2021-12-20 · +1d

lstm_s3 · in-sample — the model trained on this date · 135 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

+0.0216

135 of 135 tokens assessed

long-short decile

+2.83%

realised beta-adjusted alpha

direction hit

67.4%

in alpha space · 4.5% on raw price

BTC over horizon

+4.24%

the unhedgeable market factor

Predicted vs actual (135 rows, sorted by pred)

token	name	chain	anchor px	pred px ▴	pred Δ	actual px	actual Δ	alpha err	hit	β90d	vol 30d	target
LCX	LCX	Ethereum	0.219	0.214874	-1.88%	0.2224	+1.55%	0.0140	✓	1.17	3.9M	2021-12-21
DUSK	DUSK	Ethereum	0.5372	0.528421	-1.63%	0.602	+12.06%	0.0542	✗	1.83	10.2M	2021-12-21
YFI	yearn.finance	Ethereum	36,818.43	36,253.95	-1.53%	34,696.99	-5.76%	0.0686	✓	0.60	6.2M	2021-12-21
SPELL	Spell	Ethereum	0.01809	0.01786	-1.27%	0.02294	+26.81%	0.2088	✗	1.00	30.7M	2021-12-21
XYO	XYO Network	Ethereum	0.035847	0.035533	-0.87%	0.038297	+6.83%	0.0331	✗	1.01	15.0M	2021-12-21
AVAX	Avalanche	Avalanche	113.55	112.6819	-0.76%	123.27	+8.56%	0.0425	✗	1.14	164.3M	2021-12-21
SHIB	Shiba Inu	Ethereum	0.00003122	0.000031007	-0.68%	0.00003285	+5.22%	0.0162	✗	1.00	1.9M	2021-12-21
MANA	Decentraland	Ethereum	3.1901	3.1688	-0.67%	3.2869	+3.04%	0.0004	✓	0.87	10.9M	2021-12-21
GODS	Gods Unchained	Ethereum	5.76	5.722	-0.66%	5.66	-1.74%	0.0524	✓	1.00	9.3M	2021-12-21
POWR	Powerledger	Ethereum	0.4213	0.41882	-0.59%	0.4485	+6.46%	0.0107	✗	1.39	1.8M	2021-12-21
LRC	Loopring	Ethereum	2.0189	2.0072	-0.58%	2.4015	+18.95%	0.0980	✗	1.96	2.3M	2021-12-21
API3	Api3	Ethereum	4.79	4.7624	-0.58%	4.94	+3.13%	0.0049	✓	1.00	1.8M	2021-12-21
SANTOS	Santos FC Fan Token	Binance Smart Chain	3.801	3.7803	-0.54%	3.833	+0.84%	0.0277	✓	1.00	3.7M	2021-12-21
OMG	OMG Network	Ethereum	5.8629	5.8311	-0.54%	6.1354	+4.65%	0.0017	✓	1.18	833k	2021-12-21
UOS	Ultra	Ethereum	1.3895	1.382	-0.54%	1.5007	+8.00%	0.0411	✗	0.99	7.8M	2021-12-21
SUPER	SuperVerse	Ethereum	1.19	1.1836	-0.54%	1.19	+0.00%	0.0361	✓	1.00	2.3M	2021-12-21
IMX	Immutable	Ethereum	4.28	4.2581	-0.51%	4.61	+7.71%	0.0379	✗	1.00	2.8M	2021-12-21
XPR	XPR Network	Ethereum	0.01728	0.017193	-0.50%	0.01806	+4.51%	0.0029	✓	1.26	3.6M	2021-12-21
VSYS	V.SYSTEMS	native	0.01925	0.019154	-0.50%	0.01971	+2.39%	0.0058	✗	0.55	67k	2021-12-21
BAT	Basic Attention	Ethereum	1.1076	1.1022	-0.49%	1.1664	+5.32%	0.0169	✓	1.77	1.5M	2021-12-21
LTC	Litecoin	Litecoin	152.71	152.0024	-0.46%	154.8	+1.37%	0.0412	✓	1.43	60.7M	2021-12-21
ZEC	Zcash	Zcash	157.02	156.3147	-0.45%	162.44	+3.45%	0.0190	✓	1.38	13.6M	2021-12-21
