2022-01-17 · +30d

lstm_s5 · 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

+0.1578

139 of 139 tokens assessed

long-short decile

+18.21%

realised beta-adjusted alpha

direction hit

85.6%

in alpha space · 78.4% on raw price

BTC over horizon

+3.97%

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
ETH	Ethereum	Ethereum	3,210.98	3,260.55	+1.54%	3,124.45	-2.69%	0.0846	✗	1.08	478.4M	2022-02-16
PHA	PHALA	Ethereum	0.35	0.353092	+0.88%	0.288	-17.71%	0.2338	✗	0.77	45k	2022-02-16
LCX	LCX	Ethereum	0.1315	0.132508	+0.77%	0.1052	-20.00%	0.2809	✗	1.29	2.4M	2022-02-16
DNT	district0x	Ethereum	0.1064	0.106912	+0.48%	0.0851	-20.02%	0.2721	✗	1.13	269k	2022-02-16
ATM	Atletico Madrid Fan Token	Solana	6.55	6.5743	+0.37%	5.47	-16.49%	0.2097	✗	0.66	564k	2022-02-16
BCH	Bitcoin Cash	Bitcoin Cash	380.79	380.9966	+0.05%	334.55	-12.14%	0.1696	✗	1.02	6.6M	2022-02-16
QNT	Quant	Ethereum	159.74	159.7628	+0.01%	129.55	-18.90%	0.2462	✗	0.94	6.4M	2022-02-16
DKA	dKargo	Ethereum	0.10718	0.106977	-0.19%	0.09789	-8.67%	0.1332	✓	1.14	27k	2022-02-16
CHZ	Chiliz	Ethereum	0.2569	0.256102	-0.31%	0.2202	-14.29%	0.2031	✓	1.33	3.9M	2022-02-16
ARPA	ARPA	Ethereum	0.0824	0.082043	-0.43%	0.09	+9.22%	0.0381	✗	1.40	990k	2022-02-16
XEM	NEM	native	0.1148	0.114248	-0.48%	0.1142	-0.52%	0.0417	✓	1.06	49k	2022-02-16
XLM	Stellar	Stellar	0.256133	0.254838	-0.51%	0.21874	-14.60%	0.1931	✓	1.04	24.2M	2022-02-16
TRX	TRON	Tron	0.070851	0.070386	-0.66%	0.066472	-6.18%	0.0944	✓	0.95	511k	2022-02-16
DOGE	Dogecoin	Dogecoin	0.170944	0.16982	-0.66%	0.148737	-12.99%	0.1754	✓	1.10	5.6M	2022-02-16
LRC	Loopring	Ethereum	1.2289	1.2202	-0.71%	0.9602	-21.87%	0.3146	✓	1.92	1.3M	2022-02-16
XVS	Venus	Ethereum	13.59	13.489	-0.74%	11.78	-13.32%	0.1801	✓	1.15	2.9M	2022-02-16
DOT	Polkadot	Polkadot	25.68	25.4721	-0.81%	19.78	-22.98%	0.3057	✓	1.35	60.5M	2022-02-16
BTC	Bitcoin	Bitcoin	42,218.01	41,874.22	-0.81%	43,895.56	+3.97%	0.0082	✓	1.00	636.6M	2022-02-16
NANO	nanopay	Base	3.0126	2.9849	-0.92%	2.2584	-25.04%	0.3236	✓	1.15	665k	2022-02-16
QTUM	Qtum	Qtum	7.6879	7.6157	-0.94%	7.8678	+2.34%	0.0235	✓	1.44	263k	2022-02-16
JUV	Juventus Fan Token	Solana	7.96	7.8762	-1.05%	6.76	-15.08%	0.1827	✓	0.77	682k	2022-02-16
ZRX	0x Protocol	Ethereum	0.727776	0.71994	-1.08%	0.677091	-6.96%	0.1062	✓	1.15	2.4M	2022-02-16
