2022-01-12 · +30d

lstm_s1 · in-sample — the model trained on this date · 139 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

+0.3458

139 of 139 tokens assessed

long-short decile

+33.84%

realised beta-adjusted alpha

direction hit

88.5%

in alpha space · 91.4% on raw price

BTC over horizon

-3.49%

the unhedgeable market factor

Predicted vs actual (139 rows, sorted by pred)

token	name	chain	anchor px	pred px ▴	pred Δ	actual px	actual Δ	alpha err	hit	β90d	vol 30d	target
YFI	yearn.finance	Ethereum	33,839.55	29,853.61	-11.78%	23,115.13	-31.69%	0.2329	✓	0.65	26.4M	2022-02-11
GTC	Gitcoin	Ethereum	12	10.7815	-10.15%	7.97	-33.58%	0.2967	✓	0.15	2.8M	2022-02-11
METRONOME	METRONOME		3.9279	3.5406	-9.86%	3.5941	-8.50%	0.0418	✓	0.75	2,942	2022-02-11
DUSK	DUSK	Ethereum	0.7422	0.672323	-9.41%	0.4503	-39.33%	0.3372	✓	1.79	38.7M	2022-02-11
CTSI	Cartesi	Ethereum	0.6859	0.622355	-9.26%	0.4583	-33.18%	0.2560	✓	1.41	2.7M	2022-02-11
ALGO	Algorand	Algorand	1.4989	1.3652	-8.92%	0.9169	-38.83%	0.3571	✓	1.15	30.5M	2022-02-11
CWEB	Coinweb	Ethereum	0.081805	0.075031	-8.28%	0.032124	-60.73%	0.8128	✓	1.00	2.7M	2022-02-11
SPELL	Spell	Ethereum	0.01576	0.014477	-8.14%	0.0062	-60.66%	0.7637	✓	2.37	26.8M	2022-02-11
HIVE	Hive	native	1.3807	1.2694	-8.06%	1.074	-22.21%	0.1178	✓	1.39	4.3M	2022-02-11
LPT	Livepeer	Ethereum	39.17	36.0566	-7.95%	29.96	-23.51%	0.1267	✓	1.65	2.7M	2022-02-11
XTZ	Tezos	Tezos	4.3843	4.0494	-7.64%	4.3129	-1.63%	0.1112	✗	1.36	4.6M	2022-02-11
CERE	Cere Network	Ethereum	0.0604	0.055874	-7.49%	0.0319	-47.19%	0.5125	✓	1.35	1.5M	2022-02-11
LINK	Chainlink	Ethereum	26.76	24.7563	-7.49%	16.22	-39.39%	0.3811	✓	1.17	70.9M	2022-02-11
POWR	Powerledger	Ethereum	0.6228	0.576452	-7.44%	0.5956	-4.37%	0.0835	✗	1.43	736k	2022-02-11
ICP	Internet Computer	Ethereum	34.99	32.3996	-7.40%	19.82	-43.36%	0.4422	✓	1.38	31.1M	2022-02-11
OMG	OMG Network	Ethereum	5.895	5.4602	-7.38%	4.7016	-20.24%	0.1059	✓	1.23	446k	2022-02-11
GITCOIN	GITCOIN		11.904	11.0551	-7.13%	7.923	-33.44%	0.3299	✓	0.09	54k	2022-02-11
API3	Api3	Ethereum	3.79	3.5203	-7.12%	3.97	+4.75%	0.1467	✗	0.75	481k	2022-02-11
ATOM	Cosmos Hub	Cosmos	40.25	37.4662	-6.92%	26.56	-34.01%	0.3113	✓	0.92	72.1M	2022-02-11
