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
showing val + test — 2.3M assessed, 56k still pending a matured horizon.
Out-of-sample skill by horizon
+1d · rank IC
+0.0650 t=+17.9
530 days · 415k token-days
+1d · long-short decile
+1.00%
beta-adjusted alpha per period, before costs
+1d · direction hit
54.6%
in alpha space · 53.2% on raw price
+7d · rank IC
+0.0833 t=+23.9
524 days · 408k token-days
+7d · long-short decile
+3.64%
beta-adjusted alpha per period, before costs
+7d · direction hit
57.4%
in alpha space · 56.8% on raw price
+30d · rank IC
+0.1121 t=+32.8
501 days · 384k token-days
+30d · long-short decile
+10.86%
beta-adjusted alpha per period, before costs
+30d · direction hit
61.8%
in alpha space · 63.7% 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 | +0.102 | 58.2% | +1.34% | +0.191 | 54.8% | +6.09% | +0.302 | 75.0% | +22.28% | 23 |