2022-01-10 · +30d

lstm_s4 · 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

+0.0791

139 of 139 tokens assessed

long-short decile

+1.42%

realised beta-adjusted alpha

direction hit

78.4%

in alpha space · 64.0% on raw price

BTC over horizon

+6.20%

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
CWEB	Coinweb	Ethereum	0.08637	0.077809	-9.91%	0.03747	-56.62%	0.7908	✓	1.00	3.0M	2022-02-09
POWR	Powerledger	Ethereum	0.6249	0.563512	-9.82%	0.6017	-3.71%	0.0229	✓	1.47	650k	2022-02-09
GTC	Gitcoin	Ethereum	10.7	9.6614	-9.71%	9.31	-12.99%	0.0438	✓	0.11	2.8M	2022-02-09
DUSK	DUSK	Ethereum	0.6017	0.543781	-9.63%	0.5665	-5.85%	0.0652	✓	1.76	38.7M	2022-02-09
ACH	Alchemy Pay	Ethereum	0.081082	0.073338	-9.55%	0.05819	-28.23%	0.3108	✓	1.32	7.3M	2022-02-09
METRONOME	METRONOME		3.7258	3.4486	-7.44%	3.8694	+3.85%	0.0702	✓	0.75	3,355	2022-02-09
BFC	Bifrost	Ethereum	0.17081	0.159146	-6.83%	0.23058	+34.99%	0.2764	✗	1.57	4,992	2022-02-09
LINK	Chainlink	Ethereum	27.98	26.2232	-6.28%	18.7	-33.17%	0.4111	✓	1.21	69.7M	2022-02-09
API3	Api3	Ethereum	3.57	3.3472	-6.24%	4.04	+13.17%	0.1462	✗	0.70	493k	2022-02-09
STORJ	Storj	Ethereum	1.5156	1.4221	-6.17%	1.3519	-10.80%	0.1019	✓	0.85	647k	2022-02-09
YFI	yearn.finance	Ethereum	32,010.24	30,072.91	-6.05%	26,293.98	-17.86%	0.1727	✓	0.64	26.4M	2022-02-09
HIVE	Hive	native	1.2679	1.1919	-6.00%	1.1728	-7.50%	0.0997	✓	1.39	4.5M	2022-02-09
AVAX	Avalanche	Avalanche	84.46	79.4459	-5.94%	90.18	+6.77%	0.0575	✓	1.15	115.7M	2022-02-09
ATOM	Cosmos Hub	Cosmos	37.83	35.6005	-5.89%	30.94	-18.21%	0.1955	✓	0.92	57.0M	2022-02-09
GITCOIN	GITCOIN		10.645	10.0345	-5.73%	9.329	-12.36%	0.0761	✓	0.05	56k	2022-02-09
DEXE	DeXe	Ethereum	9.5	8.9662	-5.62%	7.48	-21.26%	0.1773	✓	-0.07	1.8M	2022-02-09
LUNA	Terra	Terra 2	69.46	65.5683	-5.60%	57.56	-17.13%	0.1904	✓	1.00	7.2M	2022-02-09
SUSHI	Sushi	Ethereum	6.56	6.2019	-5.46%	4.76	-27.44%	0.3425	✓	1.30	18.2M	2022-02-09
MANA	Decentraland	Ethereum	2.818	2.6662	-5.39%	3.3415	+18.58%	0.1656	✗	1.00	5.5M	2022-02-09
CRV	Curve DAO	Ethereum	4.32	4.0921	-5.27%	3.5	-18.98%	0.2405	✓	1.40	30.4M	2022-02-09
CBK	Cobak	Ethereum	2.717	2.5774	-5.14%	2.609	-3.97%	0.0421	✓	0.90	31k	2022-02-09
