2022-02-18 · +30d

lstm_s4 · in-sample — the model trained on this date · 150 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

+0.2822

150 of 150 tokens assessed

long-short decile

+18.50%

realised beta-adjusted alpha

direction hit

69.3%

in alpha space · 59.3% on raw price

BTC over horizon

+3.26%

the unhedgeable market factor

Predicted vs actual (150 rows, sorted by pred)

token	name	chain	anchor px	pred px ▴	pred Δ	actual px	actual Δ	alpha err	hit	β90d	vol 30d	target
API3	Api3	Ethereum	6.01	5.1357	-14.55%	4.773	-20.58%	0.0798	✓	0.20	1.8M	2022-03-20
DUSK	DUSK	Ethereum	0.4198	0.371088	-11.60%	0.3394	-19.15%	0.1427	✓	1.66	17.8M	2022-03-20
YFI	yearn.finance	Ethereum	21,934.46	19,534.10	-10.94%	19,923.17	-9.17%	0.0126	✓	1.01	6.5M	2022-03-20
PRO	Propy	Ethereum	2.15	1.9172	-10.83%	1.72	-20.00%	0.1660	✓	1.79	744k	2022-03-20
CELL	Cellframe	Ethereum	1.6049	1.4514	-9.56%	1.4713	-8.32%	0.0349	✓	1.51	164k	2022-03-20
CRV	Curve DAO	Ethereum	2.81	2.5582	-8.96%	2.15	-23.49%	0.2223	✓	1.51	15.4M	2022-03-20
POKT	Pocket Network	Ethereum	1.0542	0.959917	-8.94%	0.7809	-25.92%	0.2310	✓	0.77	1.5M	2022-03-20
FIDA	Bonfida	Solana	2.017	1.8397	-8.79%	1.647	-18.34%	0.1428	✓	1.00	68k	2022-03-20
PEOPLE	ConstitutionDAO	Ethereum	0.0602	0.054918	-8.77%	0.0662	+9.97%	0.1312	✗	1.73	64.3M	2022-03-20
SUN	Sun Token	Tron	0.015984	0.01471	-7.97%	0.01417	-11.35%	0.0726	✓	1.10	335k	2022-03-20
ASTR	Astar	Ethereum	0.139	0.12823	-7.75%	0.106	-23.74%	0.2254	✓	1.09	57k	2022-03-20
SPELL	Spell	Ethereum	0.00516	0.004765	-7.65%	0.00365	-29.26%	0.3290	✓	1.94	15.8M	2022-03-20
ICP	Internet Computer	Ethereum	19.61	18.171	-7.34%	16.77	-14.48%	0.1172	✓	1.15	23.7M	2022-03-20
ATOM	Cosmos Hub	Cosmos	26.85	24.9296	-7.15%	27.83	+3.65%	0.0766	✗	1.04	64.2M	2022-03-20
GTC	Gitcoin	Ethereum	6.93	6.4475	-6.96%	6.49	-6.35%	0.0054	✓	0.37	1.6M	2022-03-20
STX	Stacks	native	1.35	1.2577	-6.84%	1.26	-6.67%	0.0302	✓	1.00	911k	2022-03-20
KNC	Kyber Network Crystal	Ethereum	2.1176	1.9767	-6.65%	3.2419	+53.09%	0.4772	✗	0.55	3.1M	2022-03-20
AVT	Aventus	Ethereum	2.93	2.7492	-6.17%	2.43	-17.06%	0.1555	✓	1.00	736k	2022-03-20
GLMR	Moonbeam	Base	3.889	3.6511	-6.12%	2.68	-31.09%	0.3453	✓	1.13	593k	2022-03-20
SUSHI	Sushi	Ethereum	3.91	3.6734	-6.05%	3.24	-17.14%	0.1697	✓	1.38	7.8M	2022-03-20
LUNA	Terra	Terra 2	50.61	47.5536	-6.04%	90.43	+78.68%	0.5975	✗	1.41	5.6M	2022-03-20
