2022-01-18 · +30d

lstm_s3 · 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

-0.0972

139 of 139 tokens assessed

long-short decile

-2.26%

realised beta-adjusted alpha

direction hit

84.9%

in alpha space · 90.6% on raw price

BTC over horizon

-4.33%

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
UNI	Uniswap	Ethereum	15.98	16.1375	+0.99%	10.41	-34.86%	0.3815	✗	1.29	12.4M	2022-02-17
SUN	Sun Token	Tron	0.019469	0.019299	-0.87%	0.015816	-18.76%	0.1443	✓	1.24	2.7M	2022-02-17
WBTC	Wrapped Bitcoin	Ethereum	42,495.40	42,002.95	-1.16%	40,651.20	-4.34%	0.0108	✓	0.98	14k	2022-02-17
XMR	Monero	Monero	204.44	201.9068	-1.24%	163.89	-19.83%	0.1678	✓	0.92	3.1M	2022-02-17
AAVE	Aave	Ethereum	232.45	229.5536	-1.25%	152.99	-34.18%	0.3548	✓	1.15	17.6M	2022-02-17
LRC	Loopring	Ethereum	1.1612	1.1442	-1.46%	0.883	-23.96%	0.1757	✓	1.89	1.3M	2022-02-17
DOT	Polkadot	Polkadot	25.15	24.7675	-1.52%	18.16	-27.79%	0.2518	✓	1.32	60.5M	2022-02-17
LEO	LEO Token	Ethereum	3.6709	3.6139	-1.55%	5.5502	+51.19%	0.4261	✗	-0.07	361k	2022-02-17
DOGE	Dogecoin	Dogecoin	0.165155	0.162576	-1.56%	0.138407	-16.20%	0.1129	✓	1.09	6.0M	2022-02-17
BTC	Bitcoin	Bitcoin	42,369.74	41,708.13	-1.56%	40,536.73	-4.33%	0.0157	✗	1.00	636.6M	2022-02-17
SUSHI	Sushi	Ethereum	6.21	6.0992	-1.78%	3.95	-36.39%	0.3778	✓	1.28	17.7M	2022-02-17
ENS	Ethereum Name Service	Ethereum	23.4	22.975	-1.82%	15.78	-32.56%	0.2932	✓	1.86	3.9M	2022-02-17
YFI	yearn.finance	Ethereum	32,596.41	31,996.91	-1.84%	22,441.70	-31.15%	0.3242	✓	0.69	22.2M	2022-02-17
ETH	Ethereum	Ethereum	3,160.81	3,101.52	-1.88%	2,893.56	-8.46%	0.0229	✓	1.05	496.9M	2022-02-17
MOVR	Moonriver	Base	126.385	124.0014	-1.89%	85.9444	-32.00%	0.3228	✓	0.99	489k	2022-02-17
QNT	Quant	Ethereum	146.04	143.079	-2.03%	119.39	-18.25%	0.1408	✓	0.91	6.7M	2022-02-17
XLM	Stellar	Stellar	0.253995	0.248652	-2.10%	0.202261	-20.37%	0.1611	✓	1.03	24.4M	2022-02-17
RLC	iExec RLC	Ethereum	2.55	2.4957	-2.13%	1.9	-25.49%	0.2150	✓	1.31	3.2M	2022-02-17
COMP	Compound	Ethereum	178.35	174.4644	-2.18%	123.7	-30.64%	0.2935	✓	1.14	100k	2022-02-17
MTL	Metal DAO	Metal L2	1.794	1.7546	-2.20%	1.541	-14.10%	0.0793	✓	1.14	2.0M	2022-02-17