PSG	Paris Saint-Germain Fan Token	Solana	15.33	14.2859	-6.81%	16.98	+10.76%	0.1968	✗	0.68	1.1M	2022-02-11
DODO	DODO	Ethereum	0.833	0.77644	-6.79%	0.52	-37.58%	0.3486	✓	1.47	8.0M	2022-02-11
XVS	Venus	Ethereum	14.23	13.2673	-6.77%	8.92	-37.32%	0.3562	✓	1.15	3.2M	2022-02-11
MASK	Mask Network	Ethereum	10.21	9.5292	-6.67%	5.99	-41.33%	0.4395	✓	0.70	1.1M	2022-02-11
BAND	Band	Ethereum	5.64	5.2683	-6.59%	4.25	-24.65%	0.1744	✓	1.14	2.4M	2022-02-11
BICO	Biconomy	Ethereum	3.75	3.5031	-6.58%	1.95	-48.00%	0.5398	✓	1.29	9.1M	2022-02-11
LUNA	Terra	Terra 2	81.93	76.5704	-6.54%	50.35	-38.55%	0.3837	✓	1.00	7.4M	2022-02-11
SANTOS	Santos FC Fan Token	Binance Smart Chain	3.605	3.3706	-6.50%	2.754	-23.61%	0.1404	✓	1.73	1.2M	2022-02-11
AVAX	Avalanche	Avalanche	96.02	89.8905	-6.38%	81.81	-14.80%	0.0526	✓	1.17	110.4M	2022-02-11
COMP	Compound	Ethereum	196.42	183.8891	-6.38%	124.54	-36.60%	0.3481	✓	1.17	153k	2022-02-11
BFC	Bifrost	Ethereum	0.18305	0.171544	-6.29%	0.18907	+3.29%	0.1529	✗	1.57	5,360	2022-02-11
EWT	Energy Web Token	Ethereum	8.452	7.9332	-6.14%	6.01	-28.89%	0.2539	✓	0.67	209k	2022-02-11
STORJ	Storj	Ethereum	1.667	1.5654	-6.10%	1.1623	-30.28%	0.2669	✓	0.87	581k	2022-02-11
MANA	Decentraland	Ethereum	3.0897	2.9063	-5.94%	2.9222	-5.42%	0.0411	✓	1.00	5.3M	2022-02-11
ANKR	Ankr Network	Ethereum	0.09754	0.092055	-5.62%	0.07747	-20.58%	0.1471	✓	0.71	48k	2022-02-11
COTI	COTI	Ethereum	0.3542	0.334339	-5.61%	0.2888	-18.46%	0.0928	✓	1.51	3.6M	2022-02-11
VSYS	V.SYSTEMS	native	0.01729	0.016322	-5.60%	0.01359	-21.40%	0.1579	✓	0.71	25k	2022-02-11
KNC	Kyber Network Crystal	Ethereum	1.4029	1.3246	-5.58%	1.9151	+36.51%	0.3995	✗	0.87	922k	2022-02-11
IOTA	IOTA	IOTA	1.1883	1.1224	-5.55%	0.8754	-26.33%	0.2135	✓	0.98	23.2M	2022-02-11
CELL	Cellframe	Ethereum	1.0214	0.964875	-5.53%	1.1483	+12.42%	0.2093	✗	0.99	116k	2022-02-11
UMA	UMA	Ethereum	8.89	8.4026	-5.48%	5.96	-32.96%	0.3095	✓	0.96	4.4M	2022-02-11
MOVR	Moonriver	Base	169.994	160.7232	-5.45%	84.8321	-50.10%	0.5990	✓	1.13	540k	2022-02-11
CHZ	Chiliz	Ethereum	0.2778	0.262729	-5.43%	0.2056	-25.99%	0.1980	✓	1.33	4.4M	2022-02-11
ENJ	Enjin Coin	Ethereum	2.521	2.3848	-5.40%	1.833	-27.29%	0.2238	✓	1.11	1.9M	2022-02-11
