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 validation only — 2.3M assessed, 56k still pending a matured horizon.
Out-of-sample skill by horizon
+1d · rank IC
+0.0722 t=+12.4
265 days · 179k token-days
+1d · long-short decile
+0.83%
beta-adjusted alpha per period, before costs
+1d · direction hit
55.3%
in alpha space · 54.2% on raw price
+7d · rank IC
+0.0897 t=+15.8
265 days · 178k token-days
+7d · long-short decile
+2.22%
beta-adjusted alpha per period, before costs
+7d · direction hit
58.2%
in alpha space · 58.7% on raw price
+30d · rank IC
+0.1191 t=+21.6
265 days · 177k token-days
+30d · long-short decile
+7.66%
beta-adjusted alpha per period, before costs
+30d · direction hit
60.7%
in alpha space · 69.2% 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 |
|---|---|---|---|---|---|---|---|---|---|
| 2026-01-28 | held out | 806 | -5.21% | +0.054 | -0.36% | +0.017 | +1.65% | +0.023 | +11.40% |
| 2026-01-27 | held out | 808 | +0.05% | -0.033 | -1.53% | +0.056 | +1.55% | +0.029 | +9.90% |
| 2026-01-26 | held out | 809 | +0.98% | +0.058 | +0.49% | +0.038 | +0.70% | +0.018 | +12.96% |
| 2026-01-25 | held out | 804 | +1.95% | +0.059 | +0.28% | +0.057 | -0.82% | +0.036 | +11.09% |
| 2026-01-24 | held out | 803 | -2.83% | +0.089 | +0.96% | +0.030 | -3.87% | +0.029 | +10.22% |
| 2026-01-23 | held out | 804 | -0.44% | +0.103 | +1.27% | +0.027 | -3.17% | +0.032 | +3.12% |
| 2026-01-22 | held out | 804 | +0.01% | +0.099 | +2.49% | +0.045 | -1.89% | +0.016 | +2.65% |
| 2026-01-21 | held out | 800 | +0.11% | +0.028 | +1.79% | +0.074 | -0.12% | +0.025 | +3.91% |
| 2026-01-20 | held out | 799 | +1.19% | +0.030 | +0.70% | +0.077 | +1.02% | +0.017 | +7.63% |
| 2026-01-19 | held out | 797 | -4.59% | +0.003 | -1.44% | +0.105 | +1.55% | +0.001 | +9.02% |
| 2026-01-18 | held out | 802 | -1.15% | +0.080 | -1.77% | +0.118 | +4.20% | -0.003 | +9.48% |
| 2026-01-17 | held out | 804 | -1.55% | +0.051 | +0.23% | +0.073 | -0.51% | -0.037 | +2.71% |
| 2026-01-16 | held out | 803 | -0.41% | +0.177 | +1.56% | +0.117 | +0.21% | -0.013 | +2.38% |
| 2026-01-15 | held out | 805 | -0.09% | -0.006 | -0.55% | +0.125 | -0.81% | -0.017 | +1.50% |
| 2026-01-14 | held out | 804 | -1.41% | +0.091 | +0.31% | +0.103 | -1.95% | +0.007 | +4.24% |
| 2026-01-13 | held out | 804 | +1.65% | +0.166 | +1.96% | +0.167 | +0.64% | -0.030 | -1.20% |
| 2026-01-12 | held out | 802 | +4.60% | +0.102 | +1.08% | +0.154 | +3.78% | -0.008 | +2.54% |
| 2026-01-11 | held out | 796 | +0.35% | +0.106 | -0.86% | +0.174 | +0.36% | +0.018 | +4.45% |
| 2026-01-10 | held out | 797 | +0.55% | +0.047 | +1.19% | +0.108 | +2.22% | -0.001 | -0.22% |
| 2026-01-09 | held out | 801 | -0.16% | +0.047 | +0.41% | +0.074 | +1.28% | +0.010 | +6.98% |
| 2026-01-08 | held out | 801 | -0.56% | +0.026 | -0.13% | +0.096 | +2.21% | +0.015 | +2.13% |
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 | +0.083 | 56.1% | +0.69% | +0.104 | 62.9% | +1.20% | +0.026 | 47.5% | +6.20% | 28 |
| 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 |