2022-01-27 · +30d

lstm_s4 · in-sample — the model trained on this date · 144 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

+0.0908

144 of 144 tokens assessed

long-short decile

+18.56%

realised beta-adjusted alpha

direction hit

71.5%

in alpha space · 63.6% on raw price

BTC over horizon

+5.24%

the unhedgeable market factor

Predicted vs actual (144 rows, sorted by pred)

token	name	chain	anchor px	pred px ▴	pred Δ	actual px	actual Δ	alpha err	hit	β90d	vol 30d	target
YFI	yearn.finance	Ethereum	23,910.78	21,505.86	-10.06%	20,876.08	-12.69%	0.0770	✓	0.93	19.5M	2022-02-26
GLMR	Moonbeam	Base	6.617	5.9754	-9.70%	2.581	-60.99%	0.8906	✓	1.00	1.6M	2022-02-26
POKT	Pocket Network	Ethereum	1.2041	1.0923	-9.28%	0.794	-34.06%	0.3701	✓	1.00	3.6M	2022-02-26
PRO	Propy	Ethereum	2.38	2.163	-9.12%	1.86	-21.85%	0.2020	✓	1.00	3.8M	2022-02-26
CWEB	Coinweb	Ethereum	0.050557	0.046219	-8.58%	0.02263	-55.24%	0.7652	✓	1.00	332k	2022-02-26
ASTR	Astar	Ethereum	0.093	0.085209	-8.38%	0.141	+51.61%	0.4526	✗	1.00	141k	2022-02-26
POWR	Powerledger	Ethereum	0.5303	0.488694	-7.85%	0.5505	+3.81%	0.0598	✓	1.16	2.1M	2022-02-26
DUSK	DUSK	Ethereum	0.6525	0.601967	-7.74%	0.3507	-46.25%	0.6378	✓	1.91	52.0M	2022-02-26
KNC	Kyber Network Crystal	Ethereum	1.8043	1.6931	-6.17%	1.8532	+2.71%	0.0507	✓	0.78	2.6M	2022-02-26
NAKA	Nakamoto Games	Polygon	0.4535	0.425931	-6.08%	0.4281	-5.60%	0.0688	✓	1.45	2.1M	2022-02-26
ICP	Internet Computer	Ethereum	19.61	18.5662	-5.32%	17.73	-9.59%	0.1100	✓	1.25	34.3M	2022-02-26
ATOM	Cosmos Hub	Cosmos	30	28.5187	-4.94%	29.89	-0.37%	0.0112	✓	1.14	130.3M	2022-02-26
FTT	FTX	Ethereum	38.35	36.6488	-4.44%	43.29	+12.88%	0.1049	✗	1.21	35.1M	2022-02-26
GTC	Gitcoin	Ethereum	6.75	6.4574	-4.34%	6.27	-7.11%	0.0436	✓	0.28	2.0M	2022-02-26
API3	Api3	Ethereum	3.97	3.8	-4.28%	6.528	+64.43%	0.5285	✗	0.25	570k	2022-02-26
VSYS	V.SYSTEMS	native	0.01439	0.013783	-4.22%	0.01217	-15.43%	0.1722	✓	0.93	19k	2022-02-26
NMR	Numeraire	Ethereum	26.76	25.7225	-3.88%	30.18	+12.78%	0.1196	✗	0.79	377k	2022-02-26
PEOPLE	ConstitutionDAO	Ethereum	0.0541	0.052056	-3.78%	0.0712	+31.61%	0.2029	✗	2.16	22.4M	2022-02-26
SUSHI	Sushi	Ethereum	4.05	3.8981	-3.75%	3.25	-19.75%	0.2505	✓	1.34	12.5M	2022-02-26
