2022-01-19 · +7d

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

+0.0387

139 of 139 tokens assessed

long-short decile

+1.07%

realised beta-adjusted alpha

direction hit

91.4%

in alpha space · 97.8% on raw price

BTC over horizon

-11.60%

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
WBTC	Wrapped Bitcoin	Ethereum	41,724.00	41,762.05	+0.09%	36,316.90	-12.96%	0.0179	✗	0.99	16k	2022-01-26
NAKA	Nakamoto Games	Polygon	0.7592	0.756584	-0.34%	0.4593	-39.50%	0.3700	✓	1.05	2.5M	2022-01-26
XEM	NEM	native	0.1126	0.111927	-0.60%	0.0977	-13.23%	0.0056	✓	1.06	41k	2022-01-26
ICP	Internet Computer	Ethereum	26.53	26.3572	-0.65%	19.86	-25.14%	0.1076	✓	1.42	34.3M	2022-01-26
ORBS	Orbs	Ethereum	0.0761	0.075562	-0.71%	0.0618	-18.79%	0.0658	✓	1.10	21k	2022-01-26
ASM	Assemble AI	Ethereum	0.07218	0.071654	-0.73%	0.0491	-31.98%	0.2019	✓	1.43	2.3M	2022-01-26
SUN	Sun Token	Tron	0.01895	0.0188	-0.79%	0.014587	-23.02%	0.1025	✓	1.23	2.7M	2022-01-26
LINK	Chainlink	Ethereum	21.56	21.3877	-0.80%	15.24	-29.31%	0.1907	✓	1.20	72.8M	2022-01-26
FTT	FTX	Ethereum	46.67	46.2809	-0.83%	36.48	-21.83%	0.1015	✓	1.11	24.3M	2022-01-26
MED	Medibloc	Osmosis	0.04692	0.04652	-0.85%	0.03832	-18.33%	0.0587	✓	1.10	23k	2022-01-26
DKA	dKargo	Ethereum	0.10044	0.099568	-0.87%	0.08331	-17.05%	0.0374	✓	1.14	31k	2022-01-26
TRX	TRON	Tron	0.069192	0.068578	-0.89%	0.056164	-18.83%	0.0830	✓	0.95	489k	2022-01-26
DASH	Dash	Dash	126.8	125.6504	-0.91%	93.16	-26.53%	0.1519	✓	1.19	2.8M	2022-01-26
PEOPLE	ConstitutionDAO	Ethereum	0.0575	0.056966	-0.93%	0.0439	-23.65%	0.1373	✓	1.00	24.3M	2022-01-26
XMR	Monero	Monero	201.62	199.7266	-0.94%	148.42	-26.39%	0.1752	✓	0.99	2.9M	2022-01-26
QTUM	Qtum	Qtum	7.4032	7.3307	-0.98%	5.5942	-24.44%	0.0923	✓	1.44	263k	2022-01-26
YFI	yearn.finance	Ethereum	32,142.29	31,824.70	-0.99%	24,190.20	-24.74%	0.1902	✓	0.68	21.5M	2022-01-26
QNT	Quant	Ethereum	135.59	134.201	-1.02%	97.63	-28.00%	0.2026	✓	0.94	6.7M	2022-01-26
ASR	AS Roma Fan Token	Solana	3.627	3.5897	-1.03%	2.887	-20.40%	0.1304	✓	0.71	523k	2022-01-26
DOGE	Dogecoin	Dogecoin	0.161705	0.16003	-1.04%	0.143059	-11.53%	0.0232	✗	1.10	6.4M	2022-01-26
ANKR	Ankr Network	Ethereum	0.0853	0.084411	-1.04%	0.06885	-19.28%	0.1132	✓	0.73	55k	2022-01-26
ACH	Alchemy Pay	Ethereum	0.051115	0.050582	-1.04%	0.041779	-18.26%	0.0428	✓	1.20	8.4M	2022-01-26
MTL	Metal DAO	Metal L2	1.709	1.6907	-1.07%	1.401	-18.02%	0.0450	✓	1.16	1.9M	2022-01-26
OG	OG Fan Token	Solana	3.956	3.9122	-1.11%	3.038	-23.21%	0.1548	✓	0.80	1.1M	2022-01-26
SHIB	Shiba Inu	Ethereum	0.00002726	0.00002695	-1.14%	0.00002111	-22.56%	0.0773	✓	1.35	1.7M	2022-01-26
