2021-12-28 · +30d

lstm_s0 · in-sample — the model trained on this date · 137 tokens predicted

These numbers are in-sample. The model was trained on this date, so predicted-vs-actual agreement here is not evidence of skill.

+1d +7d +30d asset cohort only

rank IC

+0.3396

137 of 137 tokens assessed

long-short decile

+33.86%

realised beta-adjusted alpha

direction hit

84.7%

in alpha space · 97.1% on raw price

BTC over horizon

-21.78%

the unhedgeable market factor

Predicted vs actual (137 rows, sorted by pred)

token	name	chain	anchor px	pred px ▴	pred Δ	actual px	actual Δ	alpha err	hit	β90d	vol 30d	target
GITCOIN	GITCOIN		14.59	12.65	-13.30%	6.745	-53.77%	0.6567	✓	-0.11	129k	2022-01-27
GTC	Gitcoin	Ethereum	14.64	12.722	-13.10%	6.75	-53.89%	0.6479	✓	-0.06	4.8M	2022-01-27
XVG	Verge	native	0.0176	0.015297	-13.08%	0.00965	-45.17%	0.1674	✓	1.19	2.8M	2022-01-27
ENJ	Enjin Coin	Ethereum	2.754	2.4118	-12.43%	1.58	-42.63%	0.1722	✓	1.02	2.2M	2022-01-27
BICO	Biconomy	Ethereum	4.38	3.8381	-12.37%	1.95	-55.48%	0.4315	✓	1.00	15.2M	2022-01-27
LPT	Livepeer	Ethereum	38.45	33.7383	-12.25%	24.3	-36.80%	0.0968	✓	1.73	3.0M	2022-01-27
CVC	Civic	Ethereum	0.342	0.300105	-12.25%	0.2367	-30.79%	0.0062	✓	0.94	328k	2022-01-27
TRAC	OriginTrail	Ethereum	1.2569	1.1035	-12.20%	0.5781	-54.01%	0.2940	✓	1.43	2.3M	2022-01-27
MOVR	Moonriver	Base	190.178	167.3177	-12.02%	73.6045	-61.30%	0.5351	✓	1.16	674k	2022-01-27
LRC	Loopring	Ethereum	2.0752	1.8277	-11.93%	0.9645	-53.52%	0.1644	✓	1.93	1.5M	2022-01-27
SUSHI	Sushi	Ethereum	9.06	7.9808	-11.91%	4.05	-55.30%	0.3542	✓	1.32	15.8M	2022-01-27
OGN	Origin Token	Ethereum	0.64	0.56418	-11.85%	0.314	-50.94%	0.2732	✓	1.27	2.9M	2022-01-27
RAD	Radworks	Ethereum	11.66	10.3111	-11.57%	5.07	-56.52%	0.5008	✓	0.85	1.3M	2022-01-27
MANA	Decentraland	Ethereum	3.3399	2.9542	-11.55%	2.2527	-32.55%	0.0388	✓	0.95	8.0M	2022-01-27
UMA	UMA	Ethereum	9.59	8.5251	-11.10%	5.67	-40.88%	0.1316	✓	1.12	4.1M	2022-01-27
ARPA	ARPA	Ethereum	0.1045	0.092918	-11.08%	0.065	-37.80%	0.0183	✓	1.38	2.0M	2022-01-27
ACH	Alchemy Pay	Ethereum	0.05923	0.052668	-11.08%	0.038232	-35.45%	0.0349	✓	1.45	8.2M	2022-01-27
SC	Siacoin	native	0.01563	0.013909	-11.01%	0.00962	-38.45%	0.1326	✓	0.96	1.2M	2022-01-27