OXT	Orchid Protocol	Ethereum	0.3532	0.35164	-0.44%	0.3697	+4.67%	0.0041	✓	1.30	6.8M	2021-12-21
ENS	Ethereum Name Service	Ethereum	40.37	40.1927	-0.44%	40.92	+1.36%	0.0623	✓	1.93	13.8M	2021-12-21
ACH	Alchemy Pay	Ethereum	0.057981	0.057731	-0.43%	0.061664	+6.35%	0.0038	✓	1.50	13.8M	2021-12-21
IOTA	IOTA	IOTA	1.0799	1.0754	-0.42%	1.3147	+21.74%	0.1612	✗	0.96	23.6M	2021-12-21
LPT	Livepeer	Ethereum	34.09	33.9509	-0.41%	36.53	+7.16%	0.0006	✓	1.75	6.0M	2021-12-21
SKL	SKALE	Ethereum	0.1991	0.198296	-0.40%	0.2039	+2.41%	0.0224	✓	1.21	8.9M	2021-12-21
PSG	Paris Saint-Germain Fan Token	Solana	15.3	15.2385	-0.40%	15.05	-1.63%	0.0413	✓	0.69	1.6M	2021-12-21
ADA	Cardano	Cardano	1.2381	1.2331	-0.40%	1.2801	+3.39%	0.0054	✓	1.03	131.8M	2021-12-21
AMP	Amp	Ethereum	0.04664	0.046453	-0.40%	0.04838	+3.73%	0.0011	✓	0.95	15.8M	2021-12-21
MOVR	Moonriver	Base	176.9138	176.2041	-0.40%	183.964	+3.99%	0.0043	✓	1.14	1.1M	2021-12-21
MED	Medibloc	Osmosis	0.05406	0.053844	-0.40%	0.0562	+3.96%	0.0041	✓	1.13	22k	2021-12-21
ALGO	Algorand	Algorand	1.2978	1.2926	-0.40%	1.3577	+4.62%	0.0056	✗	1.05	35.8M	2021-12-21
DASH	Dash	Dash	127.33	126.8268	-0.40%	133.6	+4.92%	0.0001	✓	1.25	2.2M	2021-12-21
XVG	Verge	native	0.01664	0.016574	-0.39%	0.01735	+4.27%	0.0033	✓	1.18	3.1M	2021-12-21
COMP	Compound	Ethereum	188.43	187.6917	-0.39%	194.4	+3.17%	0.0089	✓	1.06	236k	2021-12-21
ATM	Atletico Madrid Fan Token	Solana	7.94	7.9089	-0.39%	7.7	-3.02%	0.0546	✓	0.67	1.1M	2021-12-21
UMA	UMA	Ethereum	8.75	8.7159	-0.39%	9	+2.86%	0.0137	✓	1.10	3.9M	2021-12-21
NMR	Numeraire	Ethereum	31.99	31.8672	-0.38%	33.16	+3.66%	0.0124	✗	0.66	754k	2021-12-21
FTT	FTX	Ethereum	40.57	40.4159	-0.38%	41.96	+3.43%	0.0068	✓	1.07	25.2M	2021-12-21
RIF	Rootstock Infrastructure Framework	Ethereum	0.2037	0.20293	-0.38%	0.2099	+3.04%	0.0027	✓	0.88	756k	2021-12-21
AXS	Axie Infinity	Ethereum	92.63	92.2803	-0.38%	97.27	+5.01%	0.0132	✗	0.95	10.6M	2021-12-21
CHZ	Chiliz	Ethereum	0.2674	0.266392	-0.38%	0.2803	+4.82%	0.0017	✓	1.27	7.0M	2021-12-21
BNT	Bancor Network	Ethereum	3.23	3.2178	-0.38%	3.33	+3.10%	0.0069	✓	0.99	1.3M	2021-12-21
ENJ	Enjin Coin	Ethereum	2.312	2.3033	-0.37%	2.437	+5.41%	0.0184	✗	0.92	3.3M	2021-12-21
SOL	Solana	Solana	174.06	173.4135	-0.37%	179.75	+3.27%	0.0064	✓	1.02	281.0M	2021-12-21
ETC	Ethereum Classic	native	34.54	34.4135	-0.37%	35.33	+2.29%	0.0176	✓	1.06	6.5M	2021-12-21
KNC	Kyber Network Crystal	Ethereum	1.239	1.2345	-0.36%	1.2842	+3.65%	0.0055	✓	1.08	1.6M	2021-12-21
RLC	iExec RLC	Ethereum	2.77	2.76	-0.36%	2.94	+6.14%	0.0100	✗	1.28	3.0M	2021-12-21