KCS	KuCoin	native	19.951	19.7197	-1.16%	16.167	-18.97%	0.0003	✓	1.61	10.6M	2022-01-26
XVS	Venus	Ethereum	12.52	12.3733	-1.17%	7.92	-36.74%	0.3051	✓	1.14	2.7M	2022-01-26
GT	Gate	Ethereum	7.1	7.0168	-1.17%	6.3615	-10.40%	0.0077	✓	0.86	4.3M	2022-01-26
GRT	The Graph	Ethereum	0.5244	0.518219	-1.18%	0.4047	-22.83%	0.0858	✓	1.31	11.3M	2022-01-26
XLM	Stellar	Stellar	0.245567	0.242669	-1.18%	0.196933	-19.80%	0.0810	✓	1.04	23.9M	2022-01-26
BTC	Bitcoin	Bitcoin	41,674.27	41,175.08	-1.20%	36,840.63	-11.60%	0.0121	✗	1.00	636.6M	2022-01-26
UNI	Uniswap	Ethereum	15.12	14.9362	-1.22%	10.58	-30.03%	0.1826	✓	1.32	12.4M	2022-01-26
STORJ	Storj	Ethereum	1.462	1.4441	-1.22%	1.068	-26.95%	0.1920	✓	0.89	423k	2022-01-26
LSK	Lisk	Ethereum	2.0509	2.0259	-1.22%	1.6506	-19.52%	0.0676	✓	1.11	89k	2022-01-26
BNT	Bancor Network	Ethereum	2.91	2.8745	-1.22%	2.32	-20.27%	0.0920	✓	0.99	855k	2022-01-26
KSM	Kusama	Hydration	243.71	240.6866	-1.24%	165.32	-32.17%	0.2285	✓	1.19	1.3M	2022-01-26
LEO	LEO Token	Ethereum	3.6546	3.609	-1.25%	3.594	-1.66%	0.0119	✓	-0.06	371k	2022-01-26
AXS	Axie Infinity	Ethereum	71.82	70.917	-1.26%	49.62	-30.91%	0.2238	✓	1.08	6.4M	2022-01-26
NANO	nanopay	Base	3.0555	3.017	-1.26%	2.3802	-22.10%	0.0975	✓	1.13	665k	2022-01-26
DNT	district0x	Ethereum	0.1012	0.099924	-1.26%	0.0799	-21.05%	0.0847	✓	1.13	240k	2022-01-26
OGN	Origin Token	Ethereum	0.469	0.463084	-1.26%	0.322	-31.34%	0.2016	✓	1.31	1.8M	2022-01-26
ACM	AC Milan Fan Token	Solana	4.793	4.7323	-1.27%	3.788	-20.97%	0.1396	✓	0.67	457k	2022-01-26
DOT	Polkadot	Polkadot	24.06	23.7534	-1.27%	18.05	-24.98%	0.1075	✓	1.36	58.5M	2022-01-26
ENS	Ethereum Name Service	Ethereum	22.14	21.8574	-1.28%	17.02	-23.13%	0.0198	✓	1.87	3.9M	2022-01-26
CRV	Curve DAO	Ethereum	4.19	4.1363	-1.28%	2.87	-31.50%	0.1914	✓	1.41	32.4M	2022-01-26
PORTO	FC Porto	Binance Smart Chain	3.1421	3.1017	-1.29%	2.6906	-14.37%	0.0031	✓	1.18	2.1M	2022-01-26
UMA	UMA	Ethereum	8.26	8.1529	-1.30%	5.87	-28.93%	0.2102	✓	0.96	4.1M	2022-01-26
XEC	eCash	native	0.00009227	0.000091072	-1.30%	0.00007183	-22.15%	0.1119	✓	1.02	6.5M	2022-01-26
BAND	Band	Ethereum	4.91	4.8457	-1.31%	3.44	-29.94%	0.2058	✓	1.11	2.2M	2022-01-26
BAR	FC Barcelona Fan Token	Solana	7.67	7.5693	-1.31%	5.62	-26.73%	0.2196	✓	0.63	660k	2022-01-26
ZRX	0x Protocol	Ethereum	0.684968	0.675899	-1.32%	0.530813	-22.51%	0.0995	✓	1.15	2.3M	2022-01-26
PHA	PHALA	Ethereum	0.349	0.344294	-1.35%	0.247	-29.23%	0.2353	✓	0.79	51k	2022-01-26
LAZIO	Lazio Fan Token	Binance Smart Chain	4	3.946	-1.35%	3.0743	-23.14%	0.0943	✓	1.26	4.0M	2022-01-26
LRC	Loopring	Ethereum	1.1835	1.1671	-1.38%	1.0722	-9.40%	0.1509	✗	1.91	1.3M	2022-01-26