SUPER	SuperVerse	Ethereum	1.17	1.1078	-5.32%	0.92	-21.37%	0.1183	✓	1.90	1.7M	2022-02-11
MINA	Mina Protocol	native	3.59	3.3992	-5.32%	2.54	-29.25%	0.2538	✓	1.06	807k	2022-02-11
SNX	Synthetix	Ethereum	5.43	5.1431	-5.28%	4.9	-9.76%	0.0068	✓	1.17	3.3M	2022-02-11
AUCTION	Bounce	Ethereum	20.88	19.7788	-5.27%	14.96	-28.35%	0.2422	✓	1.04	1.0M	2022-02-11
AXS	Axie Infinity	Ethereum	78.16	74.1764	-5.10%	59.07	-24.42%	0.1899	✓	1.06	6.3M	2022-02-11
UNI	Uniswap	Ethereum	16.29	15.4701	-5.03%	10.65	-34.62%	0.3273	✓	1.29	12.7M	2022-02-11
CRV	Curve DAO	Ethereum	4.91	4.6635	-5.02%	2.89	-41.14%	0.4283	✓	1.41	30.4M	2022-02-11
SUSHI	Sushi	Ethereum	7.12	6.7664	-4.97%	4.09	-42.56%	0.4572	✓	1.30	17.7M	2022-02-11
DEXE	DeXe	Ethereum	10.07	9.5754	-4.91%	7.7	-23.54%	0.2194	✓	-0.04	1.6M	2022-02-11
NAKA	Nakamoto Games	Polygon	1.1869	1.1293	-4.86%	0.6358	-46.43%	0.5398	✓	0.97	3.1M	2022-02-11
AMP	Amp	Ethereum	0.04277	0.040694	-4.85%	0.03298	-22.89%	0.1780	✓	0.90	8.5M	2022-02-11
ZEN	Horizen	Base	59.25	56.386	-4.83%	40.36	-31.88%	0.2811	✓	1.50	711k	2022-02-11
RIF	Rootstock Infrastructure Framework	Ethereum	0.1826	0.173929	-4.75%	0.1566	-14.24%	0.0724	✓	0.92	450k	2022-02-11
ZRX	0x Protocol	Ethereum	0.752838	0.717149	-4.74%	0.616904	-18.06%	0.1098	✓	1.15	2.6M	2022-02-11
SC	Siacoin	native	0.01401	0.013351	-4.70%	0.01056	-24.63%	0.1994	✓	0.99	730k	2022-02-11
XLM	Stellar	Stellar	0.282353	0.269353	-4.60%	0.215393	-23.71%	0.1866	✓	1.04	24.9M	2022-02-11
DYDX	dYdX	Cosmos	7.779	7.423	-4.58%	7.219	-7.20%	0.0187	✓	1.31	271k	2022-02-11
FIL	Filecoin	Filecoin	30.77	29.3673	-4.56%	21.09	-31.46%	0.2932	✓	1.07	16.7M	2022-02-11
XYM	Symbol	native	0.2011	0.191966	-4.54%	0.1735	-13.72%	0.0773	✓	0.67	441k	2022-02-11
TRAC	OriginTrail	Ethereum	1.0716	1.0236	-4.48%	0.6537	-39.00%	0.3988	✓	1.40	1.6M	2022-02-11
OXT	Orchid Protocol	Ethereum	0.3269	0.312652	-4.36%	0.2594	-20.65%	0.1416	✓	1.27	2.2M	2022-02-11
LRC	Loopring	Ethereum	1.6281	1.5572	-4.35%	0.9345	-42.60%	0.4428	✓	1.91	1.4M	2022-02-11
GT	Gate	Ethereum	6.8813	6.5819	-4.35%	6.7399	-2.05%	0.0544	✗	0.86	3.8M	2022-02-11
XEM	NEM	native	0.1192	0.11403	-4.34%	0.1086	-8.89%	0.0114	✓	1.05	62k	2022-02-11
ARPA	ARPA	Ethereum	0.0875	0.083741	-4.30%	0.0869	-0.69%	0.0863	✗	1.39	1.2M	2022-02-11
