2022-01-13 · +7d

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

+0.0584

139 of 139 tokens assessed

long-short decile

-2.03%

realised beta-adjusted alpha

direction hit

77.7%

in alpha space · 91.3% on raw price

BTC over horizon

-4.49%

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
DUSK	DUSK	Ethereum	0.8402	0.800733	-4.70%	0.757	-9.90%	0.0237	✓	1.74	38.7M	2022-01-20
POWR	Powerledger	Ethereum	0.6418	0.614378	-4.27%	0.5776	-10.00%	0.0023	✓	1.40	736k	2022-01-20
SANTOS	Santos FC Fan Token	Binance Smart Chain	3.355	3.2271	-3.81%	3.095	-7.75%	0.0379	✓	1.74	1.2M	2022-01-20
GTC	Gitcoin	Ethereum	11.04	10.6286	-3.73%	9.52	-13.77%	0.1019	✓	0.18	2.8M	2022-01-20
CWEB	Coinweb	Ethereum	0.081503	0.078712	-3.42%	0.07094	-12.96%	0.0581	✓	1.00	2.6M	2022-01-20
BFC	Bifrost	Ethereum	0.1801	0.174394	-3.17%	0.18914	+5.02%	0.1526	✗	1.56	5,360	2022-01-20
CELL	Cellframe	Ethereum	1	0.969112	-3.09%	1.0839	+8.39%	0.1564	✗	0.97	110k	2022-01-20
METRONOME	METRONOME		3.9153	3.7962	-3.04%	3.8114	-2.65%	0.0383	✗	0.75	2,257	2022-01-20
CTSI	Cartesi	Ethereum	0.7059	0.684486	-3.03%	0.5606	-20.58%	0.1361	✓	1.38	2.7M	2022-01-20
UOS	Ultra	Ethereum	1.2959	1.2616	-2.65%	1.1313	-12.70%	0.0608	✓	1.05	3.2M	2022-01-20
HIVE	Hive	native	1.2902	1.2561	-2.64%	1.0699	-17.07%	0.0962	✓	1.40	4.2M	2022-01-20
BAND	Band	Ethereum	5.84	5.6862	-2.63%	4.68	-19.86%	0.1437	✓	1.11	2.4M	2022-01-20
DYDX	dYdX	Cosmos	7.611	7.4126	-2.61%	7.481	-1.71%	0.0690	✗	1.30	291k	2022-01-20
API3	Api3	Ethereum	3.64	3.5469	-2.56%	4.19	+15.11%	0.2014	✗	0.76	471k	2022-01-20
YFI	yearn.finance	Ethereum	31,460.45	30,659.87	-2.54%	31,414.30	-0.15%	0.0548	✗	0.66	26.4M	2022-01-20
STORJ	Storj	Ethereum	1.5749	1.5353	-2.52%	1.3945	-11.45%	0.0558	✓	0.88	558k	2022-01-20
FTT	FTX	Ethereum	40.93	39.9117	-2.49%	45.17	+10.36%	0.1739	✗	1.09	21.5M	2022-01-20
CRV	Curve DAO	Ethereum	5.03	4.9054	-2.48%	3.97	-21.07%	0.1476	✓	1.39	31.8M	2022-01-20
AVAX	Avalanche	Avalanche	89.76	87.6024	-2.40%	79.35	-11.60%	0.0446	✓	1.18	109.3M	2022-01-20
MED	Medibloc	Osmosis	0.05421	0.052931	-2.36%	0.04537	-16.31%	0.1035	✓	1.10	19k	2022-01-20
MANA	Decentraland	Ethereum	2.8936	2.8265	-2.32%	2.6385	-8.82%	0.0220	✓	1.02	5.3M	2022-01-20
