gru_s9
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 — 2.3M assessed, 56k still pending a matured horizon.
Out-of-sample skill by horizon
+1d · rank IC
+0.0741 t=+18.6
530 days · 415k token-days
+1d · long-short decile
+1.09%
beta-adjusted alpha per period, before costs
+1d · direction hit
55.2%
in alpha space · 53.8% on raw price
+7d · rank IC
+0.0923 t=+25.2
524 days · 408k token-days
+7d · long-short decile
+4.39%
beta-adjusted alpha per period, before costs
+7d · direction hit
59.1%
in alpha space · 58.6% on raw price
+30d · rank IC
+0.1124 t=+31.0
501 days · 384k token-days
+30d · long-short decile
+11.81%
beta-adjusted alpha per period, before costs
+30d · direction hit
59.9%
in alpha space · 62.0% 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_s9//model.pt
- cell type
- gru
- parameters
- 250,771
- target
- beta
- horizons
- 1d, 7d, 30d
- calibration slopes
- 0.75, 0.55, 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 18:35:43Z
- notes
- A/B arm: gru seed 9, 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% | +0.068 | -0.26% | – | – | – | – |
| 2026-10-19 | held out | 995 | +1.34% | +0.208 | +6.81% | – | – | – | – |
| 2026-10-18 | held out | 994 | -0.21% | +0.065 | +2.77% | – | – | – | – |
| 2026-10-17 | held out | 994 | +0.77% | -0.021 | -1.77% | – | – | – | – |
| 2026-10-16 | held out | 994 | -0.15% | +0.005 | -2.30% | – | – | – | – |
| 2026-10-15 | held out | 996 | -0.76% | +0.090 | +2.12% | – | – | – | – |
| 2026-10-14 | held out | 996 | +0.68% | +0.044 | +1.07% | +0.138 | +10.52% | – | – |
| 2026-10-13 | held out | 996 | -1.85% | +0.081 | +2.13% | +0.098 | +7.51% | – | – |
| 2026-10-12 | held out | 996 | +1.66% | +0.072 | +0.87% | +0.111 | +6.16% | – | – |
| 2026-10-11 | held out | 995 | -2.31% | +0.101 | +2.85% | +0.161 | +8.76% | – | – |
| 2026-10-10 | held out | 993 | +0.93% | +0.005 | -0.09% | +0.067 | +7.36% | – | – |
| 2026-10-09 | held out | 994 | +0.44% | +0.088 | +3.78% | +0.104 | +12.72% | – | – |
| 2026-10-08 | held out | 994 | +1.04% | +0.057 | +1.47% | +0.090 | +13.36% | – | – |
| 2026-10-07 | held out | 994 | -1.90% | +0.024 | -0.24% | +0.112 | +14.47% | – | – |
| 2026-10-06 | held out | 994 | -2.65% | +0.073 | +1.78% | +0.120 | +14.65% | – | – |
| 2026-10-05 | held out | 994 | -0.24% | +0.116 | +0.94% | +0.080 | +10.24% | – | – |
| 2026-10-04 | held out | 990 | -0.88% | +0.070 | +4.34% | +0.094 | +10.37% | – | – |
| 2026-10-03 | held out | 990 | +2.08% | +0.073 | -1.49% | +0.112 | +6.96% | – | – |
| 2026-10-02 | held out | 990 | +0.28% | -0.051 | +1.28% | +0.037 | +5.26% | – | – |
| 2026-10-01 | held out | 988 | -0.41% | +0.111 | +5.22% | +0.105 | +8.88% | – | – |
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 | 57.2% | +1.56% | +0.102 | 71.0% | +9.80% | – | – | – | 20 |
| 2026-09 | +0.084 | 52.0% | +1.74% | +0.103 | 51.7% | +9.94% | +0.174 | 56.5% | +36.33% | 30 |
| 2026-08 | +0.060 | 55.3% | +0.97% | +0.094 | 57.8% | +4.99% | +0.153 | 62.1% | +17.66% | 31 |
| 2026-07 | +0.077 | 57.5% | +2.09% | +0.090 | 64.6% | +7.84% | +0.100 | 64.4% | +16.58% | 31 |
| 2026-06 | +0.063 | 53.9% | +1.35% | +0.058 | 58.6% | +3.26% | +0.107 | 66.2% | +17.93% | 30 |
| 2026-05 | +0.079 | 53.0% | +0.75% | +0.093 | 57.3% | +5.56% | +0.016 | 62.5% | +3.31% | 31 |
| 2026-04 | +0.079 | 57.3% | +1.23% | +0.047 | 58.4% | +1.84% | +0.089 | 56.7% | +10.14% | 30 |
| 2026-03 | +0.055 | 54.6% | +1.05% | +0.078 | 57.7% | +4.84% | +0.079 | 55.9% | +7.53% | 31 |
| 2026-02 | +0.061 | 52.7% | +1.09% | +0.078 | 54.2% | +5.51% | +0.069 | 55.3% | +13.73% | 28 |
| 2026-01 | +0.084 | 56.1% | +1.02% | +0.106 | 60.9% | +2.79% | +0.042 | 47.1% | +10.21% | 31 |
| 2025-12 | +0.054 | 54.8% | +1.10% | +0.078 | 57.7% | +4.65% | +0.068 | 60.0% | +5.28% | 31 |
| 2025-11 | +0.085 | 51.7% | +1.74% | +0.116 | 44.5% | +6.93% | +0.126 | 59.6% | +15.21% | 30 |
| 2025-10 | +0.056 | 58.0% | +0.48% | +0.057 | 64.5% | -0.03% | +0.160 | 45.8% | +13.57% | 31 |
| 2025-09 | +0.084 | 58.8% | +0.42% | +0.094 | 71.3% | +1.96% | +0.098 | 84.8% | -0.14% | 30 |
| 2025-08 | +0.069 | 49.8% | +0.37% | +0.083 | 49.5% | +1.01% | +0.126 | 58.1% | +4.35% | 31 |
| 2025-07 | +0.097 | 53.5% | +1.11% | +0.107 | 54.1% | +3.31% | +0.107 | 51.8% | +6.72% | 31 |
| 2025-06 | +0.085 | 59.0% | +0.69% | +0.125 | 71.9% | +3.18% | +0.168 | 62.5% | +12.50% | 30 |
| 2025-05 | +0.101 | 59.2% | +1.12% | +0.181 | 65.5% | +4.87% | +0.291 | 71.3% | +19.88% | 23 |