BAT	Basic Attention	Ethereum	0.83214	0.801127	-3.73%	0.69949	-15.94%	0.2237	✓	1.72	681k	2022-02-26
NCT	PolySwarm	Ethereum	0.04444	0.042784	-3.73%	0.03453	-22.30%	0.2654	✓	1.00	6.4M	2022-02-26
CELL	Cellframe	Ethereum	0.8569	0.825091	-3.71%	1.6235	+89.46%	0.6000	✗	1.50	107k	2022-02-26
CERE	Cere Network	Ethereum	0.0357	0.034391	-3.67%	0.0274	-23.25%	0.3027	✓	1.48	887k	2022-02-26
XEM	NEM	native	0.0984	0.095097	-3.36%	0.101	+2.64%	0.0068	✓	1.04	43k	2022-02-26
OG	OG Fan Token	Solana	3.107	3.0058	-3.26%	2.874	-7.50%	0.0888	✓	0.86	944k	2022-02-26
DOGE	Dogecoin	Dogecoin	0.141443	0.136983	-3.15%	0.127595	-9.79%	0.1247	✓	1.05	7.1M	2022-02-26
CTK	Shentu	Osmosis	1.42	1.3762	-3.08%	1.148	-19.15%	0.2473	✓	1.29	3.6M	2022-02-26
CBK	Cobak	Ethereum	2.121	2.0562	-3.06%	2.285	+7.73%	0.0504	✗	1.08	23k	2022-02-26
SNX	Synthetix	Ethereum	4.57	4.4321	-3.02%	3.874	-15.23%	0.1982	✓	1.24	3.1M	2022-02-26
WBTC	Wrapped Bitcoin	Ethereum	37,269.30	36,160.78	-2.97%	39,589.70	+6.23%	0.0388	✗	1.01	47k	2022-02-26
CITY	Manchester City Fan Token	Solana	8.93	8.667	-2.94%	9.33	+4.48%	0.0356	✗	0.75	724k	2022-02-26
ADA	Cardano	Cardano	1.0428	1.0122	-2.93%	0.8873	-14.91%	0.1895	✓	1.13	113.2M	2022-02-26
XPR	XPR Network	Ethereum	0.01041	0.01011	-2.88%	0.00997	-4.23%	0.0794	✓	1.28	2.2M	2022-02-26
XYM	Symbol	native	0.1614	0.156794	-2.85%	0.1441	-10.72%	0.1179	✓	0.66	573k	2022-02-26
UMA	UMA	Ethereum	5.67	5.5088	-2.84%	4.934	-12.98%	0.1645	✓	1.06	2.6M	2022-02-26
XLM	Stellar	Stellar	0.194019	0.18853	-2.83%	0.192899	-0.58%	0.0298	✓	1.03	26.2M	2022-02-26
XVG	Verge	native	0.00965	0.009386	-2.74%	0.00985	+2.07%	0.0196	✓	1.33	1.6M	2022-02-26
LUNA	Terra	Terra 2	54.08	52.6009	-2.74%	78.15	+44.51%	0.3091	✗	1.70	8.6M	2022-02-26
ALGO	Algorand	Algorand	0.9364	0.910801	-2.73%	0.8598	-8.18%	0.1171	✓	1.16	37.9M	2022-02-26
XYO	XYO Network	Ethereum	0.020242	0.01969	-2.73%	0.01882	-7.02%	0.1024	✓	1.12	3.2M	2022-02-26
QTUM	Qtum	Qtum	5.5654	5.4169	-2.67%	6.1323	+10.19%	0.0512	✗	1.43	227k	2022-02-26
BAND	Band	Ethereum	3.38	3.291	-2.63%	3.6	+6.51%	0.0265	✓	1.24	2.5M	2022-02-26
LAZIO	Lazio Fan Token	Binance Smart Chain	3.0464	2.9672	-2.60%	2.7102	-11.04%	0.1465	✓	1.09	3.6M	2022-02-26
SANTOS	Santos FC Fan Token	Binance Smart Chain	2.637	2.5687	-2.59%	2.305	-12.59%	0.1868	✓	1.54	1.0M	2022-02-26