TRAC	OriginTrail	Ethereum	1.0483	1.0445	-0.36%	1.1044	+5.35%	0.0073	✓	1.52	3.4M	2021-12-21
CITY	Manchester City Fan Token	Solana	9.65	9.6154	-0.36%	9.96	+3.21%	0.0047	✗	0.74	1.9M	2021-12-21
MINA	Mina Protocol	native	3.16	3.1487	-0.36%	3.24	+2.53%	0.0122	✓	0.98	821k	2021-12-21
PORTO	FC Porto	Binance Smart Chain	3.1667	3.1555	-0.35%	3.1906	+0.75%	0.0400	✓	1.23	4.7M	2021-12-21
ARPA	ARPA	Ethereum	0.095	0.094668	-0.35%	0.0992	+4.42%	0.0097	✓	1.36	3.4M	2021-12-21
TRB	Tellor Tributes	Ethereum	30.38	30.2756	-0.34%	32.03	+5.43%	0.0063	✓	1.51	1.6M	2021-12-21
DODO	DODO	Ethereum	0.811	0.808229	-0.34%	0.865	+6.66%	0.0070	✗	1.47	10.9M	2021-12-21
BAND	Band	Ethereum	5.06	5.0429	-0.34%	5.32	+5.14%	0.0045	✗	1.18	2.8M	2021-12-21
1INCH	1INCH	Ethereum	2.39	2.382	-0.34%	2.44	+2.09%	0.0157	✓	0.96	4.9M	2021-12-21
XYM	Symbol	native	0.2405	0.239693	-0.34%	0.2431	+1.08%	0.0050	✓	0.46	434k	2021-12-21
PHA	PHALA	Ethereum	0.349	0.34783	-0.34%	0.357	+2.29%	0.0048	✓	0.74	54k	2021-12-21
JUV	Juventus Fan Token	Solana	8.69	8.6609	-0.34%	8.69	+0.00%	0.0295	✓	0.79	838k	2021-12-21
HIVE	Hive	native	1.4	1.3953	-0.33%	1.4758	+5.41%	0.0011	✓	1.32	12.4M	2021-12-21
CRV	Curve DAO	Ethereum	4.11	4.0962	-0.33%	4.62	+12.41%	0.0655	✗	1.32	28.7M	2021-12-21
BCH	Bitcoin Cash	Bitcoin Cash	430.28	428.8397	-0.33%	437.94	+1.78%	0.0226	✓	1.05	14.2M	2021-12-21
BFC	Bifrost	Ethereum	0.19466	0.194024	-0.33%	0.206	+5.83%	0.0081	✓	1.64	34k	2021-12-21
SNX	Synthetix	Ethereum	5.11	5.0933	-0.33%	5.36	+4.89%	0.0064	✗	1.08	5.5M	2021-12-21
AUCTION	Bounce	Ethereum	23.75	23.6728	-0.33%	24.74	+4.17%	0.0001	✓	1.06	2.9M	2021-12-21
MASK	Mask Network	Ethereum	10.45	10.4162	-0.32%	10.93	+4.59%	0.0276	✗	0.50	4.2M	2021-12-21
DNT	district0x	Ethereum	0.1303	0.129879	-0.32%	0.135	+3.61%	0.0065	✓	1.09	603k	2021-12-21
CTSI	Cartesi	Ethereum	0.6286	0.626585	-0.32%	0.6712	+6.78%	0.0180	✗	1.22	7.7M	2021-12-21
ACM	AC Milan Fan Token	Solana	5.033	5.0169	-0.32%	5.077	+0.87%	0.0147	✓	0.64	1.0M	2021-12-21
GRT	The Graph	Ethereum	0.6222	0.620227	-0.32%	0.7097	+14.06%	0.0838	✗	1.23	14.9M	2021-12-21
XLM	Stellar	Stellar	0.25839	0.257572	-0.32%	0.267972	+3.71%	0.0015	✓	0.99	40.4M	2021-12-21
LEO	LEO Token	Ethereum	3.5742	3.5629	-0.32%	3.601	+0.75%	0.0146	✗	-0.10	372k	2021-12-21
CVC	Civic	Ethereum	0.3175	0.316498	-0.32%	0.3328	+4.82%	0.0139	✗	0.88	693k	2021-12-21
TWT	Trust Wallet	Binance Smart Chain	0.6692	0.667139	-0.31%	0.72	+7.59%	0.0264	✗	1.20	7.8M	2021-12-21
COTI	COTI	Ethereum	0.3017	0.300772	-0.31%	0.3132	+3.81%	0.0205	✓	1.47	4.9M	2021-12-21
KCS	KuCoin	native	21.103	21.0386	-0.31%	21.875	+3.66%	0.0325	✓	1.72	23.4M	2021-12-21
