gru_s7
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
+0.0668 t=+11.8
265 days · 179k token-days
+1d · long-short decile
+0.80%
beta-adjusted alpha per period, before costs
+1d · direction hit
55.9%
in alpha space · 54.5% on raw price
+7d · rank IC
+0.0853 t=+17.0
265 days · 178k token-days
+7d · long-short decile
+2.42%
beta-adjusted alpha per period, before costs
+7d · direction hit
61.2%
in alpha space · 61.6% on raw price
+30d · rank IC
+0.1147 t=+22.0
265 days · 177k token-days
+30d · long-short decile
+8.14%
beta-adjusted alpha per period, before costs
+30d · direction hit
61.1%
in alpha space · 69.7% 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_s7//model.pt
- cell type
- gru
- parameters
- 250,771
- target
- beta
- horizons
- 1d, 7d, 30d
- calibration slopes
- 0.50, 0.45, 0.35
- data window
- 2021-10-20 → 2026-10-21
- train / val boundary
- 2025-05-08
- val / test boundary
- 2026-01-28
- registered
- 2026-10-21 18:33:47Z
- notes
- A/B arm: gru seed 7, 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% | +0.091 | +0.26% | +0.092 | +4.11% | +0.034 | +8.82% |
| 2026-01-27 | held out | 808 | +0.05% | -0.014 | +0.07% | +0.128 | +6.14% | +0.062 | +11.55% |
| 2026-01-26 | held out | 809 | +0.98% | +0.046 | +2.67% | +0.145 | +8.53% | +0.079 | +13.90% |
| 2026-01-25 | held out | 804 | +1.95% | +0.055 | -0.19% | +0.138 | +4.00% | +0.097 | +15.22% |
| 2026-01-24 | held out | 803 | -2.83% | +0.071 | +0.37% | +0.112 | +3.23% | +0.078 | +12.45% |
| 2026-01-23 | held out | 804 | -0.44% | +0.021 | -0.00% | +0.026 | -0.75% | +0.067 | +12.34% |
| 2026-01-22 | held out | 804 | +0.01% | +0.049 | +1.33% | +0.049 | +1.10% | +0.058 | +9.00% |
| 2026-01-21 | held out | 800 | +0.11% | +0.003 | +0.42% | +0.047 | -0.01% | +0.059 | +7.83% |
| 2026-01-20 | held out | 799 | +1.19% | +0.063 | +1.46% | +0.035 | +1.40% | +0.039 | +4.71% |
| 2026-01-19 | held out | 797 | -4.59% | +0.030 | +0.04% | +0.052 | +1.76% | -0.001 | +6.14% |
| 2026-01-18 | held out | 802 | -1.15% | +0.089 | +0.69% | +0.099 | +2.78% | -0.022 | +2.88% |
| 2026-01-17 | held out | 804 | -1.55% | +0.076 | -0.06% | +0.073 | +1.99% | -0.034 | +2.63% |
| 2026-01-16 | held out | 803 | -0.41% | +0.171 | +1.89% | +0.116 | +5.06% | -0.013 | +10.52% |
| 2026-01-15 | held out | 805 | -0.09% | -0.018 | -0.52% | +0.102 | +2.46% | -0.025 | +1.15% |
| 2026-01-14 | held out | 804 | -1.41% | +0.131 | +1.84% | +0.102 | -0.62% | +0.015 | +9.96% |
| 2026-01-13 | held out | 804 | +1.65% | +0.180 | +1.65% | +0.152 | -1.04% | -0.011 | +6.55% |
| 2026-01-12 | held out | 802 | +4.60% | +0.048 | +0.34% | +0.109 | -0.38% | -0.002 | +5.75% |
| 2026-01-11 | held out | 796 | +0.35% | +0.075 | -0.29% | +0.127 | -2.25% | +0.032 | +9.07% |
| 2026-01-10 | held out | 797 | +0.55% | +0.084 | -0.32% | +0.100 | -0.45% | +0.029 | +6.71% |
| 2026-01-09 | held out | 801 | -0.16% | +0.045 | -0.10% | +0.093 | -2.21% | +0.050 | +14.40% |
| 2026-01-08 | held out | 801 | -0.56% | +0.019 | -0.20% | +0.132 | +0.49% | +0.020 | +13.82% |
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 | +0.073 | 56.1% | +0.62% | +0.110 | 63.3% | +2.18% | +0.042 | 47.6% | +9.54% | 28 |
| 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 |