DEXE	DeXe	Ethereum	9.58	9.3585	-2.31%	7.97	-16.81%	0.1617	✓	-0.02	1.6M	2022-01-20
SUSHI	Sushi	Ethereum	7.03	6.8696	-2.28%	5.81	-17.35%	0.1082	✓	1.29	17.7M	2022-01-20
XEM	NEM	native	0.1158	0.113192	-2.25%	0.1095	-5.44%	0.0151	✓	1.05	57k	2022-01-20
LUNA	Terra	Terra 2	77.85	76.0991	-2.25%	77.41	-0.57%	0.0630	✗	1.00	7.4M	2022-01-20
OMG	OMG Network	Ethereum	5.9355	5.8039	-2.22%	5.2113	-12.20%	0.0520	✓	1.21	457k	2022-01-20
DOGE	Dogecoin	Dogecoin	0.171588	0.167817	-2.20%	0.155509	-9.37%	0.0261	✓	1.09	5.4M	2022-01-20
LINK	Chainlink	Ethereum	24.88	24.3407	-2.17%	20.18	-18.89%	0.1329	✓	1.19	74.3M	2022-01-20
XMR	Monero	Monero	223.84	219.031	-2.15%	188.73	-15.69%	0.1036	✓	0.99	3.0M	2022-01-20
GITCOIN	GITCOIN		11.091	10.853	-2.15%	9.432	-14.96%	0.1350	✓	0.12	50k	2022-01-20
ENJ	Enjin Coin	Ethereum	2.371	2.3201	-2.15%	2.111	-10.97%	0.0431	✓	1.12	2.0M	2022-01-20
ATOM	Cosmos Hub	Cosmos	37.62	36.8199	-2.13%	38.97	+3.59%	0.0997	✗	0.94	86.7M	2022-01-20
LAZIO	Lazio Fan Token	Binance Smart Chain	4.3443	4.2522	-2.12%	3.9838	-8.30%	0.0073	✓	1.26	4.1M	2022-01-20
XLM	Stellar	Stellar	0.269407	0.263766	-2.09%	0.231498	-14.07%	0.0825	✓	1.04	24.2M	2022-01-20
CBK	Cobak	Ethereum	2.804	2.7461	-2.06%	2.539	-9.45%	0.0370	✓	0.90	26k	2022-01-20
CVC	Civic	Ethereum	0.3204	0.313796	-2.06%	0.2825	-11.83%	0.0582	✓	1.02	397k	2022-01-20
CITY	Manchester City Fan Token	Solana	10.34	10.1323	-2.01%	10.09	-2.42%	0.0303	✗	0.75	994k	2022-01-20
NMR	Numeraire	Ethereum	27.72	27.1794	-1.95%	25.43	-8.26%	0.0340	✓	0.71	360k	2022-01-20
BAT	Basic Attention	Ethereum	1.0337	1.0137	-1.94%	0.90658	-12.30%	0.0296	✓	1.79	986k	2022-01-20
AUCTION	Bounce	Ethereum	19.79	19.4089	-1.93%	18.34	-7.33%	0.0086	✓	1.05	1.0M	2022-01-20
RLC	iExec RLC	Ethereum	2.73	2.6775	-1.92%	2.35	-13.92%	0.0697	✓	1.32	3.2M	2022-01-20
DASH	Dash	Dash	141.37	138.6923	-1.89%	121.15	-14.30%	0.0799	✓	1.21	2.8M	2022-01-20
ADA	Cardano	Cardano	1.2328	1.2097	-1.88%	1.2589	+2.12%	0.0924	✗	1.14	95.6M	2022-01-20
DOT	Polkadot	Polkadot	25.82	25.3356	-1.88%	23	-10.92%	0.0355	✓	1.33	66.7M	2022-01-20
PORTO	FC Porto	Binance Smart Chain	3.249	3.1884	-1.86%	3.1598	-2.75%	0.0454	✗	1.19	2.6M	2022-01-20
