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 validation only — 2.3M assessed, 56k still pending a matured horizon.
Out-of-sample skill by horizon
+1d · rank IC
+0.0684 t=+13.7
265 days · 179k token-days
+1d · long-short decile
+0.81%
beta-adjusted alpha per period, before costs
+1d · direction hit
56.0%
in alpha space · 54.4% on raw price
+7d · rank IC
+0.0894 t=+18.6
265 days · 178k token-days
+7d · long-short decile
+2.97%
beta-adjusted alpha per period, before costs
+7d · direction hit
61.8%
in alpha space · 61.9% on raw price
+30d · rank IC
+0.1155 t=+24.1
265 days · 177k token-days
+30d · long-short decile
+9.49%
beta-adjusted alpha per period, before costs
+30d · direction hit
60.3%
in alpha space · 67.3% 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 |
|---|---|---|---|---|---|---|---|---|---|
| 2026-01-28 | held out | 806 | -5.21% | +0.086 | +0.27% | +0.038 | +2.44% | +0.041 | +14.27% |
| 2026-01-27 | held out | 808 | +0.05% | -0.043 | -1.04% | +0.067 | +1.10% | +0.065 | +13.67% |
| 2026-01-26 | held out | 809 | +0.98% | +0.105 | +4.49% | +0.069 | +0.62% | +0.041 | +11.16% |
| 2026-01-25 | held out | 804 | +1.95% | +0.054 | -0.34% | +0.088 | +3.17% | +0.020 | +7.71% |
| 2026-01-24 | held out | 803 | -2.83% | +0.096 | +1.27% | +0.085 | +2.63% | +0.048 | +8.56% |
| 2026-01-23 | held out | 804 | -0.44% | +0.054 | +0.88% | +0.045 | +1.14% | +0.060 | +6.66% |
| 2026-01-22 | held out | 804 | +0.01% | +0.072 | +2.20% | +0.010 | +0.06% | +0.050 | +5.69% |
| 2026-01-21 | held out | 800 | +0.11% | -0.007 | +0.97% | +0.027 | +1.47% | +0.041 | +3.54% |
| 2026-01-20 | held out | 799 | +1.19% | +0.042 | +1.63% | +0.012 | +0.98% | +0.005 | +1.67% |
| 2026-01-19 | held out | 797 | -4.59% | +0.052 | +0.91% | +0.062 | +1.11% | +0.035 | +12.03% |
| 2026-01-18 | held out | 802 | -1.15% | +0.047 | -0.04% | +0.115 | +2.34% | +0.040 | +13.18% |
| 2026-01-17 | held out | 804 | -1.55% | +0.024 | -0.92% | +0.072 | +1.44% | +0.027 | +7.48% |
| 2026-01-16 | held out | 803 | -0.41% | +0.166 | +1.56% | +0.121 | +1.67% | +0.067 | +7.89% |
| 2026-01-15 | held out | 805 | -0.09% | +0.005 | +0.50% | +0.126 | +0.87% | +0.027 | +2.49% |
| 2026-01-14 | held out | 804 | -1.41% | +0.080 | +0.97% | +0.112 | -0.50% | +0.041 | +0.43% |
| 2026-01-13 | held out | 804 | +1.65% | +0.097 | +0.35% | +0.145 | +2.51% | +0.003 | -1.82% |
| 2026-01-12 | held out | 802 | +4.60% | +0.152 | +0.85% | +0.141 | -0.23% | +0.011 | +1.12% |
| 2026-01-11 | held out | 796 | +0.35% | +0.092 | -0.43% | +0.125 | -0.77% | +0.039 | +2.30% |
| 2026-01-10 | held out | 797 | +0.55% | +0.083 | -0.80% | +0.096 | +3.87% | +0.041 | +3.56% |
| 2026-01-09 | held out | 801 | -0.16% | +0.073 | +1.95% | +0.083 | +4.41% | +0.039 | +6.30% |
| 2026-01-08 | held out | 801 | -0.56% | +0.026 | -0.24% | +0.110 | +3.92% | +0.039 | +9.06% |
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 | +0.072 | 56.3% | +0.73% | +0.098 | 63.3% | +2.32% | +0.049 | 48.6% | +6.97% | 28 |
| 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 |