STORJ	Storj	Ethereum	1.8135	1.6156	-10.91%	1.0754	-40.70%	0.2163	✓	0.78	1.1M	2022-01-27
CTSI	Cartesi	Ethereum	0.7106	0.633928	-10.79%	0.4474	-37.04%	0.0228	✓	1.33	3.4M	2022-01-27
DYDX	dYdX	Cosmos	10.128	9.0661	-10.48%	5.722	-43.50%	0.1536	✓	1.25	411k	2022-01-27
POWR	Powerledger	Ethereum	0.4301	0.385152	-10.45%	0.5303	+23.30%	0.6651	✗	1.41	1.0M	2022-01-27
MASK	Mask Network	Ethereum	11.57	10.3746	-10.33%	5.62	-51.43%	0.4703	✓	0.58	1.5M	2022-01-27
CHZ	Chiliz	Ethereum	0.3033	0.272311	-10.22%	0.1754	-42.17%	0.1196	✓	1.30	5.8M	2022-01-27
OXT	Orchid Protocol	Ethereum	0.3842	0.3452	-10.15%	0.2343	-39.02%	0.0721	✓	1.28	4.4M	2022-01-27
SPELL	Spell	Ethereum	0.02187	0.019657	-10.12%	0.00534	-75.58%	1.0576	✓	1.00	39.8M	2022-01-27
CRV	Curve DAO	Ethereum	4.72	4.2426	-10.11%	2.79	-40.89%	0.0910	✓	1.34	26.8M	2022-01-27
ZRX	0x Protocol	Ethereum	0.798687	0.719077	-9.97%	0.530399	-33.59%	0.0337	✓	1.10	3.0M	2022-01-27
UOS	Ultra	Ethereum	1.6826	1.516	-9.90%	0.99692	-40.75%	0.1799	✓	0.97	5.3M	2022-01-27
MINA	Mina Protocol	native	3.52	3.1724	-9.87%	2.26	-35.80%	0.0817	✓	1.05	787k	2022-01-27
AVAX	Avalanche	Avalanche	107.05	96.6424	-9.72%	64.73	-39.53%	0.1231	✓	1.13	136.0M	2022-01-27
IMX	Immutable	Ethereum	4.87	4.3995	-9.66%	2.65	-45.59%	0.2613	✓	1.00	2.5M	2022-01-27
HIVE	Hive	native	1.6115	1.4561	-9.64%	0.8838	-45.16%	0.1591	✓	1.38	7.1M	2022-01-27
BFC	Bifrost	Ethereum	0.2085	0.188708	-9.49%	0.17087	-18.05%	0.2952	✗	1.61	13k	2022-01-27
SANTOS	Santos FC Fan Token	Binance Smart Chain	3.891	3.5221	-9.48%	2.637	-32.23%	0.0438	✓	1.00	3.0M	2022-01-27
DUSK	DUSK	Ethereum	0.7896	0.716192	-9.30%	0.6525	-17.36%	0.3438	✗	1.78	28.3M	2022-01-27
CERE	Cere Network	Ethereum	0.0659	0.059797	-9.26%	0.0357	-45.83%	0.1895	✓	1.33	1.9M	2022-01-27
ENS	Ethereum Name Service	Ethereum	39.7	36.0573	-9.18%	16.82	-57.63%	0.3119	✓	1.83	7.2M	2022-01-27
CELL	Cellframe	Ethereum	1.027	0.934778	-8.98%	0.8569	-16.56%	0.1587	✗	1.00	151k	2022-01-27
NAKA	Nakamoto Games	Polygon	1.71	1.5581	-8.88%	0.4535	-73.48%	1.0365	✓	0.80	5.9M	2022-01-27
TWT	Trust Wallet	Binance Smart Chain	0.7165	0.653946	-8.73%	0.5092	-28.93%	0.0615	✓	1.27	6.6M	2022-01-27
SKL	SKALE	Ethereum	0.2199	0.200795	-8.69%	0.1127	-48.75%	0.2762	✓	1.23	6.1M	2022-01-27
