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2022-01-18 · +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+30dasset cohort only
rank IC
+0.1024
139 of 139 tokens assessed
long-short decile
+17.83%
realised beta-adjusted alpha
direction hit
85.6%
in alpha space · 91.4% on raw price
BTC over horizon
-4.33%
the unhedgeable market factor

Predicted vs actual (139 rows, sorted by pred)

tokennamechainanchor pxpred px ▴pred Δactual pxactual Δalpha errhitβ90dvol 30dtarget
CWEBCoinwebEthereum0.0760240.066883-12.02%0.026932-64.57%0.8654✓1.001.1M2022-02-17
GTCGitcoinEthereum11.4110.2812-9.89%7.1-37.77%0.3637✓0.152.8M2022-02-17
SUSHISushiEthereum6.215.6401-9.18%3.95-36.39%0.2989✓1.3017.7M2022-02-17
POWRPowerledgerEthereum0.60270.549762-8.78%0.5558-7.78%0.0723✓1.391.5M2022-02-17
DUSKDUSKEthereum0.91540.836657-8.60%0.4073-55.51%0.6417✓1.7748.9M2022-02-17
API3Api3Ethereum4.644.2508-8.39%5+7.76%0.2046✗0.95471k2022-02-17
YFIyearn.financeEthereum32,596.4129,978.26-8.03%22,441.70-31.15%0.2594✓0.6822.2M2022-02-17
SPELLSpellEthereum0.012740.011831-7.13%0.0054-57.61%0.6773✓2.4223.7M2022-02-17
SANTOSSantos FC Fan TokenBinance Smart Chain3.3783.1383-7.10%2.668-21.02%0.0860✓1.731.2M2022-02-17
CELLCellframeEthereum1.03520.963414-6.93%1.4805+43.02%0.4776✗1.08108k2022-02-17
METRONOMEMETRONOME4.08033.8019-6.82%3.4641-15.10%0.0600✓0.752,2572022-02-17
NAKANakamoto GamesPolygon0.86480.808279-6.54%0.5382-37.77%0.3611✓1.032.6M2022-02-17
ATOMCosmos HubCosmos38.2735.7997-6.45%28.08-26.63%0.2001✓0.9798.5M2022-02-17
FTTFTXEthereum44.9742.1566-6.26%43.72-2.78%0.0857✗1.1223.6M2022-02-17
CRVCurve DAOEthereum4.564.2858-6.01%2.91-36.18%0.3252✓1.4032.4M2022-02-17
PEOPLEConstitutionDAOEthereum0.06310.059595-5.55%0.0608-3.65%0.0642✗1.0024.6M2022-02-17
COTICOTIEthereum0.40920.386487-5.55%0.2558-37.49%0.3469✓1.494.1M2022-02-17
GITCOINGITCOIN11.38210.7639-5.43%7.107-37.56%0.4114✓0.0844k2022-02-17
CVCCivicEthereum0.31280.295939-5.39%0.2746-12.21%0.0293✓1.03397k2022-02-17
BFCBifrostEthereum0.197790.187746-5.08%0.16982-14.14%0.0308✓1.576,4462022-02-17
GODSGods UnchainedEthereum3.253.0852-5.07%1.66-48.92%0.5650✓1.242.8M2022-02-17
DYDXdYdXCosmos76.6497-5.00%6.499-7.16%0.0345✓1.30271k2022-02-17
LUNATerraTerra 280.4976.4927-4.97%50.27-37.55%0.3366✓1.887.6M2022-02-17
UOSUltraEthereum1.2361.1757-4.88%1.2511+1.22%0.1088✗1.062.6M2022-02-17
XEMNEMnative0.11420.108647-4.86%0.1047-8.32%0.0098✓1.0643k2022-02-17
AVAXAvalancheAvalanche86.0281.8625-4.83%88.28+2.63%0.1280✗1.19100.4M2022-02-17
AUCTIONBounceEthereum19.5618.6524-4.64%14.58-25.46%0.1995✓1.06841k2022-02-17
OMGOMG NetworkEthereum5.94295.6684-4.62%4.3951-26.04%0.2006✓1.22457k2022-02-17
BANDBandEthereum5.054.8168-4.62%4.44-12.08%0.0324✓1.112.1M2022-02-17
BATBasic AttentionEthereum1.00430.958317-4.57%0.76017-24.31%0.1528✓1.78896k2022-02-17
ICPInternet ComputerEthereum29.3828.0409-4.56%19.86-32.40%0.2825✓1.4134.3M2022-02-17