SPELL	Spell	Ethereum	0.01395	0.013262	-4.93%	0.00744	-46.67%	0.7208	✓	2.37	26.8M	2022-02-09
GODS	Gods Unchained	Ethereum	3.13	2.9853	-4.62%	2.21	-29.39%	0.3776	✓	1.28	3.2M	2022-02-09
ALGO	Algorand	Algorand	1.3624	1.301	-4.51%	1.0371	-23.88%	0.2953	✓	1.14	32.1M	2022-02-09
SANTOS	Santos FC Fan Token	Binance Smart Chain	2.704	2.5822	-4.50%	3.083	+14.02%	0.0835	✗	1.56	1.2M	2022-02-09
CELL	Cellframe	Ethereum	0.8077	0.771558	-4.47%	1.3852	+71.50%	0.5251	✗	1.00	129k	2022-02-09
FTT	FTX	Ethereum	38.11	36.4209	-4.43%	47.97	+25.87%	0.2100	✗	1.09	20.0M	2022-02-09
CITY	Manchester City Fan Token	Solana	9.84	9.4229	-4.24%	10.91	+10.87%	0.1022	✗	0.74	994k	2022-02-09
XEM	NEM	native	0.1116	0.106917	-4.20%	0.1212	+8.60%	0.0625	✗	1.05	67k	2022-02-09
BAND	Band	Ethereum	5.04	4.8288	-4.19%	4.17	-17.26%	0.2135	✓	1.11	2.2M	2022-02-09
ICP	Internet Computer	Ethereum	34.29	32.855	-4.18%	23.1	-32.63%	0.4367	✓	1.40	28.0M	2022-02-09
DASH	Dash	Dash	148.17	141.9932	-4.17%	114.95	-22.42%	0.2863	✓	1.25	2.1M	2022-02-09
RIF	Rootstock Infrastructure Framework	Ethereum	0.1739	0.166692	-4.15%	0.1678	-3.51%	0.0483	✓	0.91	479k	2022-02-09
DYDX	dYdX	Cosmos	6.4	6.1348	-4.14%	8.263	+29.11%	0.2222	✗	1.26	271k	2022-02-09
XLM	Stellar	Stellar	0.253061	0.243148	-3.92%	0.238854	-5.61%	0.0790	✓	1.02	24.0M	2022-02-09
QNT	Quant	Ethereum	166.33	159.8669	-3.89%	150.18	-9.71%	0.1195	✓	0.95	7.6M	2022-02-09
OGN	Origin Token	Ethereum	0.497	0.477781	-3.87%	0.406	-18.31%	0.2403	✓	1.29	2.1M	2022-02-09
CVC	Civic	Ethereum	0.3128	0.300726	-3.86%	0.3185	+1.82%	0.0027	✓	1.00	397k	2022-02-09
NAKA	Nakamoto Games	Polygon	0.9491	0.912676	-3.84%	0.8202	-13.58%	0.1611	✓	0.90	3.2M	2022-02-09
AUCTION	Bounce	Ethereum	20.09	19.32	-3.83%	16.51	-17.82%	0.2197	✓	1.04	1.1M	2022-02-09
PEOPLE	ConstitutionDAO	Ethereum	0.0772	0.074371	-3.66%	0.086	+11.40%	0.0851	✗	1.00	33.0M	2022-02-09
PSG	Paris Saint-Germain Fan Token	Solana	14.26	13.7508	-3.57%	18.16	+27.35%	0.2385	✗	0.66	1.1M	2022-02-09
BAT	Basic Attention	Ethereum	0.99938	0.963723	-3.57%	0.94117	-5.82%	0.1306	✓	1.78	1.0M	2022-02-09
RLC	iExec RLC	Ethereum	2.73	2.6332	-3.54%	2.28	-16.48%	0.2235	✓	1.32	3.2M	2022-02-09
