lstm_s2
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
+0.0649 t=+18.7
530 days · 415k token-days
+1d · long-short decile
+1.06%
beta-adjusted alpha per period, before costs
+1d · direction hit
53.5%
in alpha space · 52.7% on raw price
+7d · rank IC
+0.0744 t=+22.9
524 days · 408k token-days
+7d · long-short decile
+3.32%
beta-adjusted alpha per period, before costs
+7d · direction hit
56.6%
in alpha space · 56.5% on raw price
+30d · rank IC
+0.0918 t=+28.5
501 days · 384k token-days
+30d · long-short decile
+9.01%
beta-adjusted alpha per period, before costs
+30d · direction hit
59.2%
in alpha space · 61.4% 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_s2//model.pt
- cell type
- lstm
- parameters
- 316,819
- target
- beta
- horizons
- 1d, 7d, 30d
- calibration slopes
- 0.80, 0.50, 0.30
- data window
- 2021-10-20 → 2026-10-21
- train / val boundary
- 2025-05-08
- val / test boundary
- 2026-01-28
- registered
- 2026-10-21 18:38:56Z
- notes
- A/B arm: lstm seed 2, 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% | +0.039 | -0.39% | – | – | – | – |
| 2026-10-19 | held out | 995 | +1.34% | +0.127 | +6.54% | – | – | – | – |
| 2026-10-18 | held out | 994 | -0.21% | +0.061 | +5.46% | – | – | – | – |
| 2026-10-17 | held out | 994 | +0.77% | -0.005 | -2.05% | – | – | – | – |
| 2026-10-16 | held out | 994 | -0.15% | -0.036 | -2.85% | – | – | – | – |
| 2026-10-15 | held out | 996 | -0.76% | +0.026 | +0.44% | – | – | – | – |
| 2026-10-14 | held out | 996 | +0.68% | +0.097 | +4.90% | +0.067 | +10.35% | – | – |
| 2026-10-13 | held out | 996 | -1.85% | +0.025 | -0.33% | +0.047 | +8.17% | – | – |
| 2026-10-12 | held out | 996 | +1.66% | -0.007 | -0.60% | +0.013 | -0.60% | – | – |
| 2026-10-11 | held out | 995 | -2.31% | +0.071 | +1.13% | +0.095 | +5.98% | – | – |
| 2026-10-10 | held out | 993 | +0.93% | -0.012 | -0.72% | +0.005 | +2.19% | – | – |
| 2026-10-09 | held out | 994 | +0.44% | +0.125 | +3.86% | +0.053 | +7.16% | – | – |
| 2026-10-08 | held out | 994 | +1.04% | +0.088 | +1.82% | +0.056 | +9.20% | – | – |
| 2026-10-07 | held out | 994 | -1.90% | +0.010 | -0.32% | +0.059 | +8.48% | – | – |
| 2026-10-06 | held out | 994 | -2.65% | +0.090 | +2.26% | +0.120 | +13.75% | – | – |
| 2026-10-05 | held out | 994 | -0.24% | +0.124 | +2.97% | +0.106 | +7.96% | – | – |
| 2026-10-04 | held out | 990 | -0.88% | +0.132 | +3.98% | +0.135 | +8.07% | – | – |
| 2026-10-03 | held out | 990 | +2.08% | +0.068 | -1.42% | +0.121 | +5.37% | – | – |
| 2026-10-02 | held out | 990 | +0.28% | -0.016 | +1.91% | +0.066 | +4.55% | – | – |
| 2026-10-01 | held out | 988 | -0.41% | +0.129 | +5.43% | +0.128 | +10.71% | – | – |
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 | +0.057 | 56.4% | +1.60% | +0.077 | 69.6% | +7.24% | – | – | – | 20 |
| 2026-09 | +0.074 | 51.1% | +1.77% | +0.091 | 49.3% | +7.98% | +0.172 | 58.0% | +25.79% | 30 |
| 2026-08 | +0.055 | 54.1% | +1.03% | +0.086 | 57.0% | +4.27% | +0.148 | 63.0% | +12.56% | 31 |
| 2026-07 | +0.073 | 52.7% | +1.98% | +0.077 | 62.7% | +4.98% | +0.078 | 69.1% | +5.96% | 31 |
| 2026-06 | +0.047 | 52.8% | +1.38% | +0.043 | 56.8% | +3.24% | +0.082 | 68.9% | +12.34% | 30 |
| 2026-05 | +0.063 | 53.5% | +0.81% | +0.072 | 56.2% | +4.90% | +0.003 | 63.2% | +2.57% | 31 |
| 2026-04 | +0.067 | 56.5% | +1.35% | +0.035 | 59.2% | +3.51% | +0.022 | 57.6% | +6.07% | 30 |
| 2026-03 | +0.042 | 50.5% | +1.08% | +0.037 | 52.5% | +2.69% | +0.039 | 56.1% | +9.89% | 31 |
| 2026-02 | +0.050 | 49.6% | +0.56% | +0.074 | 48.4% | +2.74% | +0.053 | 53.5% | +11.59% | 28 |
| 2026-01 | +0.077 | 56.3% | +0.94% | +0.095 | 60.5% | +1.60% | +0.089 | 47.2% | +8.84% | 31 |
| 2025-12 | +0.048 | 53.2% | +0.80% | +0.069 | 58.3% | +4.06% | +0.076 | 63.4% | +4.85% | 31 |
| 2025-11 | +0.053 | 49.6% | +1.39% | +0.033 | 44.8% | +2.64% | +0.065 | 61.4% | +6.77% | 30 |
| 2025-10 | +0.062 | 54.4% | +0.45% | +0.056 | 63.7% | +0.33% | +0.088 | 45.9% | +10.41% | 31 |
| 2025-09 | +0.067 | 57.6% | +0.55% | +0.053 | 70.6% | +0.43% | +0.105 | 84.2% | +3.24% | 30 |
| 2025-08 | +0.073 | 50.0% | +0.46% | +0.091 | 49.5% | +1.74% | +0.094 | 57.8% | +6.76% | 31 |
| 2025-07 | +0.093 | 53.7% | +0.94% | +0.118 | 54.0% | +3.06% | +0.110 | 51.4% | +8.60% | 31 |
| 2025-06 | +0.070 | 59.1% | +0.79% | +0.091 | 69.7% | +2.13% | +0.125 | 62.2% | +8.04% | 30 |
| 2025-05 | +0.102 | 53.0% | +1.38% | +0.161 | 38.0% | +4.75% | +0.281 | 37.8% | +16.12% | 23 |