BEL	Bella Protocol	Ethereum	1.222	1.205	-1.39%	0.856	-29.95%	0.1732	✓	1.37	2.4M	2022-01-26
IMX	Immutable	Ethereum	3.56	3.5101	-1.40%	3	-15.73%	0.0223	✗	1.45	2.2M	2022-01-26
AAVE	Aave	Ethereum	210.15	207.1931	-1.41%	146.64	-30.22%	0.1969	✓	1.21	17.6M	2022-01-26
COTI	COTI	Ethereum	0.366	0.360819	-1.42%	0.2561	-30.03%	0.1578	✓	1.50	4.1M	2022-01-26
AMP	Amp	Ethereum	0.03718	0.036649	-1.43%	0.02988	-19.63%	0.0916	✓	0.91	8.4M	2022-01-26
AUCTION	Bounce	Ethereum	19.03	18.7568	-1.44%	13	-31.69%	0.2359	✓	1.06	841k	2022-01-26
RLC	iExec RLC	Ethereum	2.47	2.4342	-1.45%	1.73	-29.96%	0.1784	✓	1.32	3.2M	2022-01-26
XPR	XPR Network	Ethereum	0.01394	0.013737	-1.45%	0.01035	-25.75%	0.1215	✓	1.31	2.1M	2022-01-26
AGLD	Adventure Gold	Ethereum	1.17	1.1528	-1.47%	0.8	-31.62%	0.1592	✓	1.67	556k	2022-01-26
CITY	Manchester City Fan Token	Solana	10.22	10.0695	-1.47%	8.86	-13.31%	0.0356	✓	0.75	808k	2022-01-26
XYM	Symbol	native	0.1786	0.175953	-1.48%	0.1625	-9.01%	0.0045	✓	0.68	573k	2022-01-26
SKL	SKALE	Ethereum	0.151	0.148761	-1.48%	0.1184	-21.59%	0.0726	✓	1.26	4.2M	2022-01-26
CBK	Cobak	Ethereum	2.623	2.5838	-1.49%	2.086	-20.47%	0.1022	✓	0.91	25k	2022-01-26
TRAC	OriginTrail	Ethereum	0.9271	0.913232	-1.50%	0.5576	-39.86%	0.3206	✓	1.40	1.5M	2022-01-26
TKO	Tokocrypto	Binance Smart Chain	0.96	0.945607	-1.50%	0.746	-22.29%	0.1165	✓	0.98	2.1M	2022-01-26
BAT	Basic Attention	Ethereum	0.95676	0.942337	-1.51%	0.80993	-15.35%	0.0690	✗	1.79	866k	2022-01-26
MASK	Mask Network	Ethereum	8.43	8.3004	-1.54%	5.64	-33.10%	0.2968	✓	0.73	995k	2022-01-26
SUPER	SuperVerse	Ethereum	0.93	0.915519	-1.56%	0.67	-27.96%	0.0758	✓	1.92	1.4M	2022-01-26
ZEN	Horizen	Base	49.93	49.1507	-1.56%	36.62	-26.66%	0.1100	✓	1.49	636k	2022-01-26
SNX	Synthetix	Ethereum	4.9	4.823	-1.57%	4.63	-5.51%	0.1067	✗	1.20	3.2M	2022-01-26
ETH	Ethereum	Ethereum	3,085.27	3,036.71	-1.57%	2,465.00	-20.10%	0.0760	✓	1.08	485.8M	2022-01-26
EWT	Energy Web Token	Ethereum	7.272	7.1574	-1.58%	6.051	-16.79%	0.0819	✓	0.70	170k	2022-01-26
DYDX	dYdX	Cosmos	7.009	6.8983	-1.58%	5.876	-16.16%	0.0009	✓	1.29	271k	2022-01-26
MOVR	Moonriver	Base	120.5322	118.6136	-1.59%	78.4855	-34.88%	0.2737	✓	1.13	489k	2022-01-26
DODO	DODO	Ethereum	0.701	0.689748	-1.61%	0.501	-28.53%	0.1358	✓	1.49	8.0M	2022-01-26
CHZ	Chiliz	Ethereum	0.2463	0.242344	-1.61%	0.1727	-29.88%	0.1737	✓	1.34	4.0M	2022-01-26
CTSI	Cartesi	Ethereum	0.5784	0.569054	-1.62%	0.4503	-22.15%	0.0629	✓	1.39	2.7M	2022-01-26
SC	Siacoin	native	0.0127	0.012495	-1.62%	0.00956	-24.72%	0.1443	✓	1.00	641k	2022-01-26