GODS	Gods Unchained	Ethereum	2.23	2.173	-2.56%	1.24	-44.39%	0.6401	✓	1.55	2.6M	2022-02-26
MTL	Metal DAO	Metal L2	1.399	1.3634	-2.55%	1.524	+8.93%	0.0513	✗	1.18	1.6M	2022-02-26
CRV	Curve DAO	Ethereum	2.79	2.7199	-2.51%	2.394	-14.19%	0.1991	✓	1.40	26.3M	2022-02-26
RLC	iExec RLC	Ethereum	1.76	1.716	-2.50%	1.67	-5.11%	0.0967	✓	1.36	2.9M	2022-02-26
BTC	Bitcoin	Bitcoin	37,188.37	36,267.90	-2.48%	39,137.80	+5.24%	0.0251	✓	1.00	734.4M	2022-02-26
DYDX	dYdX	Cosmos	5.722	5.5822	-2.44%	5.391	-5.78%	0.0849	✓	0.98	320k	2022-02-26
ARPA	ARPA	Ethereum	0.065	0.063419	-2.43%	0.073	+12.31%	0.0672	✗	1.44	605k	2022-02-26
FIL	Filecoin	Filecoin	19.21	18.7544	-2.37%	19.06	-0.78%	0.0441	✓	1.18	13.6M	2022-02-26
PSG	Paris Saint-Germain Fan Token	Solana	12.75	12.448	-2.37%	14.7	+15.29%	0.1315	✗	0.68	801k	2022-02-26
ENJ	Enjin Coin	Ethereum	1.58	1.544	-2.28%	1.441	-8.80%	0.1350	✓	1.29	1.8M	2022-02-26
DKA	dKargo	Ethereum	0.08437	0.082465	-2.26%	0.08727	+3.44%	0.0042	✓	1.19	46k	2022-02-26
DNT	district0x	Ethereum	0.0794	0.077618	-2.24%	0.0685	-13.73%	0.1881	✓	1.24	352k	2022-02-26
LINK	Chainlink	Ethereum	15.23	14.8935	-2.21%	14.72	-3.35%	0.0736	✓	1.21	81.3M	2022-02-26
AUCTION	Bounce	Ethereum	13.95	13.6422	-2.21%	12.91	-7.46%	0.1059	✓	0.99	841k	2022-02-26
ASR	AS Roma Fan Token	Solana	2.955	2.8899	-2.20%	2.576	-12.83%	0.1556	✓	0.79	431k	2022-02-26
DODO	DODO	Ethereum	0.482	0.471408	-2.20%	0.438	-9.13%	0.1518	✓	1.53	5.5M	2022-02-26
SKL	SKALE	Ethereum	0.1127	0.110256	-2.17%	0.1212	+7.54%	0.0281	✗	1.30	3.9M	2022-02-26
PORTO	FC Porto	Binance Smart Chain	2.7628	2.7036	-2.14%	2.7384	-0.88%	0.0397	✓	1.03	1.9M	2022-02-26
1INCH	1INCH	Ethereum	1.59	1.5563	-2.12%	1.437	-9.62%	0.1447	✓	1.27	2.3M	2022-02-26
DASH	Dash	Dash	91.73	89.8101	-2.09%	93.68	+2.13%	0.0180	✓	1.18	3.0M	2022-02-26
TRB	Tellor Tributes	Ethereum	18.67	18.2902	-2.03%	21.2	+13.55%	0.0686	✗	1.55	841k	2022-02-26
DOT	Polkadot	Polkadot	18.13	17.7622	-2.03%	18.04	-0.50%	0.0548	✓	1.38	54.6M	2022-02-26
ACM	AC Milan Fan Token	Solana	3.89	3.8124	-2.00%	4.058	+4.32%	0.0225	✗	0.78	396k	2022-02-26
XEC	eCash	native	0.00007022	0.000068835	-1.97%	0.00007538	+7.35%	0.0344	✗	1.11	5.8M	2022-02-26
OGN	Origin Token	Ethereum	0.314	0.307863	-1.95%	0.29	-7.64%	0.1303	✓	1.38	1.6M	2022-02-26