CBKCobakEthereum2.6912.5685-4.55%2.231-17.09%0.1009✓0.9125k2022-02-17
CITYManchester City Fan TokenSolana10.349.8721-4.52%10.24-0.97%0.0697✗0.75872k2022-02-17
LINKChainlinkEthereum22.9821.944-4.51%15.6-32.11%0.2884✓1.2072.8M2022-02-17
STORJStorjEthereum1.55021.4814-4.44%1.0731-30.78%0.2834✓0.88423k2022-02-17
OGNOrigin TokenEthereum0.4990.476902-4.43%0.334-33.07%0.2984✓1.311.8M2022-02-17
VSYSV.SYSTEMSnative0.016790.016048-4.42%0.01258-25.07%0.2108✓0.7423k2022-02-17
ZENHorizenBase52.3250.0164-4.40%36.74-29.78%0.2425✓1.49642k2022-02-17
KNCKyber Network CrystalEthereum1.4731.4082-4.40%2.2781+54.66%0.5185✗0.851.1M2022-02-17
WBTCWrapped BitcoinEthereum42,495.4040,632.38-4.38%40,651.20-4.34%0.0442✓0.9914k2022-02-17
ADACardanoCardano1.45891.3953-4.36%1.0203-30.06%0.2637✓1.1198.5M2022-02-17
ALGOAlgorandAlgorand1.31791.2612-4.30%0.8983-31.84%0.2871✓1.1830.5M2022-02-17
MTLMetal DAOMetal L21.7941.7172-4.28%1.541-14.10%0.0572✓1.162.0M2022-02-17
RIFRootstock Infrastructure FrameworkEthereum0.17490.167667-4.14%0.1536-12.18%0.0473✓0.91397k2022-02-17
XLMStellarStellar0.2539950.243496-4.13%0.202261-20.37%0.1398✓1.0324.4M2022-02-17
DASHDashDash130.54125.1542-4.13%104.76-19.75%0.1251✓1.192.8M2022-02-17
ENJEnjin CoinEthereum2.2772.1837-4.10%1.741-23.54%0.1766✓1.132.0M2022-02-17
UMAUMAEthereum7.947.6239-3.98%6.03-24.06%0.1917✓0.973.9M2022-02-17
PSGParis Saint-Germain Fan TokenSolana14.7414.1533-3.98%15.35+4.14%0.1113✗0.68916k2022-02-17
FILFilecoinFilecoin28.4827.3728-3.89%20.54-27.88%0.2390✓1.0915.1M2022-02-17
LAZIOLazio Fan TokenBinance Smart Chain4.11973.9603-3.87%3.227-21.67%0.1490✓1.264.1M2022-02-17
HIVEHivenative1.21491.168-3.86%1.0138-16.55%0.0798✓1.403.7M2022-02-17
QTUMQtumQtum7.83077.5297-3.84%7.015-10.42%0.0071✓1.44263k2022-02-17
DOGEDogecoinDogecoin0.1651550.158838-3.83%0.138407-16.20%0.0892✓1.106.0M2022-02-17
PORTOFC PortoBinance Smart Chain3.22333.1009-3.80%3.3132+2.79%0.1184✗1.182.3M2022-02-17
DEXEDeXeEthereum8.798.458-3.78%7.46-15.13%0.1263✓-0.021.3M2022-02-17
XVGVergenative0.013220.012721-3.78%0.0107-19.06%0.1180✓1.242.0M2022-02-17
PHAPHALAEthereum0.3760.361872-3.76%0.268-28.72%0.2660✓0.7847k2022-02-17
NMRNumeraireEthereum27.2626.2398-3.74%26.61-2.38%0.0454✗0.71353k2022-02-17
XPRXPR NetworkEthereum0.014250.013726-3.68%0.01178-17.33%0.0948✓1.312.1M2022-02-17
DNTdistrict0xEthereum0.1050.101167-3.65%0.0849-19.14%0.1256✓1.12244k2022-02-17
MINAMina Protocolnative3.453.3242-3.65%2.56-25.80%0.2131✓1.09811k2022-02-17
LSKLiskEthereum2.08162.0072-3.57%1.6695-19.80%0.1349✓1.1189k2022-02-17
BCHSVBitcoin Cash SV108.41104.5847-3.53%87.71-19.09%0.1337✓0.961.9M2022-02-17
DOTPolkadotPolkadot25.1524.2754-3.48%18.16-27.79%0.2304✓1.3560.5M2022-02-17
RLCiExec RLCEthereum2.552.4616-3.47%1.9-25.49%0.2005✓1.323.2M2022-02-17
XYOXYO NetworkEthereum0.0271640.026224-3.46%0.020359-25.05%0.2077✓1.035.2M2022-02-17
