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 validation only — 2.3M assessed, 56k still pending a matured horizon.
Out-of-sample skill by horizon
+1d · rank IC
+0.0788 t=+12.5
265 days · 179k token-days
+1d · long-short decile
+0.87%
beta-adjusted alpha per period, before costs
+1d · direction hit
55.5%
in alpha space · 54.3% on raw price
+7d · rank IC
+0.1022 t=+17.7
265 days · 178k token-days
+7d · long-short decile
+3.04%
beta-adjusted alpha per period, before costs
+7d · direction hit
60.0%
in alpha space · 60.5% on raw price
+30d · rank IC
+0.1271 t=+23.0
265 days · 177k token-days
+30d · long-short decile
+9.36%
beta-adjusted alpha per period, before costs
+30d · direction hit
59.8%
in alpha space · 67.7% 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_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 |
|---|---|---|---|---|---|---|---|---|---|
| 2026-01-28 | held out | 806 | -5.21% | +0.050 | -0.44% | +0.042 | +0.10% | +0.071 | +12.65% |
| 2026-01-27 | held out | 808 | +0.05% | -0.034 | -1.48% | +0.061 | +2.11% | +0.088 | +11.54% |
| 2026-01-26 | held out | 809 | +0.98% | +0.085 | +1.17% | +0.041 | +0.86% | +0.089 | +14.63% |
| 2026-01-25 | held out | 804 | +1.95% | +0.081 | +0.42% | +0.064 | -1.13% | +0.101 | +9.91% |
| 2026-01-24 | held out | 803 | -2.83% | +0.131 | +0.71% | +0.055 | -2.79% | +0.096 | +10.94% |
| 2026-01-23 | held out | 804 | -0.44% | +0.104 | +0.67% | +0.053 | -0.77% | +0.079 | +4.16% |
| 2026-01-22 | held out | 804 | +0.01% | +0.116 | +3.31% | +0.037 | +0.79% | +0.062 | +7.93% |
| 2026-01-21 | held out | 800 | +0.11% | +0.002 | +0.26% | +0.083 | +1.99% | +0.068 | +12.86% |
| 2026-01-20 | held out | 799 | +1.19% | -0.018 | +1.35% | +0.071 | +2.87% | +0.048 | +12.43% |
| 2026-01-19 | held out | 797 | -4.59% | -0.015 | -1.07% | +0.067 | +0.74% | +0.030 | +12.63% |
| 2026-01-18 | held out | 802 | -1.15% | +0.091 | +0.15% | +0.105 | +4.40% | +0.019 | +12.38% |
| 2026-01-17 | held out | 804 | -1.55% | +0.051 | +0.13% | +0.076 | +1.45% | -0.016 | +7.57% |
| 2026-01-16 | held out | 803 | -0.41% | +0.202 | +2.51% | +0.125 | +3.49% | +0.003 | +6.91% |
| 2026-01-15 | held out | 805 | -0.09% | +0.016 | +0.02% | +0.108 | -1.62% | -0.030 | -1.76% |
| 2026-01-14 | held out | 804 | -1.41% | +0.126 | +0.73% | +0.100 | -1.92% | -0.020 | -0.46% |
| 2026-01-13 | held out | 804 | +1.65% | +0.176 | +1.22% | +0.160 | -0.11% | -0.035 | -0.64% |
| 2026-01-12 | held out | 802 | +4.60% | +0.099 | +1.08% | +0.143 | +4.68% | -0.004 | +5.59% |
| 2026-01-11 | held out | 796 | +0.35% | +0.113 | +0.17% | +0.138 | +0.96% | +0.019 | +7.42% |
| 2026-01-10 | held out | 797 | +0.55% | +0.072 | +1.54% | +0.078 | +1.30% | -0.013 | +9.76% |
| 2026-01-09 | held out | 801 | -0.16% | +0.101 | +2.03% | +0.063 | +1.33% | +0.009 | +14.12% |
| 2026-01-08 | held out | 801 | -0.56% | +0.042 | +0.72% | +0.093 | +0.93% | -0.001 | +15.79% |
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 | +0.086 | 56.1% | +0.90% | +0.101 | 63.1% | +1.93% | +0.034 | 47.5% | +9.57% | 28 |
| 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 |