gru_s8
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 + live — 2.3M assessed, 56k still pending a matured horizon.
Out-of-sample skill by horizon
+1d · rank IC
+0.0710 t=+19.2
530 days · 415k token-days
+1d · long-short decile
+1.04%
beta-adjusted alpha per period, before costs
+1d · direction hit
55.6%
in alpha space · 54.1% on raw price
+7d · rank IC
+0.0836 t=+22.9
524 days · 408k token-days
+7d · long-short decile
+3.83%
beta-adjusted alpha per period, before costs
+7d · direction hit
60.3%
in alpha space · 59.3% on raw price
+30d · rank IC
+0.1035 t=+29.4
501 days · 384k token-days
+30d · long-short decile
+10.92%
beta-adjusted alpha per period, before costs
+30d · direction hit
62.4%
in alpha space · 64.1% 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_s8//model.pt
- cell type
- gru
- parameters
- 250,771
- target
- beta
- horizons
- 1d, 7d, 30d
- calibration slopes
- 0.65, 0.60, 0.45
- data window
- 2021-10-20 → 2026-10-21
- train / val boundary
- 2025-05-08
- val / test boundary
- 2026-01-28
- registered
- 2026-10-21 18:34:44Z
- notes
- A/B arm: gru seed 8, 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% | +0.037 | -0.78% | – | – | – | – |
| 2026-10-19 | held out | 995 | +1.34% | +0.157 | +6.28% | – | – | – | – |
| 2026-10-18 | held out | 994 | -0.21% | +0.047 | +2.64% | – | – | – | – |
| 2026-10-17 | held out | 994 | +0.77% | +0.026 | -1.41% | – | – | – | – |
| 2026-10-16 | held out | 994 | -0.15% | +0.052 | -1.40% | – | – | – | – |
| 2026-10-15 | held out | 996 | -0.76% | +0.051 | +1.75% | – | – | – | – |
| 2026-10-14 | held out | 996 | +0.68% | +0.059 | +2.28% | +0.093 | +9.94% | – | – |
| 2026-10-13 | held out | 996 | -1.85% | +0.083 | +1.86% | +0.073 | +8.97% | – | – |
| 2026-10-12 | held out | 996 | +1.66% | +0.060 | -0.70% | +0.058 | +4.15% | – | – |
| 2026-10-11 | held out | 995 | -2.31% | +0.105 | +0.93% | +0.139 | +4.40% | – | – |
| 2026-10-10 | held out | 993 | +0.93% | -0.021 | -1.66% | +0.043 | +0.63% | – | – |
| 2026-10-09 | held out | 994 | +0.44% | +0.078 | +3.46% | +0.080 | +10.77% | – | – |
| 2026-10-08 | held out | 994 | +1.04% | +0.101 | +1.78% | +0.076 | +10.68% | – | – |
| 2026-10-07 | held out | 994 | -1.90% | +0.032 | -1.38% | +0.102 | +13.81% | – | – |
| 2026-10-06 | held out | 994 | -2.65% | +0.112 | +2.06% | +0.116 | +9.81% | – | – |
| 2026-10-05 | held out | 994 | -0.24% | +0.141 | +1.28% | +0.092 | +7.79% | – | – |
| 2026-10-04 | held out | 990 | -0.88% | +0.022 | +1.97% | +0.088 | +5.94% | – | – |
| 2026-10-03 | held out | 990 | +2.08% | +0.068 | -2.06% | +0.112 | +8.52% | – | – |
| 2026-10-02 | held out | 990 | +0.28% | -0.081 | +0.77% | +0.022 | +2.48% | – | – |
| 2026-10-01 | held out | 988 | -0.41% | +0.143 | +6.17% | +0.105 | +7.90% | – | – |
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 | +0.064 | 57.6% | +1.19% | +0.086 | 71.8% | +7.56% | – | – | – | 20 |
| 2026-09 | +0.078 | 52.1% | +1.44% | +0.090 | 51.0% | +7.68% | +0.169 | 54.9% | +31.55% | 30 |
| 2026-08 | +0.056 | 56.1% | +1.23% | +0.074 | 58.6% | +4.58% | +0.126 | 60.8% | +15.60% | 31 |
| 2026-07 | +0.078 | 58.8% | +1.91% | +0.081 | 67.7% | +6.67% | +0.083 | 69.2% | +12.98% | 31 |
| 2026-06 | +0.059 | 54.3% | +1.44% | +0.065 | 57.7% | +4.58% | +0.115 | 70.6% | +16.35% | 30 |
| 2026-05 | +0.070 | 52.8% | +0.72% | +0.086 | 56.0% | +5.70% | +0.019 | 64.5% | +8.78% | 31 |
| 2026-04 | +0.073 | 57.9% | +1.37% | +0.041 | 60.2% | +1.92% | +0.068 | 57.1% | +8.85% | 30 |
| 2026-03 | +0.044 | 56.6% | +0.92% | +0.060 | 61.8% | +3.79% | +0.061 | 66.2% | +9.25% | 31 |
| 2026-02 | +0.063 | 52.3% | +0.89% | +0.087 | 59.7% | +5.05% | +0.081 | 66.6% | +11.53% | 28 |
| 2026-01 | +0.078 | 56.3% | +0.99% | +0.093 | 61.1% | +3.27% | -0.007 | 47.3% | +6.90% | 31 |
| 2025-12 | +0.055 | 56.4% | +0.96% | +0.078 | 60.0% | +5.10% | +0.081 | 63.6% | +9.69% | 31 |
| 2025-11 | +0.081 | 51.3% | +1.62% | +0.097 | 44.2% | +5.52% | +0.125 | 62.1% | +17.20% | 30 |
| 2025-10 | +0.065 | 58.9% | +0.74% | +0.058 | 65.8% | +0.11% | +0.150 | 44.8% | +15.11% | 31 |
| 2025-09 | +0.067 | 58.9% | +0.25% | +0.047 | 71.3% | -0.39% | +0.072 | 85.0% | -3.27% | 30 |
| 2025-08 | +0.073 | 49.8% | +0.46% | +0.085 | 49.3% | +1.05% | +0.126 | 58.0% | +4.26% | 31 |
| 2025-07 | +0.091 | 53.6% | +1.03% | +0.108 | 53.8% | +2.86% | +0.113 | 51.2% | +4.42% | 31 |
| 2025-06 | +0.097 | 59.8% | +0.94% | +0.125 | 73.5% | +1.70% | +0.169 | 63.8% | +10.33% | 30 |
| 2025-05 | +0.088 | 59.2% | +0.58% | +0.166 | 69.7% | +4.47% | +0.271 | 76.9% | +13.17% | 23 |