lstm_s1
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 val + test — 2.3M assessed, 56k still pending a matured horizon.
Out-of-sample skill by horizon
+1d · rank IC
+0.0630 t=+19.7
530 days · 415k token-days
+1d · long-short decile
+0.99%
beta-adjusted alpha per period, before costs
+1d · direction hit
55.7%
in alpha space · 54.1% on raw price
+7d · rank IC
+0.0831 t=+25.6
524 days · 408k token-days
+7d · long-short decile
+3.89%
beta-adjusted alpha per period, before costs
+7d · direction hit
60.8%
in alpha space · 59.6% on raw price
+30d · rank IC
+0.1040 t=+32.5
501 days · 384k token-days
+30d · long-short decile
+10.63%
beta-adjusted alpha per period, before costs
+30d · direction hit
60.2%
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/lstm_s1//model.pt
- cell type
- lstm
- parameters
- 316,819
- target
- beta
- horizons
- 1d, 7d, 30d
- calibration slopes
- 1.00, 1.00, 0.70
- data window
- 2021-10-20 → 2026-10-21
- train / val boundary
- 2025-05-08
- val / test boundary
- 2026-01-28
- registered
- 2026-10-21 18:37:51Z
- notes
- A/B arm: lstm seed 1, 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% | +0.025 | +0.34% | – | – | – | – |
| 2026-10-19 | held out | 995 | +1.34% | +0.096 | +3.96% | – | – | – | – |
| 2026-10-18 | held out | 994 | -0.21% | -0.002 | +2.76% | – | – | – | – |
| 2026-10-17 | held out | 994 | +0.77% | +0.008 | -1.15% | – | – | – | – |
| 2026-10-16 | held out | 994 | -0.15% | +0.025 | -1.64% | – | – | – | – |
| 2026-10-15 | held out | 996 | -0.76% | +0.075 | +0.63% | – | – | – | – |
| 2026-10-14 | held out | 996 | +0.68% | +0.038 | +0.43% | +0.039 | +9.35% | – | – |
| 2026-10-13 | held out | 996 | -1.85% | +0.082 | +3.15% | +0.041 | +5.76% | – | – |
| 2026-10-12 | held out | 996 | +1.66% | +0.083 | +2.36% | +0.082 | +5.92% | – | – |
| 2026-10-11 | held out | 995 | -2.31% | +0.121 | +1.65% | +0.149 | +9.76% | – | – |
| 2026-10-10 | held out | 993 | +0.93% | -0.018 | -0.84% | +0.056 | +6.58% | – | – |
| 2026-10-09 | held out | 994 | +0.44% | +0.039 | +2.29% | +0.096 | +11.94% | – | – |
| 2026-10-08 | held out | 994 | +1.04% | +0.079 | +1.51% | +0.082 | +9.38% | – | – |
| 2026-10-07 | held out | 994 | -1.90% | -0.004 | -1.42% | +0.084 | +13.53% | – | – |
| 2026-10-06 | held out | 994 | -2.65% | +0.064 | +0.67% | +0.094 | +12.57% | – | – |
| 2026-10-05 | held out | 994 | -0.24% | +0.154 | +0.21% | +0.058 | +7.64% | – | – |
| 2026-10-04 | held out | 990 | -0.88% | +0.026 | +2.23% | +0.058 | +6.68% | – | – |
| 2026-10-03 | held out | 990 | +2.08% | +0.073 | -1.04% | +0.084 | +8.28% | – | – |
| 2026-10-02 | held out | 990 | +0.28% | -0.020 | +1.40% | +0.017 | +7.51% | – | – |
| 2026-10-01 | held out | 988 | -0.41% | +0.132 | +4.23% | +0.090 | +9.01% | – | – |
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 | +0.054 | 57.6% | +1.09% | +0.073 | 72.2% | +8.85% | – | – | – | 20 |
| 2026-09 | +0.081 | 52.0% | +1.52% | +0.121 | 51.3% | +7.80% | +0.188 | 54.1% | +30.45% | 30 |
| 2026-08 | +0.042 | 55.2% | +0.92% | +0.076 | 56.6% | +4.10% | +0.141 | 60.8% | +11.37% | 31 |
| 2026-07 | +0.063 | 58.7% | +1.99% | +0.088 | 67.7% | +7.56% | +0.092 | 61.6% | +16.79% | 31 |
| 2026-06 | +0.045 | 54.5% | +1.00% | +0.033 | 58.3% | +2.02% | +0.104 | 65.5% | +13.32% | 30 |
| 2026-05 | +0.074 | 52.9% | +0.92% | +0.100 | 55.6% | +4.97% | +0.038 | 61.8% | -0.45% | 31 |
| 2026-04 | +0.070 | 57.9% | +1.17% | +0.055 | 60.3% | +0.71% | +0.062 | 55.1% | +3.37% | 30 |
| 2026-03 | +0.039 | 56.8% | +0.84% | +0.052 | 62.3% | +4.12% | +0.075 | 59.3% | +11.06% | 31 |
| 2026-02 | +0.048 | 52.5% | +0.86% | +0.082 | 62.6% | +4.70% | +0.061 | 62.3% | +15.16% | 28 |
| 2026-01 | +0.073 | 56.4% | +0.89% | +0.106 | 61.3% | +3.31% | +0.048 | 48.1% | +7.77% | 31 |
| 2025-12 | +0.041 | 56.4% | +0.88% | +0.060 | 60.1% | +3.89% | +0.056 | 60.5% | +6.19% | 31 |
| 2025-11 | +0.068 | 51.3% | +1.78% | +0.074 | 45.2% | +4.76% | +0.104 | 60.7% | +8.71% | 30 |
| 2025-10 | +0.058 | 59.6% | +0.59% | +0.061 | 66.0% | +0.52% | +0.079 | 43.6% | +11.40% | 31 |
| 2025-09 | +0.050 | 58.8% | +0.00% | +0.042 | 71.2% | +0.88% | +0.073 | 81.4% | +5.78% | 30 |
| 2025-08 | +0.075 | 49.8% | +0.51% | +0.106 | 49.3% | +3.90% | +0.131 | 58.0% | +7.01% | 31 |
| 2025-07 | +0.088 | 53.5% | +0.86% | +0.112 | 54.0% | +3.58% | +0.127 | 52.4% | +7.01% | 31 |
| 2025-06 | +0.072 | 59.9% | +0.71% | +0.094 | 74.6% | +2.20% | +0.168 | 64.4% | +13.21% | 30 |
| 2025-05 | +0.099 | 59.7% | +1.39% | +0.181 | 76.4% | +5.19% | +0.291 | 77.5% | +22.06% | 23 |