NMR	Numeraire	Ethereum	27.36	26.3955	-3.53%	28.48	+4.09%	0.0343	✓	0.69	370k	2022-02-09
DNT	district0x	Ethereum	0.108	0.104245	-3.48%	0.0943	-12.69%	0.1668	✓	1.11	296k	2022-02-09
UOS	Ultra	Ethereum	1.1319	1.0932	-3.42%	1.2907	+14.03%	0.1057	✗	1.00	3.3M	2022-02-09
XPR	XPR Network	Ethereum	0.01401	0.013536	-3.38%	0.01509	+7.71%	0.0307	✓	1.30	2.2M	2022-02-09
FIL	Filecoin	Filecoin	28.14	27.1995	-3.34%	24.32	-13.57%	0.1749	✓	1.05	18.5M	2022-02-09
MTL	Metal DAO	Metal L2	1.785	1.7259	-3.31%	1.832	+2.63%	0.0092	✓	1.15	2.3M	2022-02-09
ENJ	Enjin Coin	Ethereum	2.167	2.0958	-3.28%	2.16	-0.32%	0.0346	✓	1.08	1.9M	2022-02-09
UMA	UMA	Ethereum	8.37	8.0995	-3.23%	6.66	-20.43%	0.2529	✓	0.95	4.4M	2022-02-09
ADA	Cardano	Cardano	1.1235	1.0873	-3.23%	1.1947	+6.34%	0.0284	✓	1.09	95.6M	2022-02-09
LAZIO	Lazio Fan Token	Binance Smart Chain	3.8683	3.7445	-3.20%	3.8968	+0.74%	0.0360	✓	1.26	4.2M	2022-02-09
VSYS	V.SYSTEMS	native	0.0154	0.014907	-3.20%	0.01324	-14.03%	0.1595	✓	0.68	29k	2022-02-09
TRAC	OriginTrail	Ethereum	1.0287	0.996286	-3.15%	0.7609	-26.03%	0.3539	✓	1.40	1.5M	2022-02-09
LPT	Livepeer	Ethereum	33.37	32.3199	-3.15%	33.92	+1.65%	0.0495	✓	1.63	2.8M	2022-02-09
PHA	PHALA	Ethereum	0.343	0.332214	-3.14%	0.288	-16.03%	0.1861	✓	0.72	38k	2022-02-09
MINA	Mina Protocol	native	3.2	3.0996	-3.14%	2.94	-8.12%	0.1152	✓	1.04	715k	2022-02-09
IOTA	IOTA	IOTA	1.1115	1.0771	-3.09%	1.0216	-8.09%	0.1118	✓	0.98	22.7M	2022-02-09
XVG	Verge	native	0.01312	0.01272	-3.05%	0.01253	-4.50%	0.0875	✓	1.21	2.1M	2022-02-09
BCHSV	Bitcoin Cash SV		105.99	102.7612	-3.05%	101.5	-4.24%	0.0693	✓	0.95	2.6M	2022-02-09
IMX	Immutable	Ethereum	3.79	3.6748	-3.04%	2.81	-25.86%	0.3547	✓	1.44	2.4M	2022-02-09
DOGE	Dogecoin	Dogecoin	0.143133	0.138789	-3.03%	0.159048	+11.12%	0.0707	✗	1.09	4.8M	2022-02-09
DOT	Polkadot	Polkadot	23.72	23.0091	-3.00%	21.97	-7.38%	0.1244	✓	1.30	70.4M	2022-02-09
AMP	Amp	Ethereum	0.04207	0.040836	-2.93%	0.0312	-25.84%	0.3242	✓	0.92	8.2M	2022-02-09
PORTO	FC Porto	Binance Smart Chain	2.8409	2.759	-2.88%	3.885	+36.75%	0.2725	✗	1.16	2.5M	2022-02-09
DKA	dKargo	Ethereum	0.09834	0.095507	-2.88%	0.10785	+9.67%	0.0541	✗	1.12	23k	2022-02-09
