lstm_s0
lstm · 316,819 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
+0.0584 t=+14.1
265 days · 179k token-days
+1d · long-short decile
+0.80%
beta-adjusted alpha per period, before costs
+1d · direction hit
55.6%
in alpha space · 54.5% on raw price
+7d · rank IC
+0.0779 t=+20.3
265 days · 178k token-days
+7d · long-short decile
+2.57%
beta-adjusted alpha per period, before costs
+7d · direction hit
61.0%
in alpha space · 61.2% on raw price
+30d · rank IC
+0.1032 t=+26.3
265 days · 177k token-days
+30d · long-short decile
+8.24%
beta-adjusted alpha per period, before costs
+30d · direction hit
61.9%
in alpha space · 70.2% 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/lstm_s0//model.pt
- cell type
- lstm
- parameters
- 316,819
- target
- beta
- horizons
- 1d, 7d, 30d
- calibration slopes
- 1.15, 0.75, 0.65
- data window
- 2021-10-20 → 2026-10-21
- train / val boundary
- 2025-05-08
- val / test boundary
- 2026-01-28
- registered
- 2026-10-21 18:36:40Z
- notes
- A/B arm: lstm seed 0, 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% | +0.070 | +1.30% | -0.015 | -0.22% | -0.004 | +4.12% |
| 2026-01-27 | held out | 808 | +0.05% | -0.021 | -1.00% | -0.007 | +0.39% | +0.007 | +1.41% |
| 2026-01-26 | held out | 809 | +0.98% | +0.061 | +2.01% | +0.013 | +1.68% | +0.005 | +4.22% |
| 2026-01-25 | held out | 804 | +1.95% | +0.078 | +0.16% | +0.032 | +1.42% | -0.013 | +2.34% |
| 2026-01-24 | held out | 803 | -2.83% | +0.080 | +3.11% | +0.054 | +6.70% | +0.031 | -0.18% |
| 2026-01-23 | held out | 804 | -0.44% | +0.069 | +0.60% | +0.042 | +0.86% | +0.031 | -1.37% |
| 2026-01-22 | held out | 804 | +0.01% | +0.087 | +1.52% | +0.060 | +1.80% | +0.013 | +1.64% |
| 2026-01-21 | held out | 800 | +0.11% | -0.009 | +0.70% | +0.085 | +0.61% | +0.016 | +2.60% |
| 2026-01-20 | held out | 799 | +1.19% | +0.088 | +0.92% | +0.086 | +1.66% | -0.013 | +2.93% |
| 2026-01-19 | held out | 797 | -4.59% | -0.010 | -1.50% | +0.095 | +0.46% | -0.007 | +3.99% |
| 2026-01-18 | held out | 802 | -1.15% | +0.056 | +0.03% | +0.131 | +5.83% | -0.018 | +2.18% |
| 2026-01-17 | held out | 804 | -1.55% | +0.063 | +0.50% | +0.104 | +3.59% | -0.009 | +6.22% |
| 2026-01-16 | held out | 803 | -0.41% | +0.171 | +1.03% | +0.145 | +4.59% | +0.025 | +10.22% |
| 2026-01-15 | held out | 805 | -0.09% | +0.050 | -0.12% | +0.136 | +1.62% | +0.010 | +5.44% |
| 2026-01-14 | held out | 804 | -1.41% | +0.038 | +0.49% | +0.094 | +0.86% | +0.003 | +1.53% |
| 2026-01-13 | held out | 804 | +1.65% | +0.047 | -1.77% | +0.112 | +2.38% | -0.017 | +0.41% |
| 2026-01-12 | held out | 802 | +4.60% | +0.104 | +1.01% | +0.105 | +2.63% | -0.003 | +3.63% |
| 2026-01-11 | held out | 796 | +0.35% | +0.088 | -0.10% | +0.114 | +2.24% | +0.026 | +8.47% |
| 2026-01-10 | held out | 797 | +0.55% | +0.051 | +1.32% | +0.070 | +2.98% | +0.023 | +6.74% |
| 2026-01-09 | held out | 801 | -0.16% | +0.115 | +2.23% | +0.060 | +3.40% | +0.019 | +7.67% |
| 2026-01-08 | held out | 801 | -0.56% | +0.023 | -0.08% | +0.083 | +3.82% | -0.020 | +7.13% |
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 | +0.066 | 56.3% | +0.64% | +0.088 | 63.3% | +3.13% | +0.018 | 47.8% | +5.86% | 28 |
| 2025-12 | +0.044 | 56.3% | +1.11% | +0.078 | 60.5% | +4.21% | +0.092 | 64.5% | +8.10% | 31 |
| 2025-11 | +0.051 | 51.4% | +1.45% | +0.040 | 45.3% | +3.33% | +0.102 | 63.6% | +9.86% | 30 |
| 2025-10 | +0.046 | 59.4% | +0.83% | +0.062 | 66.4% | +1.07% | +0.078 | 44.8% | +14.00% | 31 |
| 2025-09 | +0.050 | 58.9% | +0.28% | +0.058 | 71.3% | +1.00% | +0.085 | 85.0% | +1.85% | 30 |
| 2025-08 | +0.066 | 49.9% | +0.36% | +0.079 | 49.3% | +1.82% | +0.125 | 58.0% | +5.33% | 31 |
| 2025-07 | +0.076 | 54.5% | +0.96% | +0.083 | 54.4% | +3.47% | +0.087 | 51.4% | +7.52% | 31 |
| 2025-06 | +0.050 | 59.7% | +0.46% | +0.082 | 74.5% | +1.28% | +0.125 | 64.1% | +4.96% | 30 |
| 2025-05 | +0.082 | 53.9% | +1.14% | +0.150 | 65.8% | +4.21% | +0.246 | 82.1% | +19.00% | 23 |