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 validation only — 2.3M assessed, 56k still pending a matured horizon.
Out-of-sample skill by horizon
+1d · rank IC
+0.0769 t=+13.0
265 days · 179k token-days
+1d · long-short decile
+0.83%
beta-adjusted alpha per period, before costs
+1d · direction hit
55.9%
in alpha space · 54.4% on raw price
+7d · rank IC
+0.0928 t=+16.2
265 days · 178k token-days
+7d · long-short decile
+2.46%
beta-adjusted alpha per period, before costs
+7d · direction hit
60.9%
in alpha space · 61.2% on raw price
+30d · rank IC
+0.1185 t=+22.1
265 days · 177k token-days
+30d · long-short decile
+8.46%
beta-adjusted alpha per period, before costs
+30d · direction hit
61.1%
in alpha space · 69.5% 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 |
|---|---|---|---|---|---|---|---|---|---|
| 2026-01-28 | held out | 806 | -5.21% | +0.077 | +1.33% | +0.018 | +2.62% | +0.027 | +12.05% |
| 2026-01-27 | held out | 808 | +0.05% | -0.033 | -0.35% | +0.034 | +4.48% | +0.041 | +9.39% |
| 2026-01-26 | held out | 809 | +0.98% | +0.037 | +1.56% | +0.030 | +3.24% | +0.028 | +12.73% |
| 2026-01-25 | held out | 804 | +1.95% | +0.086 | +0.76% | +0.016 | +0.19% | +0.015 | +9.96% |
| 2026-01-24 | held out | 803 | -2.83% | +0.100 | +1.36% | +0.016 | -0.26% | +0.025 | +6.95% |
| 2026-01-23 | held out | 804 | -0.44% | +0.104 | +0.59% | +0.020 | +1.99% | +0.010 | +6.51% |
| 2026-01-22 | held out | 804 | +0.01% | +0.085 | +3.35% | +0.007 | +2.39% | -0.004 | +6.30% |
| 2026-01-21 | held out | 800 | +0.11% | -0.009 | -0.17% | +0.055 | +0.72% | -0.009 | +4.06% |
| 2026-01-20 | held out | 799 | +1.19% | +0.031 | +2.68% | +0.073 | +2.98% | -0.016 | +5.42% |
| 2026-01-19 | held out | 797 | -4.59% | -0.039 | -0.66% | +0.056 | +3.28% | -0.017 | +3.49% |
| 2026-01-18 | held out | 802 | -1.15% | +0.066 | -1.26% | +0.066 | +1.13% | -0.024 | +9.22% |
| 2026-01-17 | held out | 804 | -1.55% | +0.034 | -0.46% | +0.044 | -1.89% | -0.069 | -0.37% |
| 2026-01-16 | held out | 803 | -0.41% | +0.177 | +0.81% | +0.056 | -5.08% | -0.036 | +4.61% |
| 2026-01-15 | held out | 805 | -0.09% | +0.033 | +0.69% | +0.051 | -4.60% | -0.070 | +1.91% |
| 2026-01-14 | held out | 804 | -1.41% | +0.132 | +0.39% | +0.047 | -4.51% | -0.055 | +5.38% |
| 2026-01-13 | held out | 804 | +1.65% | +0.219 | +1.07% | +0.142 | -0.89% | -0.076 | +5.43% |
| 2026-01-12 | held out | 802 | +4.60% | +0.103 | +1.91% | +0.134 | +1.29% | -0.054 | +6.97% |
| 2026-01-11 | held out | 796 | +0.35% | +0.137 | -0.18% | +0.179 | +1.93% | -0.023 | +6.15% |
| 2026-01-10 | held out | 797 | +0.55% | +0.083 | -1.17% | +0.130 | +5.24% | -0.047 | +5.33% |
| 2026-01-09 | held out | 801 | -0.16% | +0.062 | +1.09% | +0.121 | +5.30% | -0.033 | +8.45% |
| 2026-01-08 | held out | 801 | -0.56% | -0.003 | +0.61% | +0.140 | +3.32% | -0.055 | +7.39% |
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 | +0.080 | 56.1% | +0.86% | +0.091 | 63.3% | +2.22% | -0.014 | 47.7% | +6.16% | 28 |
| 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 |