SUSHI	Sushi	Ethereum	6.05	5.952	-1.62%	4.26	-29.59%	0.1747	✓	1.30	17.7M	2022-01-26
ALGO	Algorand	Algorand	1.2659	1.2454	-1.62%	0.9233	-27.06%	0.1534	✓	1.18	30.5M	2022-01-26
XTZ	Tezos	Tezos	3.8849	3.8216	-1.63%	2.9426	-24.26%	0.0913	✓	1.38	3.2M	2022-01-26
COMP	Compound	Ethereum	172.8	169.981	-1.63%	125.05	-27.63%	0.1625	✓	1.17	95k	2022-01-26
BCHSV	Bitcoin Cash SV		109.45	107.6613	-1.63%	90.62	-17.20%	0.0550	✓	0.95	1.8M	2022-01-26
UOS	Ultra	Ethereum	1.1693	1.1495	-1.70%	1.0283	-12.06%	0.0195	✗	1.06	2.4M	2022-01-26
TRB	Tellor Tributes	Ethereum	26.13	25.6852	-1.70%	18.91	-27.63%	0.1147	✓	1.55	1.0M	2022-01-26
SPELL	Spell	Ethereum	0.01172	0.011517	-1.73%	0.0078	-33.45%	0.0891	✓	2.44	23.2M	2022-01-26
SOL	Solana	Solana	135.33	132.9848	-1.73%	92.18	-31.89%	0.2260	✓	1.14	147.7M	2022-01-26
ATM	Atletico Madrid Fan Token	Solana	6.36	6.2497	-1.73%	4.91	-22.80%	0.1599	✓	0.66	524k	2022-01-26
OXT	Orchid Protocol	Ethereum	0.2982	0.292979	-1.75%	0.235	-21.19%	0.0619	✓	1.29	2.0M	2022-01-26
ENJ	Enjin Coin	Ethereum	2.219	2.1801	-1.75%	1.552	-30.06%	0.2004	✓	1.13	1.9M	2022-01-26
RAD	Radworks	Ethereum	7.01	6.8863	-1.76%	5.05	-27.96%	0.2010	✓	0.89	1.1M	2022-01-26
RIF	Rootstock Infrastructure Framework	Ethereum	0.1712	0.168145	-1.78%	0.115	-32.83%	0.2672	✓	0.91	380k	2022-01-26
PSG	Paris Saint-Germain Fan Token	Solana	14.85	14.5848	-1.79%	12.63	-14.95%	0.0602	✓	0.68	862k	2022-01-26
TWT	Trust Wallet	Binance Smart Chain	0.6838	0.671587	-1.79%	0.5015	-26.66%	0.1343	✓	1.28	3.3M	2022-01-26
ZEC	Zcash	Zcash	125.87	123.6135	-1.79%	89.84	-28.62%	0.1594	✓	1.30	9.5M	2022-01-26
POWR	Powerledger	Ethereum	0.5701	0.559867	-1.79%	0.5301	-7.02%	0.1172	✗	1.39	1.5M	2022-01-26
IOTA	IOTA	IOTA	1.0492	1.0303	-1.80%	0.8025	-23.51%	0.1279	✓	0.99	23.2M	2022-01-26
CTK	Shentu	Osmosis	1.294	1.2707	-1.80%	1.333	+3.01%	0.2171	✗	1.37	3.8M	2022-01-26
LCX	LCX	Ethereum	0.1191	0.116952	-1.80%	0.0991	-16.79%	0.0063	✓	1.29	2.1M	2022-01-26
ETC	Ethereum Classic	native	31.27	30.7019	-1.82%	24.34	-22.16%	0.0996	✓	1.08	3.2M	2022-01-26
DEXE	DeXe	Ethereum	8.35	8.1982	-1.82%	6.13	-26.59%	0.2920	✓	-0.01	1.3M	2022-01-26
XVG	Verge	native	0.01267	0.012434	-1.86%	0.00978	-22.81%	0.0863	✓	1.25	1.9M	2022-01-26
GODS	Gods Unchained	Ethereum	3.1	3.042	-1.87%	2.3	-25.81%	0.1258	✓	1.25	2.7M	2022-01-26
BCH	Bitcoin Cash	Bitcoin Cash	369.1	362.1894	-1.87%	289.23	-21.64%	0.0995	✓	1.02	6.6M	2022-01-26
MINA	Mina Protocol	native	3.39	3.3264	-1.87%	2.31	-31.86%	0.2306	✓	1.09	808k	2022-01-26
NMR	Numeraire	Ethereum	26.81	26.3071	-1.88%	20.41	-23.87%	0.1663	✓	0.71	353k	2022-01-26
LTC	Litecoin	Litecoin	136.2	133.6084	-1.90%	107	-21.44%	0.0553	✓	1.35	31.1M	2022-01-26