RAD	Radworks	Ethereum	8.13	7.7847	-4.25%	5.4	-33.58%	0.3341	✓	0.89	1.1M	2022-02-11
JASMY	JasmyCoin	Ethereum	0.07298	0.069939	-4.17%	0.03653	-49.95%	0.6061	✓	1.22	16.9M	2022-02-11
BCHSV	Bitcoin Cash SV		112.64	108.0347	-4.09%	94.64	-15.98%	0.0985	✓	0.95	2.4M	2022-02-11
AAVE	Aave	Ethereum	218.61	209.7506	-4.05%	163.71	-25.11%	0.2064	✓	1.17	17.6M	2022-02-11
DOT	Polkadot	Polkadot	27.32	26.2149	-4.05%	18.99	-30.49%	0.2752	✓	1.33	68.4M	2022-02-11
XPR	XPR Network	Ethereum	0.01542	0.014797	-4.04%	0.01244	-19.33%	0.1268	✓	1.31	2.2M	2022-02-11
1INCH	1INCH	Ethereum	2.24	2.1497	-4.03%	1.71	-23.66%	0.1902	✓	1.09	3.1M	2022-02-11
OGN	Origin Token	Ethereum	0.539	0.517719	-3.95%	0.375	-30.43%	0.2765	✓	1.29	2.1M	2022-02-11
IMX	Immutable	Ethereum	3.73	3.583	-3.94%	2.31	-38.07%	0.3904	✓	1.37	2.3M	2022-02-11
CITY	Manchester City Fan Token	Solana	10.52	10.1066	-3.93%	10.1	-3.99%	0.0262	✓	0.75	994k	2022-02-11
LAZIO	Lazio Fan Token	Binance Smart Chain	4.2739	4.1072	-3.90%	3.4051	-20.33%	0.1418	✓	1.29	4.1M	2022-02-11
ADA	Cardano	Cardano	1.313	1.2628	-3.82%	1.0803	-17.72%	0.1158	✓	1.13	95.6M	2022-02-11
BNT	Bancor Network	Ethereum	3.27	3.1452	-3.82%	2.58	-21.10%	0.1632	✓	0.98	949k	2022-02-11
CBK	Cobak	Ethereum	2.853	2.7442	-3.81%	2.354	-17.49%	0.1212	✓	0.90	27k	2022-02-11
PEOPLE	ConstitutionDAO	Ethereum	0.0819	0.078792	-3.79%	0.0654	-20.15%	0.1507	✓	1.00	28.2M	2022-02-11
XYO	XYO Network	Ethereum	0.029842	0.028721	-3.76%	0.022611	-24.23%	0.2027	✓	1.03	6.3M	2022-02-11
MTL	Metal DAO	Metal L2	1.905	1.8344	-3.71%	1.637	-14.07%	0.0730	✓	1.15	2.3M	2022-02-11
KSM	Kusama	Hydration	275.54	265.4087	-3.68%	165.1	-40.08%	0.4329	✓	1.18	1.3M	2022-02-11
ASM	Assemble AI	Ethereum	0.08196	0.078962	-3.66%	0.05622	-31.41%	0.2892	✓	1.42	2.6M	2022-02-11
UOS	Ultra	Ethereum	1.3521	1.3027	-3.66%	1.0976	-18.83%	0.1343	✓	1.04	3.3M	2022-02-11
MED	Medibloc	Osmosis	0.0507	0.048856	-3.64%	0.04188	-17.40%	0.1137	✓	1.14	18k	2022-02-11
ETH	Ethereum	Ethereum	3,373.64	3,251.21	-3.63%	2,929.08	-13.18%	0.0664	✓	1.07	569.1M	2022-02-11
SKL	SKALE	Ethereum	0.1668	0.160792	-3.60%	0.149	-10.67%	0.0322	✓	1.24	4.2M	2022-02-11
ACM	AC Milan Fan Token	Solana	5.032	4.8537	-3.54%	4.453	-11.51%	0.0625	✓	0.67	481k	2022-02-11