FIL	Filecoin	Filecoin	28.48	27.8478	-2.22%	20.54	-27.88%	0.2567	✓	1.08	15.1M	2022-02-17
XTZ	Tezos	Tezos	4.1162	4.0244	-2.23%	3.6686	-10.87%	0.0326	✓	1.36	3.3M	2022-02-17
IMX	Immutable	Ethereum	3.72	3.6292	-2.44%	2.13	-42.74%	0.4689	✓	1.45	2.2M	2022-02-17
ASR	AS Roma Fan Token	Solana	3.727	3.6357	-2.45%	3.08	-17.36%	0.1346	✓	0.71	526k	2022-02-17
CRV	Curve DAO	Ethereum	4.56	4.4467	-2.48%	2.91	-36.18%	0.3633	✓	1.37	32.4M	2022-02-17
KSM	Kusama	Hydration	253.4	246.9601	-2.54%	155.14	-38.78%	0.4136	✓	1.16	1.4M	2022-02-17
TRX	TRON	Tron	0.068419	0.06668	-2.54%	0.062402	-8.79%	0.0249	✓	0.94	494k	2022-02-17
LCX	LCX	Ethereum	0.1293	0.125901	-2.63%	0.0969	-25.06%	0.2050	✓	1.28	2.1M	2022-02-17
NAKA	Nakamoto Games	Polygon	0.8648	0.841184	-2.73%	0.5382	-37.77%	0.3997	✓	1.06	2.6M	2022-02-17
BCHSV	Bitcoin Cash SV		108.41	105.3259	-2.84%	87.71	-19.09%	0.1415	✓	0.94	1.9M	2022-02-17
GRT	The Graph	Ethereum	0.5309	0.515711	-2.86%	0.4369	-17.71%	0.1121	✓	1.21	11.7M	2022-02-17
UMA	UMA	Ethereum	7.94	7.7127	-2.86%	6.03	-24.06%	0.2030	✓	0.97	3.9M	2022-02-17
LINK	Chainlink	Ethereum	22.98	22.3212	-2.87%	15.6	-32.11%	0.3082	✓	1.13	72.8M	2022-02-17
KCS	KuCoin	native	20.371	19.7859	-2.87%	19.71	-3.24%	0.0664	✗	1.59	10.7M	2022-02-17
PEOPLE	ConstitutionDAO	Ethereum	0.0631	0.061287	-2.87%	0.0608	-3.65%	0.0362	✗	1.00	24.6M	2022-02-17
SHIB	Shiba Inu	Ethereum	0.00002811	0.000027301	-2.88%	0.00002821	+0.36%	0.0926	✗	1.35	1.8M	2022-02-17
XEM	NEM	native	0.1142	0.110882	-2.91%	0.1047	-8.32%	0.0122	✓	1.02	43k	2022-02-17
SUPER	SuperVerse	Ethereum	0.98	0.949774	-3.08%	0.94	-4.08%	0.0742	✗	1.91	1.5M	2022-02-17
OG	OG Fan Token	Solana	4.117	3.9896	-3.09%	3.268	-20.62%	0.1651	✓	0.78	1.1M	2022-02-17
DKA	dKargo	Ethereum	0.10541	0.102112	-3.13%	0.0902	-14.43%	0.0746	✓	1.12	30k	2022-02-17
NANO	nanopay	Base	2.9248	2.8287	-3.29%	2.1008	-28.17%	0.2480	✓	1.12	665k	2022-02-17
ICP	Internet Computer	Ethereum	29.38	28.4011	-3.33%	19.86	-32.40%	0.2963	✓	1.39	34.3M	2022-02-17
PHA	PHALA	Ethereum	0.376	0.362959	-3.47%	0.268	-28.72%	0.2694	✓	0.77	47k	2022-02-17
TRB	Tellor Tributes	Ethereum	27.84	26.8474	-3.57%	21.3	-23.49%	0.1658	✓	1.48	1.0M	2022-02-17