ASR	AS Roma Fan Token	Solana	3.798	3.7541	-1.16%	3.217	-15.30%	0.1820	✓	0.71	526k	2022-02-16
ANKR	Ankr Network	Ethereum	0.08878	0.08773	-1.18%	0.08117	-8.57%	0.1062	✓	0.73	45k	2022-02-16
OXT	Orchid Protocol	Ethereum	0.312	0.308163	-1.23%	0.2693	-13.69%	0.1848	✓	1.28	2.1M	2022-02-16
COMP	Compound	Ethereum	181.47	179.2332	-1.23%	136.01	-25.05%	0.3216	✓	1.17	123k	2022-02-16
MOVR	Moonriver	Base	137.7719	136.0491	-1.25%	95.5515	-30.65%	0.3975	✓	1.13	489k	2022-02-16
NAKA	Nakamoto Games	Polygon	0.8095	0.799354	-1.25%	0.625	-22.79%	0.2859	✓	1.02	2.7M	2022-02-16
XEC	eCash	native	0.00009954	0.000098181	-1.37%	0.00008539	-14.22%	0.1793	✓	1.02	6.5M	2022-02-16
TKO	Tokocrypto	Binance Smart Chain	1.016	1.0018	-1.39%	0.787	-22.54%	0.2793	✓	0.97	2.2M	2022-02-16
BAR	FC Barcelona Fan Token	Solana	7.77	7.6574	-1.45%	6.52	-16.09%	0.1855	✓	0.63	720k	2022-02-16
XVG	Verge	native	0.01314	0.012947	-1.47%	0.01171	-10.88%	0.1489	✓	1.24	2.0M	2022-02-16
SUN	Sun Token	Tron	0.020723	0.020412	-1.50%	0.016969	-18.12%	0.2328	✓	1.23	2.7M	2022-02-16
ACH	Alchemy Pay	Ethereum	0.054069	0.053246	-1.52%	0.056084	+3.73%	0.0049	✓	1.21	7.9M	2022-02-16
MTL	Metal DAO	Metal L2	1.829	1.8011	-1.52%	1.688	-7.71%	0.1100	✓	1.16	2.0M	2022-02-16
XPR	XPR Network	Ethereum	0.0145	0.014277	-1.54%	0.01344	-7.31%	0.1116	✓	1.31	2.2M	2022-02-16
1INCH	1INCH	Ethereum	2.25	2.2141	-1.60%	1.81	-19.56%	0.2433	✓	1.07	2.7M	2022-02-16
XYM	Symbol	native	0.1906	0.187392	-1.68%	0.1747	-8.34%	0.0966	✓	0.68	536k	2022-02-16
CITY	Manchester City Fan Token	Solana	10.47	10.2777	-1.84%	10.78	+2.96%	0.0184	✓	0.75	808k	2022-02-16
SOL	Solana	Solana	139.85	137.2765	-1.84%	101.94	-27.11%	0.3418	✓	1.13	152.8M	2022-02-16
AUCTION	Bounce	Ethereum	19.46	19.0863	-1.92%	15.91	-18.24%	0.2233	✓	1.06	841k	2022-02-16
ACM	AC Milan Fan Token	Solana	4.984	4.8851	-1.98%	4.803	-3.63%	0.0431	✓	0.67	469k	2022-02-16
KSM	Kusama	Hydration	259.34	254.0695	-2.03%	166.77	-35.69%	0.4675	✓	1.19	1.4M	2022-02-16
LINK	Chainlink	Ethereum	23.8	23.3075	-2.07%	17.14	-27.98%	0.3541	✓	1.20	70.4M	2022-02-16
AMP	Amp	Ethereum	0.04011	0.039272	-2.09%	0.03216	-19.82%	0.2354	✓	0.91	8.4M	2022-02-16
NMR	Numeraire	Ethereum	27.95	27.3594	-2.11%	28.31	+1.29%	0.0064	✓	0.71	353k	2022-02-16