KNC	Kyber Network Crystal	Ethereum	1.3749	1.3353	-2.88%	1.9679	+43.13%	0.3351	✗	0.88	922k	2022-02-09
OMG	OMG Network	Ethereum	5.1021	4.9554	-2.87%	5.3633	+5.12%	0.0075	✓	1.19	446k	2022-02-09
SKL	SKALE	Ethereum	0.1582	0.153732	-2.82%	0.1429	-9.67%	0.1474	✓	1.24	4.2M	2022-02-09
ANKR	Ankr Network	Ethereum	0.08602	0.083605	-2.81%	0.08573	-0.34%	0.0160	✓	0.68	52k	2022-02-09
BTC	Bitcoin	Bitcoin	41,824.07	40,661.78	-2.78%	44,416.35	+6.20%	0.0282	✓	1.00	750.1M	2022-02-09
ZEN	Horizen	Base	53.33	51.855	-2.77%	47.83	-10.31%	0.1704	✓	1.49	736k	2022-02-09
CTSI	Cartesi	Ethereum	0.55	0.534923	-2.74%	0.5406	-1.71%	0.0706	✓	1.35	2.7M	2022-02-09
DODO	DODO	Ethereum	0.704	0.684779	-2.73%	0.591	-16.05%	0.2335	✓	1.43	7.7M	2022-02-09
1INCH	1INCH	Ethereum	2.07	2.0135	-2.73%	1.93	-6.76%	0.1070	✓	1.08	3.4M	2022-02-09
TRB	Tellor Tributes	Ethereum	28.01	27.2508	-2.71%	25.8	-7.89%	0.1460	✓	1.52	1.0M	2022-02-09
JUV	Juventus Fan Token	Solana	7.61	7.4068	-2.67%	7.18	-5.65%	0.0766	✓	0.76	705k	2022-02-09
XEC	eCash	native	0.00009039	0.000087999	-2.65%	0.00009721	+7.55%	0.0397	✗	1.00	6.7M	2022-02-09
KSM	Kusama	Hydration	242.17	235.8137	-2.62%	192.22	-20.63%	0.2736	✓	1.15	1.3M	2022-02-09
QTUM	Qtum	Qtum	7.2356	7.0461	-2.62%	7.2042	-0.43%	0.0633	✓	1.42	268k	2022-02-09
ATM	Atletico Madrid Fan Token	Solana	6.41	6.2443	-2.59%	6	-6.40%	0.0781	✓	0.63	645k	2022-02-09
MOVR	Moonriver	Base	155.6792	151.6642	-2.58%	107.0699	-31.22%	0.4151	✓	1.11	515k	2022-02-09
COTI	COTI	Ethereum	0.3129	0.304873	-2.57%	0.3218	+2.84%	0.0357	✓	1.49	4.1M	2022-02-09
XYM	Symbol	native	0.1815	0.176928	-2.52%	0.1868	+2.92%	0.0154	✓	0.65	410k	2022-02-09
JASMY	JasmyCoin	Ethereum	0.06891	0.06718	-2.51%	0.041	-40.50%	0.5676	✓	1.23	16.9M	2022-02-09
SC	Siacoin	native	0.01297	0.01265	-2.47%	0.01205	-7.09%	0.1073	✓	0.98	756k	2022-02-09
XYO	XYO Network	Ethereum	0.027645	0.026966	-2.46%	0.024233	-12.34%	0.1682	✓	1.02	6.3M	2022-02-09
BICO	Biconomy	Ethereum	3.48	3.3948	-2.45%	2.28	-34.48%	0.4728	✓	1.24	9.3M	2022-02-09
COMP	Compound	Ethereum	182.25	177.7946	-2.44%	144.23	-20.86%	0.2791	✓	1.16	180k	2022-02-09
ACM	AC Milan Fan Token	Solana	4.513	4.4028	-2.44%	4.801	+6.38%	0.0484	✗	0.63	474k	2022-02-09