VSYS	V.SYSTEMS	native	0.01623	0.01593	-1.85%	0.01551	-4.44%	0.0065	✓	0.72	25k	2022-01-20
ALGO	Algorand	Algorand	1.3616	1.3366	-1.84%	1.1614	-14.70%	0.0867	✓	1.17	30.5M	2022-01-20
DNT	district0x	Ethereum	0.1089	0.106907	-1.83%	0.1002	-7.99%	0.0137	✓	1.11	303k	2022-01-20
RIF	Rootstock Infrastructure Framework	Ethereum	0.179	0.175733	-1.83%	0.1666	-6.93%	0.0115	✓	0.91	439k	2022-01-20
SC	Siacoin	native	0.01348	0.013234	-1.82%	0.01217	-9.72%	0.0384	✓	0.99	686k	2022-01-20
PSG	Paris Saint-Germain Fan Token	Solana	14.71	14.4519	-1.75%	14.59	-0.82%	0.0408	✗	0.68	1.1M	2022-01-20
JUV	Juventus Fan Token	Solana	8.02	7.8793	-1.75%	7.4	-7.73%	0.0275	✓	0.77	767k	2022-01-20
OGN	Origin Token	Ethereum	0.512	0.503058	-1.75%	0.428	-16.41%	0.1020	✓	1.30	2.1M	2022-01-20
1INCH	1INCH	Ethereum	2.35	2.3091	-1.74%	2.03	-13.62%	0.0802	✓	1.06	3.1M	2022-01-20
ANKR	Ankr Network	Ethereum	0.09247	0.090869	-1.73%	0.08157	-11.79%	0.0746	✓	0.73	52k	2022-01-20
QNT	Quant	Ethereum	165.57	162.728	-1.72%	132.32	-20.08%	0.1640	✓	0.93	7.0M	2022-01-20
XPR	XPR Network	Ethereum	0.01482	0.014567	-1.71%	0.01227	-17.21%	0.1114	✓	1.31	2.2M	2022-01-20
KNC	Kyber Network Crystal	Ethereum	1.3822	1.3587	-1.70%	1.5815	+14.42%	0.1915	✗	0.86	922k	2022-01-20
ICP	Internet Computer	Ethereum	31.39	30.8595	-1.69%	24.98	-20.42%	0.1468	✓	1.41	33.4M	2022-01-20
PHA	PHALA	Ethereum	0.357	0.351013	-1.68%	0.328	-8.12%	0.0330	✓	0.76	43k	2022-01-20
ZEN	Horizen	Base	55.99	55.0533	-1.67%	47.6	-14.98%	0.0764	✓	1.50	686k	2022-01-20
XYM	Symbol	native	0.1924	0.189196	-1.67%	0.1782	-7.38%	0.0288	✓	0.68	441k	2022-01-20
SPELL	Spell	Ethereum	0.01444	0.014201	-1.65%	0.01207	-16.41%	0.0530	✓	2.39	26.8M	2022-01-20
UMA	UMA	Ethereum	8.3	8.1684	-1.59%	7.75	-6.63%	0.0081	✓	0.97	4.4M	2022-01-20
ACM	AC Milan Fan Token	Solana	4.788	4.7122	-1.58%	4.731	-1.19%	0.0349	✗	0.67	474k	2022-01-20
BCHSV	Bitcoin Cash SV		109.36	107.6363	-1.58%	104.32	-4.61%	0.0124	✓	0.95	2.2M	2022-01-20
SUPER	SuperVerse	Ethereum	1.08	1.063	-1.58%	0.89	-17.59%	0.0897	✓	1.91	1.7M	2022-01-20
XVG	Verge	native	0.01377	0.013554	-1.57%	0.01234	-10.38%	0.0370	✓	1.24	2.1M	2022-01-20