AXSAxie InfinityEthereum73.8671.3431-3.41%56.37-23.68%0.1878✓1.086.4M2022-02-17
KSMKusamaHydration253.4244.8452-3.38%155.14-38.78%0.4037✓1.191.4M2022-02-17
MANADecentralandEthereum2.8592.7628-3.36%3.0801+7.74%0.1542✗1.034.6M2022-02-17
CTSICartesiEthereum0.60930.58893-3.34%0.4344-28.71%0.2431✓1.382.7M2022-02-17
DODODODOEthereum0.7390.714315-3.34%0.493-33.29%0.3050✓1.498.0M2022-02-17
BTCBitcoinBitcoin42,369.7440,978.62-3.28%40,536.73-4.33%0.0334✗1.00636.6M2022-02-17
JASMYJasmyCoinEthereum0.064790.062663-3.28%0.02758-57.43%0.7663✓1.2312.4M2022-02-17
CERECere NetworkEthereum0.04990.048269-3.27%0.0309-38.08%0.3855✓1.371.3M2022-02-17
XMRMoneroMonero204.44197.7618-3.27%163.89-19.83%0.1442✓0.993.1M2022-02-17
XECeCashnative0.000095650.000092567-3.22%0.00007849-17.94%0.1201✓1.016.5M2022-02-17
TRBTellor TributesEthereum27.8426.9434-3.22%21.3-23.49%0.1666✓1.551.0M2022-02-17
ACMAC Milan Fan TokenSolana4.9364.7775-3.21%4.567-7.48%0.0154✓0.67469k2022-02-17
ANKRAnkr NetworkEthereum0.088430.085621-3.18%0.07416-16.14%0.1114✓0.7350k2022-02-17
OXTOrchid ProtocolEthereum0.31290.30299-3.17%0.2525-19.30%0.1256✓1.282.0M2022-02-17
JUVJuventus Fan TokenSolana7.817.5654-3.13%6.42-17.80%0.1303✓0.77652k2022-02-17
SKLSKALEEthereum0.15410.149347-3.08%0.1568+1.75%0.1046✗1.264.2M2022-02-17
1INCH1INCHEthereum2.192.1225-3.08%1.65-24.66%0.2045✓1.072.7M2022-02-17
IOTAIOTAIOTA1.10151.0678-3.06%0.8222-25.36%0.2178✓0.9823.2M2022-02-17
DKAdKargoEthereum0.105410.102199-3.05%0.0902-14.43%0.0746✓1.1430k2022-02-17
QNTQuantEthereum146.04141.6328-3.02%119.39-18.25%0.1298✓0.936.7M2022-02-17
BICOBiconomyEthereum3.543.4348-2.97%1.69-52.26%0.6525✓1.288.5M2022-02-17
ETCEthereum Classicnative32.6431.6942-2.90%29.43-9.83%0.0267✓1.073.0M2022-02-17
SNXSynthetixEthereum5.034.8844-2.89%4.59-8.75%0.0093✓1.203.2M2022-02-17
TRACOriginTrailEthereum0.95930.931742-2.87%0.6239-34.96%0.3391✓1.401.5M2022-02-17
IMXImmutableEthereum3.723.6139-2.85%2.13-42.74%0.4647✓1.452.2M2022-02-17
SHIBShiba InuEthereum0.000028110.000027342-2.73%0.00002821+0.36%0.0911✗1.351.8M2022-02-17
ARPAARPAEthereum0.08080.078624-2.69%0.0825+2.10%0.1098✗1.40990k2022-02-17
AGLDAdventure GoldEthereum1.281.2457-2.68%1.07-16.41%0.0784✓1.66556k2022-02-17
XTZTezosTezos4.11624.0064-2.67%3.6686-10.87%0.0273✓1.373.3M2022-02-17
UNIUniswapEthereum15.9815.5546-2.66%10.41-34.86%0.3436✓1.3112.4M2022-02-17
ATMAtletico Madrid Fan TokenSolana6.436.2591-2.66%5.36-16.64%0.1259✓0.66564k2022-02-17
SCSiacoinnative0.01330.012947-2.65%0.00987-25.79%0.2273✓1.00654k2022-02-17
AMPAmpEthereum0.038870.03784-2.65%0.02995-22.95%0.1936✓0.918.4M2022-02-17
COMPCompoundEthereum178.35173.7864-2.56%123.7-30.64%0.2882✓1.17100k2022-02-17
ASRAS Roma Fan TokenSolana3.7273.6327-2.53%3.08-17.36%0.1338✓0.71526k2022-02-17
MEDMediblocOsmosis0.048140.047004-2.36%0.04103-14.77%0.0875✓1.1023k2022-02-17
