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 validation only — 2.3M assessed, 56k still pending a matured horizon.
Out-of-sample skill by horizon
+1d · rank IC
+0.0588 t=+11.8
265 days · 179k token-days
+1d · long-short decile
+0.73%
beta-adjusted alpha per period, before costs
+1d · direction hit
55.7%
in alpha space · 54.3% on raw price
+7d · rank IC
+0.0725 t=+14.1
265 days · 178k token-days
+7d · long-short decile
+1.83%
beta-adjusted alpha per period, before costs
+7d · direction hit
61.0%
in alpha space · 61.2% on raw price
+30d · rank IC
+0.1001 t=+17.1
265 days · 177k token-days
+30d · long-short decile
+6.04%
beta-adjusted alpha per period, before costs
+30d · direction hit
61.4%
in alpha space · 69.4% 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_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 |
|---|---|---|---|---|---|---|---|---|---|
| 2026-01-28 | held out | 806 | -5.21% | +0.028 | -0.57% | -0.021 | -4.95% | -0.026 | -4.47% |
| 2026-01-27 | held out | 808 | +0.05% | -0.030 | +0.83% | +0.007 | -0.71% | -0.013 | -1.73% |
| 2026-01-26 | held out | 809 | +0.98% | +0.043 | +1.73% | -0.007 | -0.90% | -0.012 | -5.48% |
| 2026-01-25 | held out | 804 | +1.95% | +0.007 | +0.90% | +0.000 | -2.08% | -0.014 | -6.13% |
| 2026-01-24 | held out | 803 | -2.83% | +0.114 | +0.86% | +0.016 | +0.64% | -0.010 | -9.75% |
| 2026-01-23 | held out | 804 | -0.44% | +0.066 | +1.62% | -0.028 | -0.01% | -0.027 | -5.66% |
| 2026-01-22 | held out | 804 | +0.01% | +0.079 | +1.19% | -0.003 | -0.28% | -0.027 | -4.23% |
| 2026-01-21 | held out | 800 | +0.11% | -0.029 | +0.05% | +0.028 | +1.32% | -0.021 | -7.43% |
| 2026-01-20 | held out | 799 | +1.19% | +0.027 | +2.28% | +0.005 | +1.52% | -0.013 | -3.87% |
| 2026-01-19 | held out | 797 | -4.59% | +0.035 | -0.53% | +0.056 | -0.78% | -0.022 | -11.05% |
| 2026-01-18 | held out | 802 | -1.15% | +0.022 | -1.27% | +0.089 | -0.78% | -0.032 | -12.33% |
| 2026-01-17 | held out | 804 | -1.55% | -0.006 | -0.30% | +0.032 | -2.94% | -0.078 | -18.17% |
| 2026-01-16 | held out | 803 | -0.41% | +0.171 | +0.39% | +0.055 | -4.73% | -0.044 | -13.85% |
| 2026-01-15 | held out | 805 | -0.09% | -0.016 | -1.05% | +0.018 | -4.51% | -0.070 | -17.47% |
| 2026-01-14 | held out | 804 | -1.41% | +0.041 | -0.55% | +0.005 | -7.50% | -0.067 | -19.42% |
| 2026-01-13 | held out | 804 | +1.65% | +0.122 | +2.83% | +0.088 | -3.30% | -0.094 | -24.66% |
| 2026-01-12 | held out | 802 | +4.60% | +0.095 | +1.78% | +0.096 | -0.07% | -0.064 | -19.26% |
| 2026-01-11 | held out | 796 | +0.35% | +0.139 | +3.24% | +0.159 | +1.41% | -0.028 | -13.52% |
| 2026-01-10 | held out | 797 | +0.55% | +0.046 | -0.75% | +0.102 | +5.63% | -0.046 | -16.36% |
| 2026-01-09 | held out | 801 | -0.16% | +0.047 | +0.22% | +0.075 | +3.13% | -0.045 | -17.09% |
| 2026-01-08 | held out | 801 | -0.56% | +0.028 | +1.37% | +0.138 | +6.00% | -0.065 | -13.74% |
Accuracy by month
| month | IC +1d | hit +1d | LS +1d | IC +7d | hit +7d | LS +7d | IC +30d | hit +30d | LS +30d | days |
|---|---|---|---|---|---|---|---|---|---|---|
| 2026-01 | +0.061 | 56.1% | +0.74% | +0.071 | 63.2% | +0.26% | -0.036 | 47.3% | -11.58% | 28 |
| 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 |