NAKA	Nakamoto Games	Polygon	1.019	1.003	-1.57%	0.6721	-34.04%	0.3537	✓	1.02	3.1M	2022-01-20
BICO	Biconomy	Ethereum	3.72	3.6629	-1.54%	3.06	-17.74%	0.1220	✓	1.26	9.0M	2022-01-20
KSM	Kusama	Hydration	266.15	262.0842	-1.53%	239.61	-9.97%	0.0357	✓	1.18	1.4M	2022-01-20
DKA	dKargo	Ethereum	0.10876	0.107105	-1.52%	0.0964	-11.36%	0.0529	✓	1.14	25k	2022-01-20
ORBS	Orbs	Ethereum	0.0792	0.078001	-1.51%	0.0723	-8.71%	0.0252	✓	1.11	19k	2022-01-20
DODO	DODO	Ethereum	0.77	0.758351	-1.51%	0.682	-11.43%	0.0380	✓	1.48	8.0M	2022-01-20
LPT	Livepeer	Ethereum	35.73	35.1926	-1.50%	30.25	-15.34%	0.0749	✓	1.66	2.7M	2022-01-20
IOTA	IOTA	IOTA	1.1086	1.092	-1.50%	1.0173	-8.24%	0.0250	✓	1.00	23.2M	2022-01-20
XEC	eCash	native	0.00009497	0.000093572	-1.47%	0.00009053	-4.68%	0.0133	✓	1.01	6.6M	2022-01-20
ZEC	Zcash	Zcash	143.25	141.1483	-1.47%	118.84	-17.04%	0.1122	✓	1.30	10.9M	2022-01-20
MTL	Metal DAO	Metal L2	1.823	1.7964	-1.46%	1.679	-7.90%	0.0147	✓	1.15	2.2M	2022-01-20
FIL	Filecoin	Filecoin	28.51	28.0937	-1.46%	26.19	-8.14%	0.0207	✓	1.08	16.0M	2022-01-20
ATM	Atletico Madrid Fan Token	Solana	6.71	6.6146	-1.42%	6.14	-8.49%	0.0440	✓	0.66	643k	2022-01-20
SOL	Solana	Solana	146.24	144.1917	-1.40%	127.52	-12.80%	0.0710	✓	1.13	185.4M	2022-01-20
MINA	Mina Protocol	native	3.28	3.2342	-1.39%	3.35	+2.13%	0.0846	✗	1.08	808k	2022-01-20
SHIB	Shiba Inu	Ethereum	0.00002968	0.000029267	-1.39%	0.00002648	-10.78%	0.0385	✓	1.34	1.7M	2022-01-20
QTUM	Qtum	Qtum	7.5609	7.4569	-1.37%	7.057	-6.66%	0.0105	✓	1.43	268k	2022-01-20
COTI	COTI	Ethereum	0.3308	0.326393	-1.33%	0.3693	+11.64%	0.1931	✗	1.52	3.8M	2022-01-20
BTC	Bitcoin	Bitcoin	42,581.65	42,016.54	-1.33%	40,670.97	-4.49%	0.0134	✗	1.00	730.7M	2022-01-20
XYO	XYO Network	Ethereum	0.028546	0.028173	-1.31%	0.026039	-8.78%	0.0315	✓	1.03	5.9M	2022-01-20
PEOPLE	ConstitutionDAO	Ethereum	0.0793	0.078271	-1.30%	0.0529	-33.29%	0.3459	✓	1.00	28.0M	2022-01-20
COMP	Compound	Ethereum	190	187.5458	-1.29%	162.17	-14.65%	0.0918	✓	1.17	153k	2022-01-20
AMP	Amp	Ethereum	0.04068	0.04016	-1.28%	0.03533	-13.15%	0.0863	✓	0.91	8.4M	2022-01-20
MASK	Mask Network	Ethereum	9.54	9.4185	-1.27%	7.96	-16.56%	0.1355	✓	0.71	1.1M	2022-01-20