SKL	SKALE	Ethereum	0.1595	0.156125	-2.12%	0.1562	-2.07%	0.0489	✓	1.27	4.2M	2022-02-16
ENS	Ethereum Name Service	Ethereum	24.33	23.8147	-2.12%	17.65	-27.46%	0.3725	✓	1.87	3.9M	2022-02-16
TRAC	OriginTrail	Ethereum	1.0077	0.986059	-2.15%	0.6989	-30.64%	0.3990	✓	1.41	1.5M	2022-02-16
UNI	Uniswap	Ethereum	16.64	16.2553	-2.31%	11.22	-32.57%	0.4220	✓	1.32	12.2M	2022-02-16
LTC	Litecoin	Litecoin	151.19	147.671	-2.33%	127.84	-15.44%	0.1971	✓	1.36	31.1M	2022-02-16
OG	OG Fan Token	Solana	4.188	4.0891	-2.36%	3.514	-16.09%	0.1825	✓	0.79	1.1M	2022-02-16
CBK	Cobak	Ethereum	2.735	2.6695	-2.39%	2.452	-10.35%	0.1204	✓	0.91	25k	2022-02-16
AGLD	Adventure Gold	Ethereum	1.35	1.3165	-2.48%	1.12	-17.04%	0.2266	✓	1.67	556k	2022-02-16
ORBS	Orbs	Ethereum	0.0826	0.080533	-2.50%	0.0757	-8.35%	0.1046	✓	1.10	20k	2022-02-16
JASMY	JasmyCoin	Ethereum	0.06638	0.064707	-2.52%	0.03198	-51.82%	0.7528	✓	1.23	13.3M	2022-02-16
SHIB	Shiba Inu	Ethereum	0.00002883	0.000028102	-2.53%	0.00003095	+7.35%	0.0436	✗	1.36	1.8M	2022-02-16
CERE	Cere Network	Ethereum	0.0533	0.05193	-2.57%	0.0335	-37.15%	0.4920	✓	1.38	1.4M	2022-02-16
ALGO	Algorand	Algorand	1.3415	1.3064	-2.62%	0.9791	-27.01%	0.3344	✓	1.18	30.5M	2022-02-16
BEL	Bella Protocol	Ethereum	1.246	1.213	-2.65%	0.983	-21.11%	0.2634	✓	1.36	2.4M	2022-02-16
CTK	Shentu	Osmosis	1.391	1.3539	-2.67%	1.274	-8.41%	0.1143	✓	1.37	4.0M	2022-02-16
AVAX	Avalanche	Avalanche	86.68	84.299	-2.75%	95.39	+10.05%	0.0772	✗	1.19	100.4M	2022-02-16
XYO	XYO Network	Ethereum	0.02786	0.02709	-2.76%	0.021773	-21.85%	0.2587	✓	1.03	5.7M	2022-02-16
WBTC	Wrapped Bitcoin	Ethereum	41,814.50	40,653.58	-2.78%	43,960.80	+5.13%	0.0398	✗	0.99	14k	2022-02-16
DODO	DODO	Ethereum	0.768	0.746354	-2.82%	0.539	-29.82%	0.3836	✓	1.49	8.0M	2022-02-16
KCS	KuCoin	native	20.851	20.2561	-2.85%	20.855	+0.02%	0.0337	✓	1.61	10.7M	2022-02-16
TRB	Tellor Tributes	Ethereum	28.92	28.0794	-2.91%	24.03	-16.91%	0.2162	✓	1.55	1.0M	2022-02-16
BNT	Bancor Network	Ethereum	3.07	2.98	-2.93%	2.67	-13.03%	0.1485	✓	0.99	891k	2022-02-16
FIL	Filecoin	Filecoin	28.99	28.1389	-2.94%	23.08	-20.39%	0.2407	✓	1.09	15.1M	2022-02-16
MED	Medibloc	Osmosis	0.04979	0.048321	-2.95%	0.04466	-10.30%	0.1216	✓	1.10	21k	2022-02-16
LAZIO	Lazio Fan Token	Binance Smart Chain	4.1906	4.0667	-2.96%	3.6017	-14.05%	0.1706	✓	1.26	4.1M	2022-02-16