XYO	XYO Network	Ethereum	0.033967	0.03107	-8.53%	0.020242	-40.41%	0.1712	✓	1.05	9.3M	2022-01-27
ASM	Assemble AI	Ethereum	0.08977	0.082156	-8.48%	0.04978	-44.55%	0.1425	✓	1.46	4.1M	2022-01-27
ZEN	Horizen	Base	63.32	57.9542	-8.47%	36.7	-42.04%	0.0835	✓	1.52	1.2M	2022-01-27
OMG	OMG Network	Ethereum	6.2683	5.7391	-8.44%	4.2126	-32.79%	0.0159	✓	1.19	724k	2022-01-27
LCX	LCX	Ethereum	0.1923	0.176307	-8.32%	0.0947	-50.75%	0.3408	✓	1.14	3.6M	2022-01-27
KCS	KuCoin	native	21.506	19.7677	-8.08%	16.064	-25.30%	0.1986	✗	1.65	18.6M	2022-01-27
BAT	Basic Attention	Ethereum	1.2203	1.1226	-8.01%	0.83214	-31.81%	0.1380	✗	1.78	1.5M	2022-01-27
AGLD	Adventure Gold	Ethereum	1.77	1.631	-7.86%	0.81	-54.24%	0.2758	✓	1.73	1.5M	2022-01-27
OG	OG Fan Token	Solana	5.349	4.9397	-7.65%	3.107	-41.91%	0.2958	✓	0.68	734k	2022-01-27
SUPER	SuperVerse	Ethereum	1.18	1.0917	-7.48%	0.65	-44.92%	0.2729	✓	1.00	2.4M	2022-01-27
LUNA	Terra	Terra 2	85.17	78.8955	-7.37%	54.08	-36.50%	0.1320	✓	1.00	7.4M	2022-01-27
COTI	COTI	Ethereum	0.3781	0.35061	-7.27%	0.2772	-26.69%	0.1303	✗	1.49	4.7M	2022-01-27
IOTA	IOTA	IOTA	1.4291	1.327	-7.14%	0.8032	-43.80%	0.2659	✓	0.96	23.6M	2022-01-27
SHIB	Shiba Inu	Ethereum	0.00003492	0.000032448	-7.08%	0.00002125	-39.15%	0.1776	✓	1.00	2.2M	2022-01-27
LSK	Lisk	Ethereum	2.4846	2.3094	-7.05%	1.5616	-37.15%	0.1120	✓	1.14	147k	2022-01-27
API3	Api3	Ethereum	4.56	4.2403	-7.01%	3.97	-12.94%	0.1798	✗	1.00	1.2M	2022-01-27
XPR	XPR Network	Ethereum	0.01651	0.015368	-6.92%	0.01041	-36.95%	0.0751	✓	1.28	2.7M	2022-01-27
GODS	Gods Unchained	Ethereum	4.5	4.1913	-6.86%	2.23	-50.44%	0.3854	✓	1.00	4.4M	2022-01-27
JASMY	JasmyCoin	Ethereum	0.07538	0.070279	-6.77%	0.04646	-38.37%	0.1103	✓	1.24	21.1M	2022-01-27
FTT	FTX	Ethereum	40.01	37.462	-6.37%	38.35	-4.15%	0.2813	✗	1.05	20.7M	2022-01-27
TRB	Tellor Tributes	Ethereum	35.02	32.7948	-6.35%	18.67	-46.69%	0.1880	✓	1.53	1.3M	2022-01-27
AMP	Amp	Ethereum	0.05063	0.04747	-6.24%	0.02909	-42.54%	0.2647	✓	0.92	10.4M	2022-01-27
AXS	Axie Infinity	Ethereum	99.74	93.5277	-6.23%	47.47	-52.41%	0.4414	✓	0.96	7.6M	2022-01-27
XEC	eCash	native	0.00010951	0.000102862	-6.07%	0.00007022	-35.88%	0.1365	✓	1.00	9.9M	2022-01-27
LAZIO	Lazio Fan Token	Binance Smart Chain	5.0292	4.7277	-6.00%	3.0464	-39.43%	0.1180	✓	1.31	5.2M	2022-01-27