CHZ	Chiliz	Ethereum	0.264	0.260639	-1.27%	0.2346	-11.14%	0.0441	✓	1.33	4.2M	2022-01-20
TRB	Tellor Tributes	Ethereum	29.3	28.9277	-1.27%	24.39	-16.76%	0.0997	✓	1.54	1.0M	2022-01-20
AXS	Axie Infinity	Ethereum	73.12	72.1927	-1.27%	69.09	-5.51%	0.0054	✓	1.07	6.3M	2022-01-20
ACH	Alchemy Pay	Ethereum	0.0577	0.056977	-1.25%	0.050637	-12.24%	0.0629	✓	1.20	7.5M	2022-01-20
LTC	Litecoin	Litecoin	136.82	135.1224	-1.24%	129.8	-5.13%	0.0223	✗	1.36	32.2M	2022-01-20
BNT	Bancor Network	Ethereum	3.14	3.1012	-1.24%	2.8	-10.83%	0.0569	✓	0.99	923k	2022-01-20
GT	Gate	Ethereum	6.7733	6.6907	-1.22%	7.0322	+3.82%	0.0893	✗	0.86	3.8M	2022-01-20
IMX	Immutable	Ethereum	3.49	3.4478	-1.21%	3.36	-3.72%	0.0377	✗	1.38	2.2M	2022-01-20
MOVR	Moonriver	Base	161	159.0592	-1.21%	119.9355	-25.51%	0.2304	✓	1.13	540k	2022-01-20
LSK	Lisk	Ethereum	2.0877	2.0625	-1.21%	1.8707	-10.39%	0.0466	✓	1.11	94k	2022-01-20
BAR	FC Barcelona Fan Token	Solana	7.92	7.827	-1.17%	7.38	-6.82%	0.0298	✓	0.63	694k	2022-01-20
SKL	SKALE	Ethereum	0.1567	0.154878	-1.16%	0.1484	-5.30%	0.0144	✗	1.24	4.2M	2022-01-20
ETC	Ethereum Classic	native	30.28	29.9314	-1.15%	29.37	-3.01%	0.0295	✗	1.05	2.9M	2022-01-20
CERE	Cere Network	Ethereum	0.0547	0.05408	-1.13%	0.0452	-17.37%	0.1164	✓	1.37	1.5M	2022-01-20
JASMY	JasmyCoin	Ethereum	0.0695	0.068715	-1.13%	0.06785	-2.37%	0.0436	✗	1.23	16.9M	2022-01-20
CTK	Shentu	Osmosis	1.451	1.4347	-1.12%	1.272	-12.34%	0.0579	✓	1.36	4.7M	2022-01-20
OXT	Orchid Protocol	Ethereum	0.311	0.307596	-1.09%	0.2832	-8.94%	0.0242	✓	1.27	2.2M	2022-01-20
GRT	The Graph	Ethereum	0.5711	0.564862	-1.09%	0.5001	-12.43%	0.0619	✓	1.30	12.5M	2022-01-20
UNI	Uniswap	Ethereum	15.46	15.2924	-1.08%	14.49	-6.27%	0.0057	✓	1.30	12.4M	2022-01-20
WBTC	Wrapped Bitcoin	Ethereum	42,708.50	42,246.27	-1.08%	41,418.10	-3.02%	0.0254	✗	0.98	14k	2022-01-20
KCS	KuCoin	native	19.585	19.3759	-1.07%	19.429	-0.80%	0.0768	✗	1.61	11.7M	2022-01-20
EWT	Energy Web Token	Ethereum	7.758	7.6756	-1.06%	6.92	-10.80%	0.0720	✓	0.69	199k	2022-01-20
NANO	nanopay	Base	3.0395	3.0075	-1.05%	2.8203	-7.21%	0.0120	✓	1.14	699k	2022-01-20
ASR	AS Roma Fan Token	Solana	3.783	3.7436	-1.04%	3.583	-5.29%	0.0115	✓	0.70	526k	2022-01-20
