lstm_s3
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
+0.0538 t=+16.6
530 days · 415k token-days
+1d · long-short decile
+0.85%
beta-adjusted alpha per period, before costs
+1d · direction hit
55.4%
in alpha space · 54.0% on raw price
+7d · rank IC
+0.0645 t=+19.2
524 days · 408k token-days
+7d · long-short decile
+2.54%
beta-adjusted alpha per period, before costs
+7d · direction hit
60.3%
in alpha space · 59.1% on raw price
+30d · rank IC
+0.0870 t=+25.1
501 days · 384k token-days
+30d · long-short decile
+8.25%
beta-adjusted alpha per period, before costs
+30d · direction hit
62.7%
in alpha space · 64.2% 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_s3/model.pt
- cell type
- lstm
- parameters
- 316,819
- target
- beta
- horizons
- 1d, 7d, 30d
- calibration slopes
- 0.65, 0.55, 0.50
- data window
- 2021-10-20 → 2026-10-21
- train / val boundary
- 2025-05-08
- val / test boundary
- 2026-01-28
- registered
- 2026-10-21 18:26:44Z
- notes
- A/B arm: lstm seed 3, production hyperparameters
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% | +0.065 | -0.03% | – | – | – | – |
| 2026-10-19 | held out | 995 | +1.34% | +0.094 | +4.95% | – | – | – | – |
| 2026-10-18 | held out | 994 | -0.21% | +0.028 | +4.60% | – | – | – | – |
| 2026-10-17 | held out | 994 | +0.77% | -0.051 | -3.19% | – | – | – | – |
| 2026-10-16 | held out | 994 | -0.15% | +0.003 | -1.10% | – | – | – | – |
| 2026-10-15 | held out | 996 | -0.76% | +0.036 | -1.03% | – | – | – | – |
| 2026-10-14 | held out | 996 | +0.68% | +0.063 | +1.97% | +0.030 | +7.15% | – | – |
| 2026-10-13 | held out | 996 | -1.85% | +0.032 | -0.88% | +0.012 | +3.58% | – | – |
| 2026-10-12 | held out | 996 | +1.66% | +0.011 | -1.63% | +0.017 | -2.63% | – | – |
| 2026-10-11 | held out | 995 | -2.31% | +0.108 | +0.92% | +0.096 | +4.96% | – | – |
| 2026-10-10 | held out | 993 | +0.93% | +0.032 | -0.02% | +0.054 | -0.80% | – | – |
| 2026-10-09 | held out | 994 | +0.44% | +0.075 | +3.53% | +0.097 | +5.54% | – | – |
| 2026-10-08 | held out | 994 | +1.04% | +0.055 | +1.41% | +0.087 | +6.99% | – | – |
| 2026-10-07 | held out | 994 | -1.90% | -0.025 | -2.94% | +0.034 | +6.66% | – | – |
| 2026-10-06 | held out | 994 | -2.65% | +0.093 | +4.16% | +0.044 | +5.39% | – | – |
| 2026-10-05 | held out | 994 | -0.24% | +0.139 | +0.55% | +0.037 | +2.06% | – | – |
| 2026-10-04 | held out | 990 | -0.88% | -0.009 | +0.75% | +0.012 | -0.05% | – | – |
| 2026-10-03 | held out | 990 | +2.08% | +0.064 | -1.80% | +0.034 | -1.37% | – | – |
| 2026-10-02 | held out | 990 | +0.28% | -0.116 | -0.84% | -0.034 | -3.90% | – | – |
| 2026-10-01 | held out | 988 | -0.41% | +0.111 | +3.93% | +0.038 | +4.65% | – | – |
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 | +0.040 | 57.6% | +0.67% | +0.040 | 71.8% | +2.73% | – | – | – | 20 |
| 2026-09 | +0.060 | 51.5% | +1.39% | +0.052 | 49.6% | +4.70% | +0.111 | 53.5% | +18.84% | 30 |
| 2026-08 | +0.036 | 54.2% | +0.78% | +0.051 | 57.0% | +2.62% | +0.116 | 61.8% | +11.79% | 31 |
| 2026-07 | +0.050 | 58.6% | +1.36% | +0.058 | 67.8% | +4.31% | +0.049 | 69.4% | +8.71% | 31 |
| 2026-06 | +0.037 | 54.6% | +1.23% | +0.031 | 58.3% | +1.98% | +0.074 | 70.3% | +13.03% | 30 |
| 2026-05 | +0.070 | 52.9% | +0.91% | +0.088 | 55.7% | +5.27% | +0.042 | 64.1% | +8.74% | 31 |
| 2026-04 | +0.057 | 57.9% | +1.09% | +0.025 | 60.4% | +1.79% | +0.050 | 57.5% | +11.37% | 30 |
| 2026-03 | +0.037 | 56.5% | +0.45% | +0.047 | 62.2% | +0.83% | +0.067 | 68.4% | +7.18% | 31 |
| 2026-02 | +0.050 | 52.0% | +0.73% | +0.099 | 61.1% | +4.73% | +0.082 | 68.2% | +8.71% | 28 |
| 2026-01 | +0.059 | 56.2% | +0.81% | +0.079 | 60.7% | +0.89% | -0.026 | 47.0% | -9.45% | 31 |
| 2025-12 | +0.031 | 56.3% | +0.70% | +0.040 | 60.1% | +2.73% | +0.071 | 63.7% | +4.76% | 31 |
| 2025-11 | +0.060 | 51.2% | +1.49% | +0.058 | 45.8% | +4.23% | +0.059 | 62.3% | +5.97% | 30 |
| 2025-10 | +0.050 | 59.1% | +0.58% | +0.044 | 65.9% | +0.23% | +0.138 | 46.1% | +13.90% | 31 |
| 2025-09 | +0.043 | 58.8% | +0.21% | +0.027 | 71.3% | -0.84% | +0.031 | 85.1% | +0.27% | 30 |
| 2025-08 | +0.070 | 49.8% | +0.69% | +0.080 | 49.2% | +2.08% | +0.115 | 57.9% | +9.13% | 31 |
| 2025-07 | +0.078 | 53.5% | +0.85% | +0.117 | 53.8% | +4.12% | +0.137 | 51.2% | +11.33% | 31 |
| 2025-06 | +0.053 | 59.8% | +0.38% | +0.065 | 74.5% | +0.08% | +0.130 | 64.0% | +5.28% | 30 |
| 2025-05 | +0.091 | 57.5% | +1.04% | +0.176 | 67.9% | +3.86% | +0.291 | 78.6% | +15.94% | 23 |