BAND	Band	Ethereum	4.7	4.4174	-6.01%	3.584	-23.74%	0.2483	✓	1.22	1.9M	2022-03-20
DIA	DIA	Ethereum	1.07	1.0091	-5.69%	0.94	-12.15%	0.1030	✓	1.00	271k	2022-03-20
NAKA	Nakamoto Games	Polygon	0.5205	0.490906	-5.69%	0.4042	-22.34%	0.2539	✓	1.86	1.9M	2022-03-20
FTT	FTX	Ethereum	43.09	40.6792	-5.59%	44.03	+2.18%	0.0417	✓	1.17	29.5M	2022-03-20
ORCA	Orca	Solana	2.85	2.6914	-5.57%	2.15	-24.56%	0.2567	✓	1.00	737k	2022-03-20
POWR	Powerledger	Ethereum	0.5612	0.530316	-5.50%	0.5158	-8.09%	0.0567	✓	0.90	780k	2022-03-20
DYDX	dYdX	Cosmos	6.389	6.0453	-5.38%	4.884	-23.56%	0.2450	✓	0.99	407k	2022-03-20
NMR	Numeraire	Ethereum	29.08	27.5355	-5.31%	29.09	+0.03%	0.0250	✓	0.93	1.2M	2022-03-20
OGN	Origin Token	Ethereum	0.322	0.305046	-5.27%	0.814	+152.80%	0.9389	✗	1.33	2.3M	2022-03-20
IOTA	IOTA	IOTA	0.8015	0.759391	-5.25%	0.7517	-6.21%	0.0445	✓	1.07	10.8M	2022-03-20
CWEB	Coinweb	Ethereum	0.026937	0.025543	-5.17%	0.024805	-7.91%	0.0659	✓	1.14	88k	2022-03-20
MTL	Metal DAO	Metal L2	1.518	1.4417	-5.03%	1.566	+3.16%	0.0459	✓	1.15	2.1M	2022-03-20
LEO	LEO Token	Ethereum	5.708	5.4272	-4.92%	6.0638	+6.23%	0.0989	✗	0.37	441k	2022-03-20
AXS	Axie Infinity	Ethereum	55.59	52.9009	-4.84%	49.87	-10.29%	0.0998	✓	1.27	9.2M	2022-03-20
SHIB	Shiba Inu	Ethereum	0.00002815	0.000026789	-4.83%	0.00002312	-17.87%	0.1917	✓	1.38	3.8M	2022-03-20
QTUM	Qtum	Qtum	7.2333	6.8894	-4.76%	6.9787	-3.52%	0.0338	✓	1.45	179k	2022-03-20
NCT	PolySwarm	Ethereum	0.04094	0.039047	-4.62%	0.04486	+9.57%	0.1161	✗	0.71	1.9M	2022-03-20
XPR	XPR Network	Ethereum	0.01204	0.0115	-4.48%	0.01172	-2.66%	0.0313	✓	1.57	2.2M	2022-03-20
DASH	Dash	Dash	105.32	100.6138	-4.47%	115.63	+9.79%	0.1038	✗	1.10	1.7M	2022-03-20
RIF	Rootstock Infrastructure Framework	Ethereum	0.1446	0.138188	-4.43%	0.1522	+5.26%	0.0636	✗	1.03	470k	2022-03-20
XVG	Verge	native	0.01063	0.010163	-4.40%	0.00932	-12.32%	0.1282	✓	1.30	1.2M	2022-03-20
MANA	Decentraland	Ethereum	2.97	2.8401	-4.38%	2.3992	-19.22%	0.2066	✓	1.18	3.3M	2022-03-20
XEM	NEM	native	0.1011	0.096688	-4.36%	0.0995	-1.58%	0.0039	✓	1.02	37k	2022-03-20
AUCTION	Bounce	Ethereum	14.44	13.8183	-4.31%	17.35	+20.15%	0.1947	✗	1.02	483k	2022-03-20
DOGE	Dogecoin	Dogecoin	0.138612	0.132648	-4.30%	0.119124	-14.06%	0.1398	✓	1.01	5.6M	2022-03-20
BTTC	BTTC		0.00000205	0.000001962	-4.29%	0.00000182	-11.22%	0.1072	✓	1.00	14.3M	2022-03-20