XYO	XYO Network	Ethereum	0.026624	0.026115	-1.91%	0.020906	-21.48%	0.0957	✓	1.03	4.4M	2022-01-26
OMG	OMG Network	Ethereum	5.4486	5.3438	-1.93%	4.2234	-22.49%	0.0841	✓	1.23	446k	2022-01-26
ADA	Cardano	Cardano	1.3366	1.3106	-1.94%	1.0784	-19.32%	0.0563	✓	1.13	99.0M	2022-01-26
VSYS	V.SYSTEMS	native	0.01585	0.015541	-1.95%	0.01218	-23.15%	0.1517	✓	0.75	22k	2022-01-26
1INCH	1INCH	Ethereum	2.09	2.0492	-1.95%	1.63	-22.01%	0.0965	✓	1.07	2.7M	2022-01-26
MANA	Decentraland	Ethereum	2.7346	2.6807	-1.97%	2.1607	-20.98%	0.0879	✓	1.04	4.5M	2022-01-26
BICO	Biconomy	Ethereum	3.33	3.2633	-2.00%	1.91	-42.64%	0.3769	✓	1.29	8.5M	2022-01-26
JUV	Juventus Fan Token	Solana	7.57	7.4171	-2.02%	5.68	-24.97%	0.1722	✓	0.77	638k	2022-01-26
FIL	Filecoin	Filecoin	27.59	27.022	-2.06%	19.28	-30.12%	0.2031	✓	1.09	14.5M	2022-01-26
LPT	Livepeer	Ethereum	32.43	31.7554	-2.08%	24.1	-25.69%	0.0703	✓	1.67	2.7M	2022-01-26
KNC	Kyber Network Crystal	Ethereum	1.537	1.5045	-2.12%	1.7265	+12.33%	0.2413	✗	0.84	1.2M	2022-01-26
CERE	Cere Network	Ethereum	0.0486	0.04757	-2.12%	0.034	-30.04%	0.1673	✓	1.37	1.3M	2022-01-26
ARPA	ARPA	Ethereum	0.0774	0.075752	-2.13%	0.0645	-16.67%	0.0116	✓	1.40	949k	2022-01-26
GTC	Gitcoin	Ethereum	10.21	9.9889	-2.17%	7.03	-31.15%	0.3311	✓	0.16	2.8M	2022-01-26
AVAX	Avalanche	Avalanche	82.64	80.8256	-2.20%	65.89	-20.27%	0.0572	✓	1.19	92.3M	2022-01-26
CVC	Civic	Ethereum	0.2983	0.291598	-2.25%	0.2242	-24.84%	0.1353	✓	1.03	397k	2022-01-26
GITCOIN	GITCOIN		10.274	10.0369	-2.31%	6.982	-32.04%	0.3508	✓	0.10	40k	2022-01-26
HIVE	Hive	native	1.1386	1.1112	-2.41%	0.8673	-23.83%	0.0745	✓	1.41	3.7M	2022-01-26
SANTOS	Santos FC Fan Token	Binance Smart Chain	3.282	3.2012	-2.46%	2.541	-22.58%	0.0184	✓	1.72	1.2M	2022-01-26
ATOM	Cosmos Hub	Cosmos	37.07	36.1453	-2.49%	32.35	-12.73%	0.0087	✓	0.97	98.5M	2022-01-26
LUNA	Terra	Terra 2	81.27	79.1701	-2.58%	58.8	-27.65%	0.0678	✓	1.86	7.7M	2022-01-26
BFC	Bifrost	Ethereum	0.19913	0.193848	-2.65%	0.16532	-16.98%	0.0340	✗	1.57	6,519	2022-01-26
JASMY	JasmyCoin	Ethereum	0.07162	0.069619	-2.79%	0.0472	-34.10%	0.2391	✓	1.21	12.4M	2022-01-26
CWEB	Coinweb	Ethereum	0.07511	0.072811	-3.06%	0.052469	-30.14%	0.2044	✓	1.00	719k	2022-01-26
API3	Api3	Ethereum	4.35	4.214	-3.13%	3.78	-13.10%	0.0119	✓	0.98	471k	2022-01-26
METRONOME	METRONOME		3.9939	3.8673	-3.17%	2.8665	-28.23%	0.2070	✓	0.75	2,257	2022-01-26
CELL	Cellframe	Ethereum	1.0457	1.0118	-3.24%	0.8612	-17.64%	0.0298	✓	1.07	108k	2022-01-26
DUSK	DUSK	Ethereum	0.8466	0.792617	-6.38%	0.6029	-28.79%	0.0542	✓	1.78	46.2M	2022-01-26

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.