QTUM	Qtum	Qtum	7.9176	7.6395	-3.51%	6.5603	-17.14%	0.1015	✓	1.43	273k	2022-02-11
AGLD	Adventure Gold	Ethereum	1.43	1.3803	-3.47%	1.1	-23.08%	0.1674	✓	1.68	657k	2022-02-11
XEC	eCash	native	0.00009819	0.000094795	-3.46%	0.00008391	-14.54%	0.0860	✓	1.01	6.6M	2022-02-11
TKO	Tokocrypto	Binance Smart Chain	1.084	1.0467	-3.45%	0.771	-28.87%	0.2715	✓	0.96	2.2M	2022-02-11
TRB	Tellor Tributes	Ethereum	31.51	30.4277	-3.43%	22.36	-29.04%	0.2535	✓	1.54	1.0M	2022-02-11
NANO	nanopay	Base	3.2877	3.1754	-3.42%	2.1819	-33.63%	0.3352	✓	1.12	699k	2022-02-11
ATM	Atletico Madrid Fan Token	Solana	6.98	6.7432	-3.39%	5.47	-21.63%	0.1859	✓	0.66	643k	2022-02-11
ASR	AS Roma Fan Token	Solana	3.922	3.7907	-3.35%	3.154	-19.58%	0.1589	✓	0.70	526k	2022-02-11
BTC	Bitcoin	Bitcoin	43,920.37	42,450.78	-3.35%	42,386.47	-3.49%	0.0340	✓	1.00	750.1M	2022-02-11
OG	OG Fan Token	Solana	4.416	4.2702	-3.30%	3.29	-25.50%	0.2328	✓	0.79	1.1M	2022-02-11
BEL	Bella Protocol	Ethereum	1.363	1.3188	-3.24%	0.96	-29.57%	0.2694	✓	1.35	2.8M	2022-02-11
BAT	Basic Attention	Ethereum	1.1158	1.0829	-2.94%	0.82329	-26.22%	0.2110	✓	1.78	1.0M	2022-02-11
BAR	FC Barcelona Fan Token	Solana	8.19	7.9505	-2.92%	6.24	-23.81%	0.2199	✓	0.63	675k	2022-02-11
QNT	Quant	Ethereum	168.76	164.0121	-2.81%	129.51	-23.26%	0.2029	✓	0.94	7.3M	2022-02-11
SUN	Sun Token	Tron	0.01979	0.019237	-2.79%	0.015872	-19.80%	0.1487	✓	1.23	2.5M	2022-02-11
SOL	Solana	Solana	151.56	147.332	-2.79%	96.5	-36.33%	0.3830	✓	1.13	191.4M	2022-02-11
CVC	Civic	Ethereum	0.3384	0.329026	-2.77%	0.2842	-16.02%	0.1105	✓	1.01	397k	2022-02-11
LTC	Litecoin	Litecoin	142.02	138.1009	-2.76%	125.69	-11.50%	0.0458	✓	1.36	33.4M	2022-02-11
GRT	The Graph	Ethereum	0.5942	0.577981	-2.73%	0.4181	-29.64%	0.2774	✓	1.30	12.2M	2022-02-11
DNT	district0x	Ethereum	0.1144	0.111339	-2.68%	0.0868	-24.13%	0.2096	✓	1.11	303k	2022-02-11
DASH	Dash	Dash	143.32	139.5464	-2.63%	103.99	-27.44%	0.2510	✓	1.21	2.5M	2022-02-11
LSK	Lisk	Ethereum	2.1488	2.0929	-2.60%	1.7756	-17.37%	0.1249	✓	1.11	83k	2022-02-11
LCX	LCX	Ethereum	0.1554	0.151365	-2.60%	0.1086	-30.12%	0.2873	✓	1.26	2.4M	2022-02-11
BCH	Bitcoin Cash	Bitcoin Cash	383.83	373.9756	-2.57%	321.01	-16.37%	0.1165	✓	1.02	8.3M	2022-02-11