SKL	SKALE	Ethereum	0.1365	0.130682	-4.26%	0.1247	-8.64%	0.0877	✓	1.27	3.3M	2022-03-20
METRONOME	METRONOME		2.9795	2.8525	-4.26%	2.1688	-27.21%	0.3044	✓	0.95	27k	2022-03-20
UMA	UMA	Ethereum	5.92	5.6687	-4.25%	7.574	+27.94%	0.2574	✗	1.01	1.9M	2022-03-20
CVC	Civic	Ethereum	0.2677	0.25638	-4.23%	0.2994	+11.84%	0.1200	✗	1.09	538k	2022-03-20
ADA	Cardano	Cardano	0.9958	0.953978	-4.20%	0.879	-11.73%	0.1174	✓	1.11	98.1M	2022-03-20
ACH	Alchemy Pay	Ethereum	0.0487	0.046677	-4.15%	0.040072	-17.72%	0.1914	✓	1.21	7.5M	2022-03-20
FIL	Filecoin	Filecoin	21.02	20.1501	-4.14%	17.65	-16.03%	0.1717	✓	1.22	10.8M	2022-03-20
ALGO	Algorand	Algorand	0.895	0.85826	-4.10%	0.7418	-17.12%	0.1855	✓	1.24	26.6M	2022-03-20
ARPA	ARPA	Ethereum	0.0812	0.077916	-4.04%	0.0705	-13.18%	0.1427	✓	1.33	1.1M	2022-03-20
DODO	DODO	Ethereum	0.494	0.474065	-4.04%	0.419	-15.18%	0.1680	✓	1.39	4.7M	2022-03-20
XLM	Stellar	Stellar	0.200634	0.192663	-3.97%	0.197329	-1.65%	0.0089	✓	1.02	22.0M	2022-03-20
AVAX	Avalanche	Avalanche	83.75	80.4811	-3.90%	84.85	+1.31%	0.0084	✓	1.39	110.8M	2022-03-20
PHA	PHALA	Ethereum	0.261	0.250863	-3.88%	0.244	-6.51%	0.0571	✓	0.91	73k	2022-03-20
ACM	AC Milan Fan Token	Solana	4.716	4.5339	-3.86%	4.965	+5.28%	0.0648	✗	0.81	383k	2022-03-20
QNT	Quant	Ethereum	113.58	109.2314	-3.83%	118.64	+4.46%	0.0501	✗	1.01	7.5M	2022-03-20
XYO	XYO Network	Ethereum	0.019599	0.018851	-3.82%	0.01861	-5.05%	0.0498	✓	1.15	2.4M	2022-03-20
DKA	dKargo	Ethereum	0.09046	0.087058	-3.76%	0.09509	+5.12%	0.0532	✗	1.09	50k	2022-03-20
UOS	Ultra	Ethereum	1.196	1.1512	-3.74%	1.119	-6.44%	0.0690	✓	1.26	2.6M	2022-03-20
OG	OG Fan Token	Solana	3.181	3.062	-3.74%	4.103	+28.98%	0.2643	✗	0.88	481k	2022-03-20
RLC	iExec RLC	Ethereum	1.82	1.753	-3.68%	1.88	+3.30%	0.0272	✓	1.33	2.1M	2022-03-20
XTZ	Tezos	Tezos	3.6234	3.4901	-3.68%	3.3362	-7.93%	0.0856	✓	1.26	2.2M	2022-03-20
ANKR	Ankr Network	Ethereum	0.07167	0.069044	-3.66%	0.07518	+4.90%	0.0606	✗	0.77	88k	2022-03-20
CBK	Cobak	Ethereum	2.222	2.1409	-3.65%	2.227	+0.23%	0.0059	✓	1.04	20k	2022-03-20
HIVE	Hive	native	0.9999	0.963799	-3.61%	0.9064	-9.35%	0.1112	✓	1.55	1.9M	2022-03-20
CITY	Manchester City Fan Token	Solana	10.17	9.8041	-3.60%	12.22	+20.16%	0.1990	✗	0.66	821k	2022-03-20
NANO	nanopay	Base	2.0548	1.981	-3.59%	2.21	+7.55%	0.0696	✗	1.24	292k	2022-03-20