XMR	Monero	Monero	182.5	178.0565	-2.43%	185.83	+1.82%	0.0188	✓	1.02	2.9M	2022-02-09
AGLD	Adventure Gold	Ethereum	1.34	1.3074	-2.43%	1.43	+6.72%	0.0115	✓	1.68	764k	2022-02-09
OXT	Orchid Protocol	Ethereum	0.299	0.291973	-2.35%	0.2963	-0.90%	0.0610	✓	1.26	2.3M	2022-02-09
MASK	Mask Network	Ethereum	8.92	8.7125	-2.33%	7.06	-20.85%	0.2501	✓	0.66	1.2M	2022-02-09
XTZ	Tezos	Tezos	4.0324	3.9387	-2.32%	4.4429	+10.18%	0.0393	✗	1.35	4.6M	2022-02-09
SNX	Synthetix	Ethereum	4.88	4.7673	-2.31%	5.84	+19.67%	0.1339	✗	1.15	3.3M	2022-02-09
ZEC	Zcash	Zcash	141.24	137.988	-2.30%	126.05	-10.75%	0.1705	✓	1.33	10.9M	2022-02-09
UNI	Uniswap	Ethereum	15.11	14.7626	-2.30%	12.33	-18.40%	0.2577	✓	1.29	13.1M	2022-02-09
CERE	Cere Network	Ethereum	0.0556	0.054341	-2.27%	0.0337	-39.39%	0.5581	✓	1.34	1.5M	2022-02-09
AXS	Axie Infinity	Ethereum	68.4	66.8599	-2.25%	67.62	-1.14%	0.0508	✓	1.03	6.4M	2022-02-09
ORBS	Orbs	Ethereum	0.0707	0.069151	-2.19%	0.0794	+12.31%	0.0742	✗	1.06	19k	2022-02-09
LSK	Lisk	Ethereum	2.0021	1.9583	-2.19%	1.9982	-0.20%	0.0464	✓	1.11	83k	2022-02-09
BAR	FC Barcelona Fan Token	Solana	7.57	7.4067	-2.16%	7.14	-5.68%	0.0732	✓	0.61	714k	2022-02-09
MED	Medibloc	Osmosis	0.0467	0.045706	-2.13%	0.0468	+0.21%	0.0440	✓	1.12	17k	2022-02-09
BNT	Bancor Network	Ethereum	3.13	3.0639	-2.11%	2.83	-9.58%	0.1386	✓	0.98	977k	2022-02-09
EWT	Energy Web Token	Ethereum	7.507	7.3534	-2.05%	6.897	-8.13%	0.1024	✓	0.64	231k	2022-02-09
SHIB	Shiba Inu	Ethereum	0.0000267	0.000026157	-2.03%	0.00003298	+23.52%	0.1575	✗	1.24	1.7M	2022-02-09
CHZ	Chiliz	Ethereum	0.251	0.246326	-1.86%	0.2412	-3.90%	0.1002	✓	1.32	4.6M	2022-02-09
CTK	Shentu	Osmosis	1.327	1.3025	-1.85%	1.43	+7.76%	0.0123	✓	1.35	5.2M	2022-02-09
ASR	AS Roma Fan Token	Solana	3.579	3.5136	-1.83%	3.347	-6.48%	0.0893	✓	0.68	514k	2022-02-09
ETC	Ethereum Classic	native	28.48	27.9691	-1.79%	33.84	+18.82%	0.1280	✗	1.04	3.2M	2022-02-09
KCS	KuCoin	native	19.007	18.6696	-1.78%	20.705	+8.93%	0.0058	✓	1.62	13.0M	2022-02-09
OG	OG Fan Token	Solana	4.203	4.1308	-1.72%	3.796	-9.68%	0.1316	✓	0.78	1.1M	2022-02-09
SUPER	SuperVerse	Ethereum	0.94	0.923961	-1.71%	1.09	+15.96%	0.0603	✗	1.75	1.6M	2022-02-09