ACM	AC Milan Fan Token	Solana	4.936	4.7583	-3.60%	4.567	-7.48%	0.0120	✓	0.66	469k	2022-02-17
COTI	COTI	Ethereum	0.4092	0.394386	-3.62%	0.2558	-37.49%	0.3700	✓	1.42	4.1M	2022-02-17
XYM	Symbol	native	0.1864	0.179537	-3.68%	0.1642	-11.91%	0.0591	✓	0.68	577k	2022-02-17
BAR	FC Barcelona Fan Token	Solana	7.79	7.5026	-3.69%	6.03	-22.59%	0.1908	✓	0.63	680k	2022-02-17
BNT	Bancor Network	Ethereum	3.02	2.9079	-3.71%	2.47	-18.21%	0.1204	✓	0.97	891k	2022-02-17
SPELL	Spell	Ethereum	0.01274	0.012253	-3.82%	0.0054	-57.61%	0.7123	✓	2.42	23.7M	2022-02-17
MED	Medibloc	Osmosis	0.04814	0.046285	-3.85%	0.04103	-14.77%	0.0743	✓	1.05	23k	2022-02-17
JUV	Juventus Fan Token	Solana	7.81	7.5017	-3.95%	6.42	-17.80%	0.1232	✓	0.73	652k	2022-02-17
RAD	Radworks	Ethereum	7.44	7.1459	-3.95%	5.54	-25.54%	0.2157	✓	0.88	1.1M	2022-02-17
XVG	Verge	native	0.01322	0.012683	-4.06%	0.0107	-19.06%	0.1153	✓	1.24	2.0M	2022-02-17
1INCH	1INCH	Ethereum	2.19	2.1006	-4.08%	1.65	-24.66%	0.1959	✓	1.03	2.7M	2022-02-17
QTUM	Qtum	Qtum	7.8307	7.5081	-4.12%	7.015	-10.42%	0.0070	✓	1.38	263k	2022-02-17
BCH	Bitcoin Cash	Bitcoin Cash	381.47	365.596	-4.16%	313.15	-17.91%	0.1108	✓	1.00	7.0M	2022-02-17
SOL	Solana	Solana	141.35	135.4146	-4.20%	93.56	-33.81%	0.3236	✓	1.04	152.8M	2022-02-17
AGLD	Adventure Gold	Ethereum	1.28	1.2261	-4.21%	1.07	-16.41%	0.0640	✓	1.63	556k	2022-02-17
ADA	Cardano	Cardano	1.4589	1.3971	-4.24%	1.0203	-30.06%	0.2662	✓	1.09	98.5M	2022-02-17
OGN	Origin Token	Ethereum	0.499	0.477811	-4.25%	0.334	-33.07%	0.3013	✓	1.28	1.8M	2022-02-17
IOTA	IOTA	IOTA	1.1015	1.0523	-4.47%	0.8222	-25.36%	0.2044	✓	0.96	23.2M	2022-02-17
GT	Gate	Ethereum	7.0464	6.7289	-4.51%	6.58	-6.62%	0.0133	✓	0.81	4.1M	2022-02-17
ATM	Atletico Madrid Fan Token	Solana	6.43	6.1332	-4.62%	5.36	-16.64%	0.1057	✓	0.66	564k	2022-02-17
CERE	Cere Network	Ethereum	0.0499	0.047533	-4.74%	0.0309	-38.08%	0.3702	✓	1.37	1.3M	2022-02-17
CTK	Shentu	Osmosis	1.348	1.2839	-4.75%	1.142	-15.28%	0.0573	✓	1.35	3.8M	2022-02-17
BAND	Band	Ethereum	5.05	4.8052	-4.85%	4.44	-12.08%	0.0315	✓	1.08	2.1M	2022-02-17
BAT	Basic Attention	Ethereum	1.0043	0.955359	-4.87%	0.76017	-24.31%	0.1515	✓	1.74	896k	2022-02-17