ENJ	Enjin Coin	Ethereum	1.674	1.614	-3.58%	1.444	-13.74%	0.1553	✓	1.37	1.1M	2022-03-20
SUPER	SuperVerse	Ethereum	0.89	0.858129	-3.58%	0.64	-28.09%	0.3566	✓	1.97	1.2M	2022-03-20
AGLD	Adventure Gold	Ethereum	0.99	0.954828	-3.55%	1.437	+45.15%	0.3680	✗	1.27	818k	2022-03-20
BAT	Basic Attention	Ethereum	0.75452	0.727806	-3.54%	0.82107	+8.82%	0.0729	✗	1.48	334k	2022-03-20
BTC	Bitcoin	Bitcoin	39,983.56	38,570.06	-3.54%	41,287.24	+3.26%	0.0360	✗	1.00	690.2M	2022-03-20
IMX	Immutable	Ethereum	2.05	1.9775	-3.54%	2.186	+6.63%	0.0668	✗	1.04	3.2M	2022-03-20
XEC	eCash	native	0.0000786	0.000075841	-3.51%	0.00007941	+1.03%	0.0097	✓	1.13	4.8M	2022-03-20
ETC	Ethereum Classic	native	28.96	27.9519	-3.48%	38.21	+31.94%	0.2783	✗	1.07	5.2M	2022-03-20
LAZIO	Lazio Fan Token	Binance Smart Chain	3.076	2.9704	-3.43%	4.2046	+36.69%	0.3156	✗	0.99	2.4M	2022-03-20
GODS	Gods Unchained	Ethereum	1.61	1.5549	-3.42%	1.12	-30.43%	0.3670	✓	1.21	1.2M	2022-03-20
DOT	Polkadot	Polkadot	17.83	17.2311	-3.36%	18.66	+4.66%	0.0367	✗	1.34	32.8M	2022-03-20
TRB	Tellor Tributes	Ethereum	20.51	19.8257	-3.34%	19.62	-4.34%	0.0594	✓	1.53	383k	2022-03-20
BFC	Bifrost	Ethereum	0.17101	0.165456	-3.25%	0.15317	-10.43%	0.1233	✓	1.44	32k	2022-03-20
AMP	Amp	Ethereum	0.02928	0.028335	-3.23%	0.02552	-12.84%	0.1318	✓	0.85	5.3M	2022-03-20
CERE	Cere Network	Ethereum	0.0302	0.029226	-3.23%	0.02543	-15.79%	0.1854	✓	1.44	493k	2022-03-20
LRC	Loopring	Ethereum	0.877	0.849619	-3.12%	0.8221	-6.26%	0.0798	✓	1.46	464k	2022-03-20
XYM	Symbol	native	0.1609	0.155888	-3.12%	0.1358	-15.60%	0.1592	✓	0.66	372k	2022-03-20
OMG	OMG Network	Ethereum	4.35	4.2147	-3.11%	4.8674	+11.90%	0.1058	✗	1.19	330k	2022-03-20
SANTOS	Santos FC Fan Token	Binance Smart Chain	2.581	2.5011	-3.09%	6.238	+141.69%	0.8728	✗	1.28	911k	2022-03-20
SNX	Synthetix	Ethereum	4.37	4.2353	-3.08%	5.219	+19.43%	0.1697	✗	1.22	2.5M	2022-03-20
MOVR	Moonriver	Base	83.1979	80.6398	-3.07%	59.6685	-28.28%	0.3485	✓	1.47	315k	2022-03-20
AAVE	Aave	Ethereum	145.64	141.2133	-3.04%	152.83	+4.94%	0.0335	✗	1.42	7.3M	2022-03-20
VSYS	V.SYSTEMS	native	0.01279	0.012404	-3.02%	0.0125	-2.27%	0.0181	✓	0.80	15k	2022-03-20
PSG	Paris Saint-Germain Fan Token	Solana	15.2	14.7416	-3.02%	12.86	-15.39%	0.1585	✓	0.68	1.7M	2022-03-20
DNT	district0x	Ethereum	0.0797	0.077319	-2.99%	0.0748	-6.15%	0.0689	✓	1.11	210k	2022-03-20
PORTO	FC Porto	Binance Smart Chain	3.1093	3.0166	-2.98%	3.8011	+22.25%	0.2004	✗	0.96	2.5M	2022-03-20