BEL	Bella Protocol	Ethereum	1.409	1.4047	-0.30%	1.482	+5.18%	0.0012	✓	1.32	5.6M	2021-12-21
ICP	Internet Computer	Ethereum	21.75	21.6849	-0.30%	23.11	+6.25%	0.0085	✗	1.33	20.8M	2021-12-21
ETH	Ethereum	Ethereum	3,946.16	3,934.37	-0.30%	4,017.11	+1.80%	0.0241	✓	1.08	768.5M	2021-12-21
RAD	Radworks	Ethereum	9.53	9.5017	-0.30%	9.79	+2.73%	0.0099	✓	0.96	2.0M	2021-12-21
TRX	TRON	Tron	0.07761	0.077381	-0.30%	0.07885	+1.60%	0.0219	✓	0.98	798k	2021-12-21
NANO	nanopay	Base	3.2888	3.2791	-0.30%	3.4308	+4.32%	0.0020	✓	1.04	798k	2021-12-21
LSK	Lisk	Ethereum	2.2563	2.2498	-0.29%	2.4347	+7.91%	0.0298	✗	1.18	169k	2021-12-21
KSM	Kusama	Hydration	263.85	263.0915	-0.29%	267.01	+1.20%	0.0311	✓	1.10	1.5M	2021-12-21
DOGE	Dogecoin	Dogecoin	0.167179	0.166706	-0.28%	0.170906	+2.23%	0.0214	✓	1.12	5.3M	2021-12-21
GT	Gate	Ethereum	5.8354	5.8189	-0.28%	6.0446	+3.59%	0.0041	✗	0.82	5.1M	2021-12-21
OGN	Origin Token	Ethereum	0.607	0.605289	-0.28%	0.624	+2.80%	0.0211	✓	1.24	3.4M	2021-12-21
CBK	Cobak	Ethereum	2.838	2.83	-0.28%	2.907	+2.43%	0.0085	✓	0.85	104k	2021-12-21
UNI	Uniswap	Ethereum	14.52	14.4794	-0.28%	15.06	+3.72%	0.0139	✓	1.28	14.2M	2021-12-21
BAR	FC Barcelona Fan Token	Solana	8.46	8.4367	-0.28%	8.47	+0.12%	0.0239	✓	0.67	1.1M	2021-12-21
QTUM	Qtum	Qtum	8.9718	8.9473	-0.27%	9.2185	+2.75%	0.0312	✓	1.47	356k	2021-12-21
SC	Siacoin	native	0.01493	0.014889	-0.27%	0.01576	+5.56%	0.0189	✗	0.91	1.9M	2021-12-21
XMR	Monero	Monero	188.84	188.326	-0.27%	188.96	+0.06%	0.0373	✓	0.98	2.9M	2021-12-21
ZRX	0x Protocol	Ethereum	0.755084	0.753032	-0.27%	0.783071	+3.71%	0.0055	✓	1.07	4.8M	2021-12-21
OG	OG Fan Token	Solana	3.939	3.9283	-0.27%	3.946	+0.18%	0.0297	✓	0.82	780k	2021-12-21
BTC	Bitcoin	Bitcoin	46,926.07	46,798.88	-0.27%	48,914.70	+4.24%	0.0027	✗	1.00	750.8M	2021-12-21
AGLD	Adventure Gold	Ethereum	1.51	1.506	-0.27%	1.63	+7.95%	0.0091	✗	1.69	2.0M	2021-12-21
AAVE	Aave	Ethereum	181.01	180.5403	-0.26%	186.16	+2.85%	0.0098	✓	0.98	11.0M	2021-12-21
METRONOME	METRONOME		4.901	4.8883	-0.26%	4.9779	+1.57%	0.0139	✓	0.77	31k	2021-12-21
ASR	AS Roma Fan Token	Solana	3.711	3.7014	-0.26%	3.799	+2.37%	0.0022	✓	0.68	544k	2021-12-21
XVS	Venus	Ethereum	14.84	14.802	-0.26%	15.28	+2.96%	0.0160	✓	1.15	6.6M	2021-12-21
DOT	Polkadot	Polkadot	24.08	24.0186	-0.25%	25.17	+4.53%	0.0049	✓	1.25	75.1M	2021-12-21
QNT	Quant	Ethereum	174.01	173.5706	-0.25%	186.26	+7.04%	0.0336	✗	0.89	12.3M	2021-12-21
TKO	Tokocrypto	Binance Smart Chain	1.195	1.192	-0.25%	1.221	+2.18%	0.0171	✓	0.99	4.6M	2021-12-21