AAVE	Aave	Ethereum	252.64	237.5047	-5.99%	144.54	-42.79%	0.2277	✓	1.09	11.4M	2022-01-27
NANO	nanopay	Base	3.7465	3.5232	-5.96%	2.3156	-38.19%	0.1613	✓	1.05	819k	2022-01-27
YFI	yearn.finance	Ethereum	28,691.22	27,002.37	-5.89%	23,910.78	-16.66%	0.0210	✓	0.58	9.0M	2022-01-27
ALGO	Algorand	Algorand	1.4667	1.3807	-5.87%	0.9364	-36.16%	0.1122	✓	1.12	31.7M	2022-01-27
VSYS	V.SYSTEMS	native	0.01993	0.018823	-5.55%	0.01439	-27.80%	0.1154	✓	0.62	45k	2022-01-27
ZEC	Zcash	Zcash	149.45	141.1906	-5.53%	88.89	-40.52%	0.1302	✓	1.35	11.8M	2022-01-27
DNT	district0x	Ethereum	0.1358	0.12844	-5.42%	0.0794	-41.53%	0.2210	✓	1.06	344k	2022-01-27
AUCTION	Bounce	Ethereum	25.42	24.0496	-5.39%	13.95	-45.12%	0.2865	✓	1.05	1.6M	2022-01-27
DODO	DODO	Ethereum	0.911	0.863826	-5.18%	0.482	-47.09%	0.2190	✓	1.48	9.2M	2022-01-27
EWT	Energy Web Token	Ethereum	9.798	9.2965	-5.12%	5.873	-40.06%	0.3140	✓	0.59	455k	2022-01-27
ETC	Ethereum Classic	native	34.96	33.214	-4.99%	24.33	-30.41%	0.0538	✓	1.05	5.1M	2022-01-27
BAND	Band	Ethereum	5.34	5.0744	-4.97%	3.38	-36.70%	0.1101	✓	1.21	2.5M	2022-01-27
DEXE	DeXe	Ethereum	12.05	11.4592	-4.90%	6.37	-47.14%	0.6363	✓	-0.20	4.3M	2022-01-27
PHA	PHALA	Ethereum	0.423	0.402602	-4.82%	0.243	-42.55%	0.3206	✓	0.75	46k	2022-01-27
ORBS	Orbs	Ethereum	0.0838	0.079782	-4.79%	0.0638	-23.87%	0.0435	✓	1.09	16k	2022-01-27
CITY	Manchester City Fan Token	Solana	10.76	10.2566	-4.68%	8.93	-17.01%	0.0470	✓	0.76	1.4M	2022-01-27
SNX	Synthetix	Ethereum	5.85	5.5798	-4.62%	4.57	-21.88%	0.0797	✗	1.14	5.1M	2022-01-27
DASH	Dash	Dash	134.75	128.5752	-4.58%	91.73	-31.93%	0.0203	✓	1.29	2.0M	2022-01-27
KSM	Kusama	Hydration	294.8	281.3993	-4.55%	164.64	-44.15%	0.2612	✓	1.12	1.5M	2022-01-27
GRT	The Graph	Ethereum	0.6659	0.635863	-4.51%	0.4054	-39.12%	0.1317	✓	1.30	12.5M	2022-01-27
NMR	Numeraire	Ethereum	33.51	32.0088	-4.48%	26.76	-20.14%	0.0176	✓	0.66	572k	2022-01-27
ATOM	Cosmos Hub	Cosmos	26.57	25.4085	-4.37%	30	+12.91%	0.3895	✗	0.91	40.2M	2022-01-27
XVS	Venus	Ethereum	15.54	14.8619	-4.36%	8.39	-46.01%	0.2920	✓	1.14	4.8M	2022-01-27
ICP	Internet Computer	Ethereum	24.71	23.6463	-4.30%	19.61	-20.64%	0.1648	✗	1.43	22.9M	2022-01-27