WBTC	Wrapped Bitcoin	Ethereum	40,196.70	39,016.58	-2.94%	41,609.40	+3.51%	0.0331	✗	0.97	58k	2022-03-20
LINK	Chainlink	Ethereum	15.2	14.7619	-2.88%	14.56	-4.21%	0.0522	✓	1.20	69.3M	2022-03-20
CTSI	Cartesi	Ethereum	0.4211	0.409186	-2.83%	0.3429	-18.57%	0.2229	✓	1.44	1.6M	2022-03-20
JUV	Juventus Fan Token	Solana	6.37	6.1901	-2.82%	6.14	-3.61%	0.0356	✓	0.86	449k	2022-03-20
JASMY	JasmyCoin	Ethereum	0.02552	0.02481	-2.78%	0.03255	+27.55%	0.2272	✗	1.38	10.9M	2022-03-20
KSM	Kusama	Hydration	150.07	145.9906	-2.72%	152.19	+1.41%	0.0041	✓	1.17	973k	2022-03-20
OXT	Orchid Protocol	Ethereum	0.2543	0.247398	-2.71%	0.2472	-2.79%	0.0329	✓	1.00	1.8M	2022-03-20
COTI	COTI	Ethereum	0.247	0.240344	-2.69%	0.2056	-16.76%	0.2050	✓	1.52	3.8M	2022-03-20
XMR	Monero	Monero	160.94	156.6445	-2.67%	194.71	+20.98%	0.1851	✗	1.01	1.2M	2022-03-20
1INCH	1INCH	Ethereum	1.59	1.5477	-2.66%	1.555	-2.20%	0.0346	✓	1.22	1.3M	2022-03-20
UNI	Uniswap	Ethereum	10.16	9.8924	-2.63%	9.33	-8.17%	0.1004	✓	1.31	11.7M	2022-03-20
DEXE	DeXe	Ethereum	7.67	7.4685	-2.63%	6.71	-12.52%	0.1132	✓	0.19	1.4M	2022-03-20
BAR	FC Barcelona Fan Token	Solana	5.97	5.8143	-2.61%	7.97	+33.50%	0.2888	✗	0.83	398k	2022-03-20
LCX	LCX	Ethereum	0.0978	0.095265	-2.59%	0.0911	-6.85%	0.0930	✓	1.50	919k	2022-03-20
ASR	AS Roma Fan Token	Solana	3.02	2.9423	-2.57%	3.301	+9.30%	0.0900	✗	0.78	212k	2022-03-20
MED	Medibloc	Osmosis	0.04101	0.039958	-2.57%	0.04113	+0.29%	0.0061	✓	1.09	31k	2022-03-20
LSK	Lisk	Ethereum	1.6654	1.6235	-2.52%	2.1435	+28.71%	0.2420	✗	1.12	72k	2022-03-20
TRAC	OriginTrail	Ethereum	0.5682	0.553986	-2.50%	0.4472	-21.30%	0.2600	✓	1.43	665k	2022-03-20
BCHSV	Bitcoin Cash SV		87.44	85.2917	-2.46%	85.03	-2.76%	0.0315	✓	0.88	1.1M	2022-03-20
MINA	Mina Protocol	native	2.43	2.3714	-2.41%	2.12	-12.76%	0.1509	✓	1.21	390k	2022-03-20
CHZ	Chiliz	Ethereum	0.1967	0.191994	-2.39%	0.2035	+3.46%	0.0143	✓	1.37	3.5M	2022-03-20
GITCOIN	GITCOIN		6.903	6.7388	-2.38%	6.486	-6.04%	0.0496	✓	0.35	36k	2022-03-20
KCS	KuCoin	native	19.552	19.0897	-2.36%	18.205	-6.89%	0.0864	✓	1.21	10.0M	2022-03-20
ATM	Atletico Madrid Fan Token	Solana	5.25	5.1274	-2.34%	6.31	+20.19%	0.1832	✗	0.76	415k	2022-03-20
RAD	Radworks	Ethereum	5.3	5.1773	-2.31%	4.85	-8.49%	0.0983	✓	1.03	701k	2022-03-20
ZEN	Horizen	Base	37.11	36.2585	-2.29%	41.02	+10.54%	0.0742	✗	1.53	405k	2022-03-20