ZECZcashZcash131.97128.8932-2.33%113.58-13.93%0.0694✓1.2910.6M2022-02-17
EWTEnergy Web TokenEthereum7.3557.1845-2.32%6.1-17.06%0.1328✓0.70170k2022-02-17
BARFC Barcelona Fan TokenSolana7.797.6095-2.32%6.03-22.59%0.2046✓0.63680k2022-02-17
GTGateEthereum7.04646.8833-2.31%6.58-6.62%0.0070✓0.864.1M2022-02-17
CTKShentuOsmosis1.3481.3171-2.29%1.142-15.28%0.0821✓1.373.8M2022-02-17
LTCLitecoinLitecoin141.53138.2976-2.28%116.39-17.76%0.1128✓1.3531.1M2022-02-17
KCSKuCoinnative20.37119.9158-2.23%19.71-3.24%0.0607✗1.6110.7M2022-02-17
TWTTrust WalletBinance Smart Chain0.68160.666398-2.23%0.542-20.48%0.1499✓1.283.5M2022-02-17
AAVEAaveEthereum232.45227.41-2.17%152.99-34.18%0.3436✓1.1917.6M2022-02-17
RADRadworksEthereum7.447.2789-2.17%5.54-25.54%0.2341✓0.881.1M2022-02-17
XYMSymbolnative0.18640.182399-2.15%0.1642-11.91%0.0751✓0.68577k2022-02-17
LCXLCXEthereum0.12930.126563-2.12%0.0969-25.06%0.2102✓1.282.1M2022-02-17
CHZChilizEthereum0.2590.253738-2.03%0.2015-22.20%0.1715✓1.334.0M2022-02-17
SOLSolanaSolana141.35138.503-2.01%93.56-33.81%0.3421✓1.14152.8M2022-02-17
SUPERSuperVerseEthereum0.980.960415-2.00%0.94-4.08%0.0630✗1.911.5M2022-02-17
LPTLivepeerEthereum34.0933.4249-1.95%25.54-25.08%0.1955✓1.662.7M2022-02-17
OGOG Fan TokenSolana4.1174.0367-1.95%3.268-20.62%0.1762✓0.791.1M2022-02-17
NANOnanopayBase2.92482.8685-1.93%2.1008-28.17%0.2610✓1.14665k2022-02-17
TKOTokocryptoBinance Smart Chain1.0080.989173-1.87%0.742-26.39%0.2444✓0.972.2M2022-02-17
ZRX0x ProtocolEthereum0.7200570.706737-1.85%0.62107-13.75%0.0784✓1.152.4M2022-02-17
GRTThe GraphEthereum0.53090.521145-1.84%0.4369-17.71%0.1184✓1.3111.7M2022-02-17
ACHAlchemy PayEthereum0.0520760.051138-1.80%0.051055-1.96%0.0516✗1.209.0M2022-02-17
MOVRMoonriverBase126.385124.1402-1.78%85.9444-32.00%0.3179✓1.13489k2022-02-17
MASKMask NetworkEthereum8.788.6257-1.76%5.45-37.93%0.4272✓0.72995k2022-02-17
BNTBancor NetworkEthereum3.022.9686-1.70%2.47-18.21%0.1401✓0.99891k2022-02-17
ORBSOrbsEthereum0.07960.078327-1.60%0.0698-12.31%0.0669✓1.0921k2022-02-17
ASMAssemble AIEthereum0.075140.073969-1.56%0.05215-30.60%0.2865✓1.432.3M2022-02-17
ETHEthereumEthereum3,160.813,113.05-1.51%2,893.56-8.46%0.0256✓1.07496.9M2022-02-17
SUNSun TokenTron0.0194690.019224-1.26%0.015816-18.76%0.1409✓1.232.7M2022-02-17
LEOLEO TokenEthereum3.67093.6251-1.25%5.5502+51.19%0.4231✗-0.06361k2022-02-17
BELBella ProtocolEthereum1.2731.2588-1.11%0.894-29.77%0.2818✓1.372.4M2022-02-17
BCHBitcoin CashBitcoin Cash381.47377.9569-0.92%313.15-17.91%0.1432✓1.027.0M2022-02-17
ENSEthereum Name ServiceEthereum23.423.2107-0.81%15.78-32.56%0.3034✓1.863.9M2022-02-17
LRCLoopringEthereum1.16121.1536-0.66%0.883-23.96%0.1825✓1.921.3M2022-02-17
XVSVenusEthereum13.0412.9763-0.49%11.44-12.27%0.0755✓1.142.7M2022-02-17
TRXTRONTron0.0684190.068408-0.02%0.062402-8.79%0.0498✓0.95494k2022-02-17
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.