TKO	Tokocrypto	Binance Smart Chain	1.027	1.0165	-1.02%	0.939	-8.57%	0.0349	✓	0.97	2.2M	2022-01-20
AGLD	Adventure Gold	Ethereum	1.37	1.356	-1.02%	1.11	-18.98%	0.1234	✓	1.67	582k	2022-01-20
ARPA	ARPA	Ethereum	0.0827	0.081861	-1.02%	0.0736	-11.00%	0.0425	✓	1.39	1.2M	2022-01-20
ZRX	0x Protocol	Ethereum	0.737451	0.729997	-1.01%	0.655547	-11.11%	0.0551	✓	1.14	2.8M	2022-01-20
LEO	LEO Token	Ethereum	3.8032	3.765	-1.00%	3.7088	-2.48%	0.0178	✓	-0.06	364k	2022-01-20
SUN	Sun Token	Tron	0.01926	0.019067	-1.00%	0.018378	-4.58%	0.0194	✗	1.22	2.5M	2022-01-20
XTZ	Tezos	Tezos	4.1161	4.076	-0.98%	3.715	-9.74%	0.0302	✓	1.36	4.4M	2022-01-20
TWT	Trust Wallet	Binance Smart Chain	0.6645	0.658103	-0.96%	0.6442	-3.05%	0.0371	✗	1.27	4.0M	2022-01-20
TRAC	OriginTrail	Ethereum	1.0137	1.004	-0.95%	0.8682	-14.35%	0.0811	✓	1.40	1.5M	2022-01-20
OG	OG Fan Token	Solana	4.18	4.1415	-0.92%	3.861	-7.63%	0.0335	✓	0.80	1.1M	2022-01-20
LRC	Loopring	Ethereum	1.4953	1.4818	-0.91%	1.0653	-28.76%	0.2415	✓	1.93	1.4M	2022-01-20
ASM	Assemble AI	Ethereum	0.07897	0.078271	-0.88%	0.06885	-12.81%	0.0631	✓	1.42	2.6M	2022-01-20
AAVE	Aave	Ethereum	209.41	207.6682	-0.83%	198.37	-5.27%	0.0078	✓	1.17	17.6M	2022-01-20
SNX	Synthetix	Ethereum	5.08	5.0394	-0.80%	4.78	-5.91%	0.0013	✓	1.18	3.3M	2022-01-20
RAD	Radworks	Ethereum	8.04	7.9758	-0.80%	6.89	-14.30%	0.1058	✓	0.88	1.1M	2022-01-20
XVS	Venus	Ethereum	13.85	13.74	-0.79%	11.36	-17.98%	0.1377	✓	1.14	3.2M	2022-01-20
ETH	Ethereum	Ethereum	3,241.88	3,217.01	-0.77%	3,000.94	-7.43%	0.0204	✓	1.07	560.6M	2022-01-20
LCX	LCX	Ethereum	0.1388	0.137762	-0.75%	0.1141	-17.80%	0.1296	✓	1.28	2.4M	2022-01-20
GODS	Gods Unchained	Ethereum	2.79	2.7701	-0.71%	2.79	+0.00%	0.0639	✗	1.24	3.2M	2022-01-20
BEL	Bella Protocol	Ethereum	1.301	1.2925	-0.65%	1.143	-12.14%	0.0607	✓	1.36	2.8M	2022-01-20
TRX	TRON	Tron	0.066158	0.065806	-0.53%	0.067694	+2.32%	0.0722	✗	0.96	552k	2022-01-20
BCH	Bitcoin Cash	Bitcoin Cash	377.35	375.8481	-0.40%	357.74	-5.20%	0.0029	✓	1.01	8.1M	2022-01-20
ENS	Ethereum Name Service	Ethereum	25.69	25.6945	+0.02%	21.12	-17.79%	0.1114	✗	1.84	4.3M	2022-01-20

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.