ZRX	0x Protocol	Ethereum	0.594984	0.581385	-2.29%	0.549424	-7.66%	0.0931	✓	1.14	3.6M	2022-03-20
STORJ	Storj	Ethereum	1.0419	1.0183	-2.27%	1.0804	+3.69%	0.0253	✗	1.06	193k	2022-03-20
GRT	The Graph	Ethereum	0.4126	0.403242	-2.27%	0.3905	-5.36%	0.0767	✓	1.39	9.0M	2022-03-20
ZEC	Zcash	Zcash	109.21	106.7704	-2.23%	174.15	+59.46%	0.4514	✗	1.18	7.6M	2022-03-20
COMP	Compound	Ethereum	121.52	118.8824	-2.17%	116.01	-4.53%	0.0657	✓	1.29	59k	2022-03-20
BICO	Biconomy	Ethereum	1.58	1.5459	-2.16%	1.465	-7.28%	0.0974	✓	1.36	2.7M	2022-03-20
ORBS	Orbs	Ethereum	0.0682	0.066744	-2.13%	0.0749	+9.82%	0.0810	✗	1.07	17k	2022-03-20
SOL	Solana	Solana	89.9	87.9885	-2.13%	88.64	-1.40%	0.0325	✓	1.24	179.7M	2022-03-20
SC	Siacoin	native	0.00961	0.00941	-2.08%	0.00918	-4.47%	0.0576	✓	1.02	504k	2022-03-20
TKO	Tokocrypto	Binance Smart Chain	0.771	0.755229	-2.05%	0.64	-16.99%	0.1994	✓	1.05	1.9M	2022-03-20
ENS	Ethereum Name Service	Ethereum	15.77	15.4479	-2.04%	15.84	+0.44%	0.0295	✓	1.70	3.1M	2022-03-20
EWT	Energy Web Token	Ethereum	5.881	5.7625	-2.02%	5.461	-7.14%	0.0794	✓	0.80	68k	2022-03-20
MASK	Mask Network	Ethereum	5.29	5.1888	-1.91%	4.45	-15.88%	0.1870	✓	1.04	517k	2022-03-20
ETH	Ethereum	Ethereum	2,780.08	2,728.75	-1.85%	2,862.44	+2.96%	0.0120	✓	1.12	588.4M	2022-03-20
LTC	Litecoin	Litecoin	114.85	112.7399	-1.84%	114.88	+0.03%	0.0201	✓	1.21	31.6M	2022-03-20
CTK	Shentu	Osmosis	1.104	1.0839	-1.82%	1.194	+8.15%	0.0571	✗	1.23	3.3M	2022-03-20
LPT	Livepeer	Ethereum	25.01	24.5583	-1.81%	26.24	+4.92%	0.0180	✓	1.50	2.0M	2022-03-20
BNT	Bancor Network	Ethereum	2.38	2.3418	-1.60%	2.35	-1.26%	0.0293	✓	1.02	342k	2022-03-20
TWT	Trust Wallet	Binance Smart Chain	0.5229	0.514613	-1.58%	0.9266	+77.20%	0.5462	✗	1.30	2.3M	2022-03-20
BEL	Bella Protocol	Ethereum	0.86	0.848002	-1.40%	0.847	-1.51%	0.0441	✓	1.34	2.4M	2022-03-20
BCH	Bitcoin Cash	Bitcoin Cash	310.22	306.1061	-1.33%	327.61	+5.61%	0.0365	✗	0.98	8.4M	2022-03-20
GT	Gate	Ethereum	6.6403	6.553	-1.32%	6.4475	-2.90%	0.0429	✓	0.83	3.6M	2022-03-20
ASM	Assemble AI	Ethereum	0.04965	0.049014	-1.28%	0.04968	+0.06%	0.0303	✓	1.37	1.0M	2022-03-20
TRX	TRON	Tron	0.063085	0.063032	-0.08%	0.061551	-2.43%	0.0507	✓	0.84	330k	2022-03-20
XVS	Venus	Ethereum	10.35	10.3506	+0.01%	8.96	-13.43%	0.1840	✗	1.24	3.2M	2022-03-20

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.