.148 | 76.4% | +5.97% | 30 |
| 2023-08 | +0.095 | 57.1% | +1.00% | +0.110 | 60.5% | +1.75% | +0.107 | 66.8% | +3.56% | 29 |
| 2023-07 | +0.114 | 53.6% | +1.32% | +0.160 | 52.3% | +4.96% | +0.190 | 60.9% | +13.37% | 31 |
| 2023-06 | +0.106 | 57.3% | +1.10% | +0.195 | 68.4% | +5.39% | +0.310 | 63.2% | +19.22% | 30 |
| 2023-05 | +0.097 | 58.6% | +0.72% | +0.098 | 63.8% | +2.89% | +0.239 | 88.8% | +12.27% | 31 |
| 2023-04 | +0.098 | 56.6% | +0.57% | +0.130 | 64.7% | +2.78% | +0.177 | 74.6% | +8.98% | 30 |
| 2023-03 | +0.118 | 62.0% | +1.35% | +0.143 | 65.6% | +3.81% | +0.248 | 76.6% | +12.68% | 31 |
| 2023-02 | +0.123 | 56.3% | +1.13% | +0.185 | 58.8% | +6.45% | +0.338 | 86.7% | +20.62% | 28 |
| 2023-01 | +0.101 | 55.4% | +0.37% | +0.121 | 63.0% | +2.19% | +0.100 | 61.9% | +7.83% | 31 |
| 2022-12 | +0.056 | 57.5% | +0.63% | +0.085 | 67.0% | +3.13% | +0.112 | 79.7% | +9.58% | 31 |
| 2022-11 | +0.114 | 53.6% | +2.20% | +0.158 | 62.4% | +5.25% | +0.255 | 76.7% | +16.17% | 30 |
| 2022-10 | +0.084 | 55.4% | +1.31% | +0.103 | 57.9% | +4.65% | +0.149 | 70.6% | +12.36% | 31 |
| 2022-09 | +0.083 | 51.4% | +1.06% | +0.151 | 65.2% | +4.90% | +0.272 | 78.5% | +14.73% | 30 |
| 2022-08 | +0.113 | 56.9% | +1.06% | +0.147 | 58.1% | +3.58% | +0.169 | 63.7% | +5.08% | 31 |
| 2022-07 | +0.119 | 53.3% | +1.36% | +0.073 | 49.5% | +2.98% | +0.127 | 49.6% | +6.44% | 31 |
| 2022-06 | +0.079 | 57.4% | +0.91% | +0.120 | 63.1% | +6.18% | +0.151 | 53.7% | +8.96% | 30 |
| 2022-05 | +0.114 | 49.1% | +3.03% | +0.130 | 52.0% | +5.80% | +0.134 | 66.0% | +21.03% | 31 |
| 2022-04 | +0.105 | 61.2% | +1.30% | +0.170 | 71.9% | +3.09% | +0.227 | 93.1% | +23.10% | 30 |
| 2022-03 | +0.108 | 48.9% | +0.86% | +0.142 | 43.5% | +5.01% | +0.225 | 44.9% | +15.04% | 31 |
| 2022-02 | +0.077 | 53.0% | +0.79% | +0.139 | 55.8% | +5.44% | +0.278 | 67.3% | +22.34% | 28 |
| 2022-01 | +0.059 | 47.9% | +1.17% | +0.084 | 54.8% | +3.97% | +0.203 | 71.0% | +22.28% | 31 |
| 2021-12 | +0.116 | 49.7% | +1.06% | +0.188 | 51.2% | +6.47% | +0.287 | 73.3% | +19.16% | 14 |