COTI	COTI	Ethereum	0.2772	0.271798	-1.95%	0.2129	-23.20%	0.3231	✓	1.54	4.2M	2022-02-26
ORBS	Orbs	Ethereum	0.0638	0.062592	-1.89%	0.0674	+5.64%	0.0166	✓	1.12	21k	2022-02-26
IOTA	IOTA	IOTA	0.8032	0.788177	-1.87%	0.7459	-7.13%	0.1113	✓	1.10	20.0M	2022-02-26
HIVE	Hive	native	0.8838	0.867351	-1.86%	0.9533	+7.86%	0.0172	✓	1.51	3.2M	2022-02-26
MANA	Decentraland	Ethereum	2.2527	2.2111	-1.85%	2.6813	+19.02%	0.1447	✗	0.94	3.1M	2022-02-26
CVC	Civic	Ethereum	0.2367	0.232341	-1.84%	0.2767	+16.90%	0.1177	✗	1.12	469k	2022-02-26
UOS	Ultra	Ethereum	0.99692	0.978589	-1.84%	1.2108	+21.46%	0.1473	✗	1.28	2.4M	2022-02-26
ANKR	Ankr Network	Ethereum	0.07195	0.070648	-1.81%	0.06611	-8.12%	0.1064	✓	0.78	60k	2022-02-26
OMG	OMG Network	Ethereum	4.2126	4.1371	-1.79%	4.0234	-4.49%	0.0894	✓	1.21	403k	2022-02-26
AXS	Axie Infinity	Ethereum	47.47	46.6325	-1.76%	50.44	+6.26%	0.0191	✗	1.16	7.5M	2022-02-26
XTZ	Tezos	Tezos	2.9095	2.8586	-1.75%	3.4172	+17.45%	0.1090	✗	1.36	2.6M	2022-02-26
BAR	FC Barcelona Fan Token	Solana	5.84	5.7389	-1.73%	5.38	-7.88%	0.1046	✓	0.78	504k	2022-02-26
AMP	Amp	Ethereum	0.02909	0.028591	-1.71%	0.02842	-2.30%	0.0533	✓	0.93	8.7M	2022-02-26
JUV	Juventus Fan Token	Solana	5.9	5.8006	-1.68%	5.7	-3.39%	0.0607	✓	0.85	561k	2022-02-26
XMR	Monero	Monero	144.6	142.1732	-1.68%	157.91	+9.20%	0.0536	✗	1.00	2.2M	2022-02-26
MED	Medibloc	Osmosis	0.0403	0.039632	-1.66%	0.04014	-0.40%	0.0453	✓	1.14	30k	2022-02-26
ATM	Atletico Madrid Fan Token	Solana	5.12	5.0364	-1.63%	4.68	-8.59%	0.1106	✓	0.73	457k	2022-02-26
PHA	PHALA	Ethereum	0.243	0.239108	-1.60%	0.232	-4.53%	0.0791	✓	0.96	67k	2022-02-26
IMX	Immutable	Ethereum	2.65	2.6082	-1.58%	1.5	-43.40%	0.6308	✓	1.52	2.2M	2022-02-26
BCHSV	Bitcoin Cash SV		89.31	88.0131	-1.45%	84.76	-5.09%	0.0859	✓	0.94	1.7M	2022-02-26
OXT	Orchid Protocol	Ethereum	0.2343	0.231053	-1.39%	0.226	-3.54%	0.0855	✓	1.24	1.8M	2022-02-26
CTSI	Cartesi	Ethereum	0.4474	0.441222	-1.38%	0.3655	-18.31%	0.2588	✓	1.38	2.5M	2022-02-26
ACH	Alchemy Pay	Ethereum	0.038232	0.037706	-1.37%	0.048351	+26.47%	0.1863	✗	1.22	10.8M	2022-02-26
LCX	LCX	Ethereum	0.0947	0.0934	-1.37%	0.0854	-9.82%	0.1652	✓	1.48	1.9M	2022-02-26
KSM	Kusama	Hydration	164.64	162.4195	-1.35%	124.78	-24.21%	0.3249	✓	1.20	1.3M	2022-02-26
BICO	Biconomy	Ethereum	1.95	1.9238	-1.34%	1.276	-34.56%	0.4856	✓	1.47	4.6M	2022-02-26