XYM	Symbol	native	0.2158	0.2068	-4.17%	0.1614	-25.21%	0.1184	✓	0.53	392k	2022-01-27
METRONOME	METRONOME		4.8047	4.606	-4.14%	2.7225	-43.34%	0.3468	✓	0.73	26k	2022-01-27
ANKR	Ankr Network	Ethereum	0.10316	0.098934	-4.10%	0.07195	-30.25%	0.1627	✓	0.63	92k	2022-01-27
ASR	AS Roma Fan Token	Solana	4.564	4.3782	-4.07%	2.955	-35.25%	0.2374	✓	0.63	502k	2022-01-27
MED	Medibloc	Osmosis	0.05427	0.052088	-4.02%	0.0403	-25.74%	0.0160	✓	1.11	16k	2022-01-27
BAR	FC Barcelona Fan Token	Solana	9.7	9.3151	-3.97%	5.84	-39.79%	0.3193	✓	0.60	1.1M	2022-01-27
DOT	Polkadot	Polkadot	27.84	26.7598	-3.88%	18.13	-34.88%	0.0752	✓	1.28	77.1M	2022-01-27
ACM	AC Milan Fan Token	Solana	5.695	5.4777	-3.82%	3.89	-31.69%	0.2005	✓	0.58	798k	2022-01-27
RLC	iExec RLC	Ethereum	3.03	2.9172	-3.72%	1.76	-41.91%	0.1835	✓	1.31	3.0M	2022-01-27
XLM	Stellar	Stellar	0.274101	0.263923	-3.71%	0.194019	-29.22%	0.0558	✓	1.03	32.3M	2022-01-27
UNI	Uniswap	Ethereum	18.4	17.7179	-3.71%	10.32	-43.91%	0.2265	✓	1.28	15.5M	2022-01-27
KNC	Kyber Network Crystal	Ethereum	1.3011	1.2534	-3.67%	1.8043	+38.67%	0.6306	✗	1.08	1.1M	2022-01-27
CBK	Cobak	Ethereum	2.98	2.8709	-3.66%	2.121	-28.83%	0.0885	✓	0.87	92k	2022-01-27
LEO	LEO Token	Ethereum	3.6	3.4707	-3.59%	3.4851	-3.19%	0.0246	✓	-0.12	405k	2022-01-27
RIF	Rootstock Infrastructure Framework	Ethereum	0.1998	0.192677	-3.57%	0.1146	-42.64%	0.2987	✓	0.90	701k	2022-01-27
BNT	Bancor Network	Ethereum	3.34	3.2213	-3.55%	2.3	-31.14%	0.0918	✓	1.00	1.2M	2022-01-27
FIL	Filecoin	Filecoin	36.25	34.9747	-3.52%	19.21	-47.01%	0.3478	✓	1.02	22.1M	2022-01-27
COMP	Compound	Ethereum	209	201.686	-3.50%	121.94	-41.66%	0.2211	✓	1.15	236k	2022-01-27
MTL	Metal DAO	Metal L2	2.108	2.0345	-3.49%	1.399	-33.63%	0.0969	✓	1.13	3.3M	2022-01-27
QNT	Quant	Ethereum	188.78	182.4007	-3.38%	93.16	-50.65%	0.4359	✓	0.96	11.5M	2022-01-27
LTC	Litecoin	Litecoin	145.67	140.7809	-3.36%	106.92	-26.60%	0.0608	✗	1.37	53.2M	2022-01-27
BEL	Bella Protocol	Ethereum	1.537	1.486	-3.32%	0.861	-43.98%	0.2237	✓	1.31	4.1M	2022-01-27
PORTO	FC Porto	Binance Smart Chain	3.3661	3.2548	-3.31%	2.7628	-17.92%	0.1366	✗	1.22	3.3M	2022-01-27
PSG	Paris Saint-Germain Fan Token	Solana	16.17	15.6468	-3.24%	12.75	-21.15%	0.0375	✓	0.68	1.4M	2022-01-27