ATOM	Cosmos Hub	Cosmos	21.53	21.4764	-0.25%	23.65	+9.85%	0.0621	✗	0.83	42.5M	2021-12-21
MTL	Metal DAO	Metal L2	2.04	2.0349	-0.25%	2.128	+4.31%	0.0015	✓	1.11	3.4M	2021-12-21
ZEN	Horizen	Base	61.49	61.3374	-0.25%	64.37	+4.68%	0.0154	✓	1.53	2.2M	2021-12-21
ANKR	Ankr Network	Ethereum	0.09914	0.098895	-0.25%	0.10431	+5.21%	0.0314	✗	0.53	143k	2021-12-21
SUSHI	Sushi	Ethereum	5.48	5.4665	-0.25%	5.85	+6.75%	0.0136	✗	1.31	12.7M	2021-12-21
FIL	Filecoin	Filecoin	34.86	34.7767	-0.24%	35.31	+1.29%	0.0275	✓	1.03	21.2M	2021-12-21
DKA	dKargo	Ethereum	0.10877	0.108518	-0.23%	0.11184	+2.82%	0.0162	✓	1.12	31k	2021-12-21
LINK	Chainlink	Ethereum	18.78	18.7371	-0.23%	19.44	+3.51%	0.0166	✓	1.29	69.7M	2021-12-21
BICO	Biconomy	Ethereum	3.2	3.1928	-0.23%	3.61	+12.81%	0.0813	✗	1.00	11.9M	2021-12-21
CTK	Shentu	Osmosis	1.671	1.6672	-0.23%	1.776	+6.28%	0.0098	✗	1.29	7.6M	2021-12-21
STORJ	Storj	Ethereum	1.6264	1.6228	-0.22%	1.8094	+11.25%	0.0821	✗	0.65	1.4M	2021-12-21
XEC	eCash	native	0.00010638	0.000106147	-0.22%	0.00010928	+2.73%	0.0124	✓	1.00	13.4M	2021-12-21
DYDX	dYdX	Cosmos	7.411	7.3963	-0.20%	7.512	+1.36%	0.0404	✓	1.35	635k	2021-12-21
ORBS	Orbs	Ethereum	0.0836	0.083435	-0.20%	0.0861	+2.99%	0.0147	✓	1.11	24k	2021-12-21
LAZIO	Lazio Fan Token	Binance Smart Chain	4.888	4.8786	-0.19%	5.0109	+2.51%	0.0304	✓	1.38	5.2M	2021-12-21
EWT	Energy Web Token	Ethereum	10.241	10.2213	-0.19%	10.258	+0.17%	0.0239	✓	0.66	388k	2021-12-21
XEM	NEM	native	0.1249	0.124663	-0.19%	0.128	+2.48%	0.0193	✓	1.10	202k	2021-12-21
SUN	Sun Token	Tron	0.022282	0.02224	-0.19%	0.02275	+2.10%	0.0284	✓	1.23	1.9M	2021-12-21
XTZ	Tezos	Tezos	4.1064	4.0988	-0.18%	4.2356	+3.15%	0.0219	✓	1.32	4.7M	2021-12-21
ASM	Assemble AI	Ethereum	0.08901	0.088858	-0.17%	0.10229	+14.92%	0.0805	✗	1.45	6.7M	2021-12-21
BCHSV	Bitcoin Cash SV		121.71	121.528	-0.15%	124.64	+2.41%	0.0161	✓	1.00	2.5M	2021-12-21
GTC	Gitcoin	Ethereum	9.01	8.9983	-0.13%	9.54	+5.88%	0.0652	✗	-0.16	3.7M	2021-12-21
DEXE	DeXe	Ethereum	12.14	12.1264	-0.11%	12.24	+0.82%	0.0230	✗	-0.33	5.9M	2021-12-21
GITCOIN	GITCOIN		8.955	8.9461	-0.10%	9.463	+5.67%	0.0653	✗	-0.22	119k	2021-12-21
CERE	Cere Network	Ethereum	0.0652	0.065136	-0.10%	0.0688	+5.52%	0.0016	✓	1.36	2.9M	2021-12-21
WBTC	Wrapped Bitcoin	Ethereum	46,868.20	46,843.28	-0.05%	48,448.30	+3.37%	0.0074	✓	0.99	15k	2021-12-21
JASMY	JasmyCoin	Ethereum	0.06558	0.065616	+0.06%	0.09777	+49.09%	0.3577	✓	0.99	22.6M	2021-12-21
NAKA	Nakamoto Games	Polygon	1.5221	1.523	+0.06%	1.6866	+10.81%	0.0825	✓	0.47	8.8M	2021-12-21

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.