LSK	Lisk	Ethereum	1.5616	1.5409	-1.33%	1.5733	+0.74%	0.0360	✓	1.11	89k	2022-02-26
SC	Siacoin	native	0.00962	0.009498	-1.27%	0.00906	-5.82%	0.1006	✓	1.05	611k	2022-02-26
ETC	Ethereum Classic	native	24.33	24.0488	-1.16%	28.91	+18.82%	0.1293	✗	1.07	3.8M	2022-02-26
SUN	Sun Token	Tron	0.014097	0.013937	-1.13%	0.01194	-15.30%	0.2153	✓	1.19	2.7M	2022-02-26
ENS	Ethereum Name Service	Ethereum	16.82	16.6419	-1.06%	14.09	-16.23%	0.2588	✓	1.81	3.9M	2022-02-26
COMP	Compound	Ethereum	121.94	120.6815	-1.03%	113.35	-7.04%	0.1278	✓	1.28	74k	2022-02-26
GRT	The Graph	Ethereum	0.4054	0.401285	-1.01%	0.3486	-14.01%	0.2063	✓	1.28	10.9M	2022-02-26
MINA	Mina Protocol	native	2.26	2.2372	-1.01%	2.05	-9.29%	0.1480	✓	1.19	626k	2022-02-26
JASMY	JasmyCoin	Ethereum	0.04646	0.046007	-0.98%	0.01784	-61.60%	1.0150	✓	1.32	9.5M	2022-02-26
ZEN	Horizen	Base	36.7	36.3501	-0.95%	33.26	-9.37%	0.1691	✓	1.57	626k	2022-02-26
GT	Gate	Ethereum	6.5312	6.469	-0.95%	6.4106	-1.85%	0.0566	✓	0.93	4.2M	2022-02-26
EWT	Energy Web Token	Ethereum	5.873	5.8204	-0.90%	5.009	-14.71%	0.1927	✓	0.83	145k	2022-02-26
STORJ	Storj	Ethereum	1.0754	1.0658	-0.88%	0.99036	-7.90%	0.1237	✓	0.98	387k	2022-02-26
KCS	KuCoin	native	16.064	15.922	-0.88%	19.708	+22.68%	0.1363	✗	1.51	10.9M	2022-02-26
ASM	Assemble AI	Ethereum	0.04978	0.049341	-0.88%	0.04782	-3.94%	0.1038	✓	1.42	1.7M	2022-02-26
BNT	Bancor Network	Ethereum	2.3	2.2811	-0.82%	2.3	+0.00%	0.0437	✓	1.02	800k	2022-02-26
LEO	LEO Token	Ethereum	3.4851	3.4568	-0.81%	6.0612	+73.92%	0.5626	✗	-0.02	371k	2022-02-26
TRAC	OriginTrail	Ethereum	0.5781	0.573652	-0.77%	0.4599	-20.45%	0.2994	✓	1.53	1.4M	2022-02-26
SHIB	Shiba Inu	Ethereum	0.00002125	0.000021088	-0.76%	0.00002435	+14.59%	0.0714	✗	1.42	1.8M	2022-02-26
AVAX	Avalanche	Avalanche	64.73	64.2387	-0.76%	81.79	+26.36%	0.1740	✗	1.32	92.3M	2022-02-26
METRONOME	METRONOME		2.7225	2.7032	-0.71%	2.2359	-17.87%	0.2330	✓	0.85	8,523	2022-02-26
LRC	Loopring	Ethereum	0.9645	0.957695	-0.71%	0.7651	-20.67%	0.3252	✓	1.97	1.1M	2022-02-26
SUPER	SuperVerse	Ethereum	0.65	0.64568	-0.66%	0.7	+7.69%	0.0151	✓	1.88	1.2M	2022-02-26
QNT	Quant	Ethereum	93.16	92.5586	-0.65%	110.79	+18.92%	0.1271	✗	1.03	7.5M	2022-02-26
TWT	Trust Wallet	Binance Smart Chain	0.5092	0.506105	-0.61%	0.504	-1.02%	0.0738	✓	1.36	2.8M	2022-02-26
