Accuracy — gru_s7
val + test + live · 2.3M
Summary
| horizon | days | token-days | rank IC | t | LS decile | hit (alpha) | hit (price) | MAE (alpha) | MAE (price) |
|---|---|---|---|---|---|---|---|---|---|
| +1d | 530 | 415k | +0.0649 | 18.3 | +1.05% | 55.6% | 54.1% | 0.0355 | 4.537586 |
| +7d | 524 | 408k | +0.0840 | 25.0 | +3.92% | 60.6% | 59.4% | 0.0931 | 12.648624 |
| +30d | 501 | 384k | +0.1013 | 29.2 | +10.85% | 62.1% | 64.0% | 0.2041 | 26.466648 |
By month
| month | IC +1d | hit +1d | LS +1d | IC +7d | hit +7d | LS +7d | IC +30d | hit +30d | LS +30d | days |
|---|---|---|---|---|---|---|---|---|---|---|
| 2026-10 | +0.056 | 57.2% | +1.38% | +0.113 | 71.6% | +9.71% | – | – | – | 20 |
| 2026-09 | +0.082 | 52.1% | +1.77% | +0.112 | 50.6% | +7.75% | +0.175 | 54.4% | +32.42% | 30 |
| 2026-08 | +0.055 | 56.1% | +1.07% | +0.085 | 58.6% | +5.97% | +0.156 | 61.3% | +17.71% | 31 |
| 2026-07 | +0.077 | 58.7% | +1.84% | +0.100 | 68.1% | +6.91% | +0.094 | 68.9% | +14.36% | 31 |
| 2026-06 | +0.058 | 54.6% | +1.64% | +0.060 | 58.7% | +3.32% | +0.106 | 70.4% | +20.27% | 30 |
| 2026-05 | +0.064 | 52.8% | +0.99% | +0.072 | 55.4% | +5.21% | +0.002 | 64.6% | +3.21% | 31 |
| 2026-04 | +0.074 | 57.9% | +1.39% | +0.062 | 60.6% | +3.44% | +0.057 | 57.5% | +9.66% | 30 |
| 2026-03 | +0.037 | 56.7% | +0.67% | +0.051 | 62.1% | +3.50% | +0.065 | 63.3% | +9.54% | 31 |
| 2026-02 | +0.060 | 52.6% | +0.91% | +0.091 | 61.8% | +4.67% | +0.060 | 64.6% | +9.52% | 28 |
| 2026-01 | +0.074 | 56.2% | +0.72% | +0.123 | 61.3% | +3.34% | +0.047 | 47.2% | +10.00% | 31 |
| 2025-12 | +0.046 | 56.7% | +0.97% | +0.066 | 60.4% | +3.58% | +0.087 | 63.5% | +2.38% | 31 |
| 2025-11 | +0.072 | 51.2% | +1.53% | +0.079 | 44.8% | +4.40% | +0.100 | 61.4% | +11.14% | 30 |
| 2025-10 | +0.061 | 58.8% | +0.72% | +0.075 | 65.9% | +2.95% | +0.141 | 45.4% | +16.89% | 31 |
| 2025-09 | +0.062 | 58.8% | +0.52% | +0.068 | 71.2% | +1.50% | +0.111 | 85.1% | +6.52% | 30 |
| 2025-08 | +0.049 | 49.9% | +0.27% | +0.031 | 50.2% | -0.59% | +0.068 | 58.0% | +1.22% | 31 |
| 2025-07 | +0.091 | 53.6% | +0.98% | +0.094 | 53.7% | +2.05% | +0.096 | 51.0% | +1.31% | 31 |
| 2025-06 | +0.066 | 59.0% | +0.54% | +0.087 | 73.0% | +0.87% | +0.132 | 63.9% | +6.74% | 30 |
| 2025-05 | +0.088 | 60.0% | +1.15% | +0.184 | 71.2% | +5.60% | +0.295 | 78.0% | +21.00% | 23 |
t-stats at +7d and +30d are optimistic: consecutive windows overlap, so the effective sample size is closer to the number of distinct days than the number of rows. +1d is the clean read. Long-short spreads are before trading costs and slippage, and the tail of the top-1000 by volume is thin.