RIF	Rootstock Infrastructure Framework	Ethereum	0.1749	0.166356	-4.89%	0.1536	-12.18%	0.0403	✓	0.89	397k	2022-02-17
ALGO	Algorand	Algorand	1.3179	1.2533	-4.90%	0.8983	-31.84%	0.2827	✓	1.14	30.5M	2022-02-17
ASM	Assemble AI	Ethereum	0.07514	0.071431	-4.94%	0.05215	-30.60%	0.2516	✓	1.43	2.3M	2022-02-17
DODO	DODO	Ethereum	0.739	0.701778	-5.04%	0.493	-33.29%	0.2890	✓	1.45	8.0M	2022-02-17
AMP	Amp	Ethereum	0.03887	0.036902	-5.06%	0.02995	-22.95%	0.1695	✓	0.89	8.4M	2022-02-17
CITY	Manchester City Fan Token	Solana	10.34	9.8145	-5.08%	10.24	-0.97%	0.0756	✗	0.75	872k	2022-02-17
LUNA	Terra	Terra 2	80.49	76.3756	-5.11%	50.27	-37.55%	0.3351	✓	1.88	7.6M	2022-02-17
NMR	Numeraire	Ethereum	27.26	25.8591	-5.14%	26.61	-2.38%	0.0586	✗	0.68	353k	2022-02-17
LAZIO	Lazio Fan Token	Binance Smart Chain	4.1197	3.9071	-5.16%	3.227	-21.67%	0.1355	✓	1.26	4.1M	2022-02-17
ANKR	Ankr Network	Ethereum	0.08843	0.083861	-5.17%	0.07416	-16.14%	0.0906	✓	0.73	50k	2022-02-17
ORBS	Orbs	Ethereum	0.0796	0.075477	-5.18%	0.0698	-12.31%	0.0314	✓	1.06	21k	2022-02-17
SKL	SKALE	Ethereum	0.1541	0.146061	-5.22%	0.1568	+1.75%	0.1253	✗	1.23	4.2M	2022-02-17
AXS	Axie Infinity	Ethereum	73.86	69.9932	-5.24%	56.37	-23.68%	0.1687	✓	1.08	6.4M	2022-02-17
SNX	Synthetix	Ethereum	5.03	4.7635	-5.30%	4.59	-8.75%	0.0151	✓	1.18	3.2M	2022-02-17
TKO	Tokocrypto	Binance Smart Chain	1.008	0.953737	-5.38%	0.742	-26.39%	0.2088	✓	0.96	2.2M	2022-02-17
JASMY	JasmyCoin	Ethereum	0.06479	0.061259	-5.45%	0.02758	-57.43%	0.7444	✓	1.21	12.4M	2022-02-17
AUCTION	Bounce	Ethereum	19.56	18.4801	-5.52%	14.58	-25.46%	0.2037	✓	0.75	841k	2022-02-17
XVS	Venus	Ethereum	13.04	12.3166	-5.55%	11.44	-12.27%	0.0238	✓	1.13	2.7M	2022-02-17
PSG	Paris Saint-Germain Fan Token	Solana	14.74	13.9161	-5.59%	15.35	+4.14%	0.1279	✗	0.67	916k	2022-02-17
AVAX	Avalanche	Avalanche	86.02	81.1991	-5.60%	88.28	+2.63%	0.1335	✗	1.13	100.4M	2022-02-17
GTC	Gitcoin	Ethereum	11.41	10.7672	-5.63%	7.1	-37.77%	0.4086	✓	0.18	2.8M	2022-02-17
CBK	Cobak	Ethereum	2.691	2.5352	-5.79%	2.231	-17.09%	0.0882	✓	0.90	25k	2022-02-17
FTT	FTX	Ethereum	44.97	42.346	-5.83%	43.72	-2.78%	0.0792	✗	1.07	23.6M	2022-02-17
DASH	Dash	Dash	130.54	122.6203	-6.07%	104.76	-19.75%	0.1059	✓	1.16	2.8M	2022-02-17