TWT	Trust Wallet	Binance Smart Chain	0.6318	0.6213	-1.66%	0.6233	-1.35%	0.0721	✓	1.25	4.4M	2022-02-09
ZRX	0x Protocol	Ethereum	0.689086	0.677663	-1.66%	0.706728	+2.56%	0.0263	✓	1.14	2.6M	2022-02-09
GRT	The Graph	Ethereum	0.5425	0.533617	-1.64%	0.4877	-10.10%	0.1678	✓	1.29	12.5M	2022-02-09
TKO	Tokocrypto	Binance Smart Chain	1.031	1.0147	-1.58%	0.827	-19.79%	0.2620	✓	0.96	2.2M	2022-02-09
NANO	nanopay	Base	2.8841	2.8387	-1.57%	2.4	-16.79%	0.2337	✓	1.09	665k	2022-02-09
LTC	Litecoin	Litecoin	126.52	124.6146	-1.51%	140.21	+10.82%	0.0371	✗	1.34	35.1M	2022-02-09
SUN	Sun Token	Tron	0.018158	0.017892	-1.47%	0.017007	-6.34%	0.1238	✓	1.22	2.5M	2022-02-09
LEO	LEO Token	Ethereum	3.7419	3.6878	-1.45%	6.8052	+81.86%	0.6175	✗	-0.08	364k	2022-02-09
ARPA	ARPA	Ethereum	0.0794	0.078286	-1.40%	0.0867	+9.19%	0.0195	✗	1.37	1.2M	2022-02-09
AAVE	Aave	Ethereum	199.9	197.1605	-1.37%	188.2	-5.85%	0.1160	✓	1.16	17.6M	2022-02-09
SOL	Solana	Solana	135.89	134.1076	-1.31%	114.04	-16.08%	0.2288	✓	1.11	194.0M	2022-02-09
WBTC	Wrapped Bitcoin	Ethereum	41,624.60	41,097.12	-1.27%	44,492.60	+6.89%	0.0203	✗	0.98	12k	2022-02-09
RAD	Radworks	Ethereum	7.85	7.7512	-1.26%	6.08	-22.55%	0.2965	✓	0.89	1.1M	2022-02-09
ASM	Assemble AI	Ethereum	0.07934	0.078429	-1.15%	0.05941	-25.12%	0.3641	✓	1.44	2.5M	2022-02-09
LCX	LCX	Ethereum	0.1409	0.139324	-1.12%	0.1237	-12.21%	0.1932	✓	1.23	2.1M	2022-02-09
ETH	Ethereum	Ethereum	3,083.51	3,049.88	-1.09%	3,246.22	+5.28%	0.0010	✓	1.05	591.9M	2022-02-09
GT	Gate	Ethereum	6.1496	6.0863	-1.03%	7.0423	+14.52%	0.0953	✗	0.84	3.7M	2022-02-09
BEL	Bella Protocol	Ethereum	1.188	1.181	-0.59%	1.086	-8.59%	0.1637	✓	1.33	2.9M	2022-02-09
LRC	Loopring	Ethereum	1.468	1.461	-0.48%	1.0976	-25.23%	0.4016	✓	1.92	1.4M	2022-02-09
XVS	Venus	Ethereum	13.18	13.122	-0.44%	10.06	-23.67%	0.3341	✓	1.14	3.4M	2022-02-09
BCH	Bitcoin Cash	Bitcoin Cash	363.56	362.4211	-0.31%	346.21	-4.77%	0.1068	✓	1.01	8.5M	2022-02-09
ENS	Ethereum Name Service	Ethereum	25.38	25.4374	+0.23%	21.27	-16.19%	0.2889	✗	1.83	5.4M	2022-02-09
TRX	TRON	Tron	0.063485	0.063857	+0.59%	0.069943	+10.17%	0.0340	✓	0.95	552k	2022-02-09

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.