JUV	Juventus Fan Token	Solana	9.08	8.7866	-3.23%	5.9	-35.02%	0.2137	✓	0.75	1.1M	2022-01-27
DOGE	Dogecoin	Dogecoin	0.173745	0.168449	-3.05%	0.141443	-18.59%	0.0983	✗	1.11	6.0M	2022-01-27
CTK	Shentu	Osmosis	1.664	1.6136	-3.03%	1.42	-14.66%	0.2033	✗	1.35	8.3M	2022-01-27
SOL	Solana	Solana	177.27	171.949	-3.00%	89.55	-49.48%	0.3941	✓	1.05	257.1M	2022-01-27
QTUM	Qtum	Qtum	9.0923	8.8218	-2.98%	5.5654	-38.79%	0.1070	✓	1.44	285k	2022-01-27
ATM	Atletico Madrid Fan Token	Solana	7.57	7.3463	-2.95%	5.12	-32.36%	0.2044	✓	0.64	1.1M	2022-01-27
GT	Gate	Ethereum	6.459	6.2687	-2.95%	6.5312	+1.12%	0.2413	✗	0.82	4.3M	2022-01-27
LINK	Chainlink	Ethereum	20.36	19.7836	-2.83%	15.23	-25.20%	0.0681	✗	1.34	69.7M	2022-01-27
BCHSV	Bitcoin Cash SV		121.77	118.3451	-2.81%	89.31	-26.66%	0.0432	✓	0.97	3.7M	2022-01-27
ETH	Ethereum	Ethereum	3,793.67	3,692.24	-2.67%	2,425.82	-36.06%	0.1644	✓	1.04	766.3M	2022-01-27
SUN	Sun Token	Tron	0.021978	0.021406	-2.60%	0.014097	-35.86%	0.1186	✓	1.22	2.4M	2022-01-27
XEM	NEM	native	0.1284	0.125122	-2.55%	0.0984	-23.36%	0.0315	✗	1.11	175k	2022-01-27
ADA	Cardano	Cardano	1.3998	1.3657	-2.44%	1.0428	-25.50%	0.0064	✓	1.07	120.2M	2022-01-27
BCH	Bitcoin Cash	Bitcoin Cash	438.74	428.4908	-2.34%	289.64	-33.98%	0.1418	✓	1.02	10.8M	2022-01-27
TKO	Tokocrypto	Binance Smart Chain	1.28	1.2504	-2.31%	0.725	-43.36%	0.3142	✓	0.94	3.1M	2022-01-27
BTC	Bitcoin	Bitcoin	47,543.09	46,472.82	-2.25%	37,188.37	-21.78%	0.0228	✓	1.00	750.8M	2022-01-27
XTZ	Tezos	Tezos	4.4909	4.3954	-2.13%	2.9095	-35.21%	0.0848	✓	1.33	5.4M	2022-01-27
XMR	Monero	Monero	208.62	204.589	-1.93%	144.6	-30.69%	0.1054	✓	0.98	2.8M	2022-01-27
DKA	dKargo	Ethereum	0.11446	0.112504	-1.71%	0.08437	-26.29%	0.0143	✓	1.11	29k	2022-01-27
TRX	TRON	Tron	0.077218	0.075957	-1.63%	0.056453	-26.89%	0.0635	✓	0.95	648k	2022-01-27
WBTC	Wrapped Bitcoin	Ethereum	47,383.60	46,730.57	-1.38%	37,269.30	-21.35%	0.0179	✗	0.99	10k	2022-01-27
1INCH	1INCH	Ethereum	2.54	2.5246	-0.61%	1.59	-37.40%	0.2065	✓	1.04	4.4M	2022-01-27

Δ columns are percentage price moves; alpha err and the hit column are in beta-adjusted log-return space, which is what the model actually predicts. “pending” means the horizon has not matured yet. Rows are capped for readability — add &limit=2000 to widen.