ZEC	Zcash	Zcash	131.97	123.6735	-6.29%	113.58	-13.93%	0.0311	✓	1.22	10.6M	2022-02-17
LSK	Lisk	Ethereum	2.0816	1.9499	-6.33%	1.6695	-19.80%	0.1092	✓	1.04	89k	2022-02-17
XPR	XPR Network	Ethereum	0.01425	0.013347	-6.34%	0.01178	-17.33%	0.0679	✓	1.29	2.1M	2022-02-17
XYO	XYO Network	Ethereum	0.027164	0.02543	-6.38%	0.020359	-25.05%	0.1769	✓	1.03	5.2M	2022-02-17
VSYS	V.SYSTEMS	native	0.01679	0.015703	-6.47%	0.01258	-25.07%	0.1922	✓	0.67	23k	2022-02-17
MASK	Mask Network	Ethereum	8.78	8.2071	-6.53%	5.45	-37.93%	0.3780	✓	0.71	995k	2022-02-17
ATOM	Cosmos Hub	Cosmos	38.27	35.7026	-6.71%	28.08	-26.63%	0.1976	✓	0.96	98.5M	2022-02-17
ARPA	ARPA	Ethereum	0.0808	0.075341	-6.76%	0.0825	+2.10%	0.1528	✗	1.40	990k	2022-02-17
ZRX	0x Protocol	Ethereum	0.720057	0.671228	-6.78%	0.62107	-13.75%	0.0290	✓	1.10	2.4M	2022-02-17
OXT	Orchid Protocol	Ethereum	0.3129	0.291605	-6.81%	0.2525	-19.30%	0.0874	✓	1.28	2.0M	2022-02-17
UOS	Ultra	Ethereum	1.236	1.1493	-7.01%	1.2511	+1.22%	0.1313	✗	1.05	2.6M	2022-02-17
BEL	Bella Protocol	Ethereum	1.273	1.1834	-7.04%	0.894	-29.77%	0.2205	✓	1.36	2.4M	2022-02-17
XEC	eCash	native	0.00009565	0.000088613	-7.36%	0.00007849	-17.94%	0.0768	✓	1.01	6.5M	2022-02-17
DEXE	DeXe	Ethereum	8.79	8.1397	-7.40%	7.46	-15.13%	0.0879	✓	-0.01	1.3M	2022-02-17
STORJ	Storj	Ethereum	1.5502	1.4341	-7.49%	1.0731	-30.78%	0.2510	✓	0.88	423k	2022-02-17
TRAC	OriginTrail	Ethereum	0.9593	0.887145	-7.52%	0.6239	-34.96%	0.2901	✓	1.40	1.5M	2022-02-17
DYDX	dYdX	Cosmos	7	6.4697	-7.58%	6.499	-7.16%	0.0602	✓	1.26	271k	2022-02-17
ACH	Alchemy Pay	Ethereum	0.052076	0.048039	-7.75%	0.051055	-1.96%	0.1126	✗	1.17	9.0M	2022-02-17
ENJ	Enjin Coin	Ethereum	2.277	2.0953	-7.98%	1.741	-23.54%	0.1362	✓	1.11	2.0M	2022-02-17
BICO	Biconomy	Ethereum	3.54	3.2572	-7.99%	1.69	-52.26%	0.5994	✓	1.28	8.5M	2022-02-17
TWT	Trust Wallet	Binance Smart Chain	0.6816	0.627079	-8.00%	0.542	-20.48%	0.0901	✓	1.26	3.5M	2022-02-17
HIVE	Hive	native	1.2149	1.1177	-8.00%	1.0138	-16.55%	0.0368	✓	1.37	3.7M	2022-02-17
POWR	Powerledger	Ethereum	0.6027	0.553695	-8.13%	0.5558	-7.78%	0.0652	✓	1.39	1.5M	2022-02-17
EWT	Energy Web Token	Ethereum	7.355	6.7569	-8.13%	6.1	-17.06%	0.0703	✓	0.72	170k	2022-02-17