NMR	Numeraire	Ethereum	28.89	28.1795	-2.46%	28.06	-2.87%	0.0207	✓	0.70	360k	2022-02-11
ZEC	Zcash	Zcash	144.49	141.0571	-2.38%	116.54	-19.34%	0.1443	✓	1.31	10.9M	2022-02-11
KCS	KuCoin	native	20.372	19.9031	-2.30%	19.087	-6.31%	0.0155	✓	1.61	12.5M	2022-02-11
GODS	Gods Unchained	Ethereum	3.02	2.954	-2.18%	1.99	-34.11%	0.3522	✓	1.21	3.2M	2022-02-11
CTK	Shentu	Osmosis	1.49	1.4585	-2.11%	1.257	-15.64%	0.1001	✓	1.37	4.9M	2022-02-11
RLC	iExec RLC	Ethereum	2.89	2.8323	-1.99%	2.07	-28.37%	0.2667	✓	1.32	3.2M	2022-02-11
PORTO	FC Porto	Binance Smart Chain	3.2451	3.1857	-1.83%	3.6	+10.94%	0.1651	✗	1.21	2.5M	2022-02-11
SHIB	Shiba Inu	Ethereum	0.0000315	0.000030927	-1.82%	0.00002872	-8.83%	0.0267	✓	1.33	1.7M	2022-02-11
JUV	Juventus Fan Token	Solana	8.19	8.041	-1.82%	6.47	-21.00%	0.1900	✓	0.77	767k	2022-02-11
XMR	Monero	Monero	199.2	195.5911	-1.81%	169.21	-15.06%	0.1081	✓	1.04	2.9M	2022-02-11
XVG	Verge	native	0.01475	0.014486	-1.79%	0.01151	-21.97%	0.1863	✓	1.23	2.1M	2022-02-11
ORBS	Orbs	Ethereum	0.0825	0.081159	-1.63%	0.072	-12.73%	0.0805	✓	1.10	19k	2022-02-11
FTT	FTX	Ethereum	41.43	40.8335	-1.44%	43.46	+4.90%	0.1014	✗	1.10	21.0M	2022-02-11
ACH	Alchemy Pay	Ethereum	0.060875	0.06007	-1.32%	0.047719	-21.61%	0.1878	✓	1.19	7.4M	2022-02-11
TWT	Trust Wallet	Binance Smart Chain	0.6995	0.690307	-1.31%	0.5696	-18.57%	0.1471	✓	1.27	4.4M	2022-02-11
ETC	Ethereum Classic	native	31.15	30.8592	-0.93%	32.74	+5.10%	0.0967	✗	1.06	3.0M	2022-02-11
DKA	dKargo	Ethereum	0.11114	0.11024	-0.81%	0.09752	-12.25%	0.0819	✓	1.15	25k	2022-02-11
ENS	Ethereum Name Service	Ethereum	27.99	27.8095	-0.64%	17.24	-38.41%	0.4130	✓	1.83	4.5M	2022-02-11
PHA	PHALA	Ethereum	0.379	0.379096	+0.03%	0.301	-20.58%	0.2041	✗	0.75	40k	2022-02-11
LEO	LEO Token	Ethereum	3.8595	3.8793	+0.51%	6.1868	+60.30%	0.4644	✓	-0.07	364k	2022-02-11
WBTC	Wrapped Bitcoin	Ethereum	43,982.00	44,229.34	+0.56%	42,347.70	-3.72%	0.0085	✗	0.98	14k	2022-02-11
DOGE	Dogecoin	Dogecoin	0.162908	0.165918	+1.85%	0.14485	-11.08%	0.0960	✗	1.12	5.4M	2022-02-11
TRX	TRON	Tron	0.068101	0.070062	+2.88%	0.063958	-6.08%	0.0571	✗	0.96	536k	2022-02-11

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.