MASK	Mask Network	Ethereum	5.62	5.5879	-0.57%	4.46	-20.64%	0.2740	✓	0.95	960k	2022-02-26
MOVR	Moonriver	Base	73.6045	73.2029	-0.55%	64.8155	-11.94%	0.1838	✓	1.22	442k	2022-02-26
LTC	Litecoin	Litecoin	106.92	106.3536	-0.53%	108.29	+1.28%	0.0501	✓	1.33	35.7M	2022-02-26
DEXE	DeXe	Ethereum	6.37	6.3422	-0.44%	6.27	-1.57%	0.0223	✓	0.21	1.2M	2022-02-26
LPT	Livepeer	Ethereum	24.3	24.1954	-0.43%	24.45	+0.62%	0.0749	✓	1.67	2.7M	2022-02-26
ETH	Ethereum	Ethereum	2,425.82	2,415.61	-0.42%	2,780.71	+14.63%	0.0844	✗	1.10	569.1M	2022-02-26
GITCOIN	GITCOIN		6.745	6.7273	-0.26%	6.245	-7.41%	0.0864	✓	0.24	38k	2022-02-26
TKO	Tokocrypto	Binance Smart Chain	0.725	0.723268	-0.24%	0.679	-6.34%	0.1197	✓	1.11	1.9M	2022-02-26
CHZ	Chiliz	Ethereum	0.1754	0.175032	-0.21%	0.1751	-0.17%	0.0692	✓	1.36	4.0M	2022-02-26
RIF	Rootstock Infrastructure Framework	Ethereum	0.1146	0.11446	-0.12%	0.1506	+31.41%	0.2259	✗	0.95	349k	2022-02-26
RAD	Radworks	Ethereum	5.07	5.066	-0.08%	4.47	-11.83%	0.1755	✓	0.98	1.1M	2022-02-26
UNI	Uniswap	Ethereum	10.32	10.3237	+0.04%	9.06	-12.21%	0.1983	✗	1.33	12.5M	2022-02-26
ZRX	0x Protocol	Ethereum	0.530399	0.530656	+0.05%	0.544581	+2.67%	0.0361	✗	1.21	3.7M	2022-02-26
AGLD	Adventure Gold	Ethereum	0.81	0.810877	+0.11%	1.139	+40.62%	0.2628	✓	1.51	532k	2022-02-26
ZEC	Zcash	Zcash	88.89	89.0601	+0.19%	107.8	+21.27%	0.1236	✓	1.32	7.5M	2022-02-26
NANO	nanopay	Base	2.3156	2.321	+0.23%	1.8651	-19.46%	0.2821	✗	1.24	841k	2022-02-26
AAVE	Aave	Ethereum	144.54	145.123	+0.40%	136.67	-5.44%	0.1293	✗	1.36	14.3M	2022-02-26
BEL	Bella Protocol	Ethereum	0.861	0.864655	+0.42%	0.895	+3.95%	0.0353	✗	1.37	2.4M	2022-02-26
SOL	Solana	Solana	89.55	90.0163	+0.52%	90.32	+0.86%	0.0570	✗	1.18	164.2M	2022-02-26
TRX	TRON	Tron	0.056453	0.05682	+0.65%	0.059459	+5.32%	0.0026	✓	0.94	478k	2022-02-26
BFC	Bifrost	Ethereum	0.17087	0.17211	+0.73%	0.15626	-8.55%	0.1767	✗	1.57	18k	2022-02-26
BCH	Bitcoin Cash	Bitcoin Cash	289.64	291.9675	+0.80%	315.57	+8.95%	0.0245	✓	1.04	8.5M	2022-02-26
SPELL	Spell	Ethereum	0.00534	0.005483	+2.67%	0.00431	-19.29%	0.3566	✗	2.27	21.3M	2022-02-26
XVS	Venus	Ethereum	8.39	8.6162	+2.70%	8.98	+7.03%	0.0262	✓	1.32	2.9M	2022-02-26

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.