SC	Siacoin	native	0.0133	0.012206	-8.22%	0.00987	-25.79%	0.1689	✓	0.99	654k	2022-02-17
CWEB	Coinweb	Ethereum	0.076024	0.069773	-8.22%	0.026932	-64.57%	0.9077	✓	1.00	1.1M	2022-02-17
SANTOS	Santos FC Fan Token	Binance Smart Chain	3.378	3.1	-8.23%	2.668	-21.02%	0.0737	✓	1.73	1.2M	2022-02-17
MANA	Decentraland	Ethereum	2.859	2.622	-8.29%	3.0801	+7.74%	0.2063	✗	1.02	4.6M	2022-02-17
LTC	Litecoin	Litecoin	141.53	129.6252	-8.41%	116.39	-17.76%	0.0488	✓	1.33	31.1M	2022-02-17
PORTO	FC Porto	Binance Smart Chain	3.2233	2.9515	-8.43%	3.3132	+2.79%	0.1677	✗	1.18	2.3M	2022-02-17
LPT	Livepeer	Ethereum	34.09	31.204	-8.47%	25.54	-25.08%	0.1271	✓	1.66	2.7M	2022-02-17
MINA	Mina Protocol	native	3.45	3.1567	-8.50%	2.56	-25.80%	0.1626	✓	1.06	811k	2022-02-17
ZEN	Horizen	Base	52.32	47.632	-8.96%	36.74	-29.78%	0.1974	✓	1.41	642k	2022-02-17
ETC	Ethereum Classic	native	32.64	29.7134	-8.97%	29.43	-9.83%	0.0361	✓	1.03	3.0M	2022-02-17
GODS	Gods Unchained	Ethereum	3.25	2.9568	-9.02%	1.66	-48.92%	0.5225	✓	1.24	2.8M	2022-02-17
CHZ	Chiliz	Ethereum	0.259	0.235556	-9.05%	0.2015	-22.20%	0.0980	✓	1.31	4.0M	2022-02-17
CVC	Civic	Ethereum	0.3128	0.284116	-9.17%	0.2746	-12.21%	0.0115	✓	1.03	397k	2022-02-17
DNT	district0x	Ethereum	0.105	0.095324	-9.22%	0.0849	-19.14%	0.0661	✓	1.12	244k	2022-02-17
GITCOIN	GITCOIN		11.382	10.283	-9.66%	7.107	-37.56%	0.3644	✓	0.11	44k	2022-02-17
KNC	Kyber Network Crystal	Ethereum	1.473	1.3299	-9.71%	2.2781	+54.66%	0.5755	✗	0.84	1.1M	2022-02-17
API3	Api3	Ethereum	4.64	4.1733	-10.06%	5	+7.76%	0.2230	✗	0.95	471k	2022-02-17
CELL	Cellframe	Ethereum	1.0352	0.921879	-10.95%	1.4805	+43.02%	0.5216	✗	1.08	108k	2022-02-17
METRONOME	METRONOME		4.0803	3.6286	-11.07%	3.4641	-15.10%	0.0159	✓	0.69	2,257	2022-02-17
CTSI	Cartesi	Ethereum	0.6093	0.541114	-11.19%	0.4344	-28.71%	0.1588	✓	1.38	2.7M	2022-02-17
BFC	Bifrost	Ethereum	0.19779	0.174879	-11.58%	0.16982	-14.14%	0.0393	✓	1.55	6,446	2022-02-17
OMG	OMG Network	Ethereum	5.9429	5.2534	-11.60%	4.3951	-26.04%	0.1270	✓	1.16	457k	2022-02-17
DUSK	DUSK	Ethereum	0.9154	0.794922	-13.16%	0.4073	-55.51%	0.5916	✓	1.74	48.9M	2022-02-17

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.