RLC	iExec RLC	Ethereum	2.6	2.5222	-2.99%	2.13	-18.08%	0.2206	✓	1.32	3.1M	2022-02-16
XMR	Monero	Monero	214.7	208.1724	-3.04%	179.36	-16.46%	0.1877	✓	0.99	3.1M	2022-02-16
LSK	Lisk	Ethereum	2.0079	1.945	-3.13%	1.8241	-9.15%	0.1075	✓	1.11	89k	2022-02-16
VSYS	V.SYSTEMS	native	0.01652	0.015999	-3.15%	0.01389	-15.92%	0.1701	✓	0.74	24k	2022-02-16
SNX	Synthetix	Ethereum	4.98	4.8226	-3.16%	4.9	-1.61%	0.0306	✓	1.19	3.2M	2022-02-16
LEO	LEO Token	Ethereum	3.7699	3.6485	-3.22%	5.8668	+55.62%	0.4774	✗	-0.06	361k	2022-02-16
GRT	The Graph	Ethereum	0.5478	0.530081	-3.23%	0.4872	-11.06%	0.1356	✓	1.31	12.2M	2022-02-16
OGN	Origin Token	Ethereum	0.51	0.49331	-3.27%	0.373	-26.86%	0.3306	✓	1.31	1.8M	2022-02-16
UMA	UMA	Ethereum	8.13	7.8638	-3.27%	6.53	-19.68%	0.2237	✓	0.97	4.1M	2022-02-16
ZEC	Zcash	Zcash	138.84	134.2894	-3.28%	125.58	-9.55%	0.1176	✓	1.30	10.6M	2022-02-16
DASH	Dash	Dash	135.73	131.2188	-3.32%	115.33	-15.03%	0.1757	✓	1.20	2.8M	2022-02-16
TWT	Trust Wallet	Binance Smart Chain	0.6916	0.668562	-3.33%	0.5683	-17.83%	0.2125	✓	1.28	3.5M	2022-02-16
ICP	Internet Computer	Ethereum	29.62	28.6296	-3.34%	22.08	-25.46%	0.3148	✓	1.41	34.3M	2022-02-16
BAND	Band	Ethereum	5.3	5.1154	-3.48%	4.87	-8.11%	0.0926	✓	1.11	2.1M	2022-02-16
IMX	Immutable	Ethereum	3.76	3.6247	-3.60%	2.4	-36.17%	0.4688	✓	1.45	2.2M	2022-02-16
AXS	Axie Infinity	Ethereum	76.55	73.7386	-3.67%	63.42	-17.15%	0.1930	✓	1.08	6.4M	2022-02-16
RIF	Rootstock Infrastructure Framework	Ethereum	0.1755	0.169028	-3.69%	0.1678	-4.39%	0.0429	✓	0.91	403k	2022-02-16
XTZ	Tezos	Tezos	4.0538	3.9021	-3.74%	4.0382	-0.38%	0.0192	✓	1.37	3.3M	2022-02-16
RAD	Radworks	Ethereum	7.89	7.5927	-3.77%	6.07	-23.07%	0.2583	✓	0.89	1.1M	2022-02-16
AAVE	Aave	Ethereum	226.66	217.8973	-3.87%	170.44	-24.80%	0.2921	✓	1.19	16.2M	2022-02-16
ASM	Assemble AI	Ethereum	0.07748	0.074451	-3.91%	0.05759	-25.67%	0.3125	✓	1.43	2.4M	2022-02-16
GT	Gate	Ethereum	6.9968	6.7124	-4.06%	6.8827	-1.63%	0.0085	✓	0.86	4.1M	2022-02-16
BCHSV	Bitcoin Cash SV		109.78	105.1489	-4.22%	94.6	-13.83%	0.1430	✓	0.96	1.9M	2022-02-16
ETC	Ethereum Classic	native	31	29.6431	-4.38%	32.25	+4.03%	0.0427	✓	1.07	2.9M	2022-02-16
SUPER	SuperVerse	Ethereum	1.02	0.974326	-4.48%	1.05	+2.94%	0.0001	✓	1.92	1.5M	2022-02-16
DYDX	dYdX	Cosmos	7.405	7.0715	-4.50%	7.454	+0.66%	0.0019	✓	1.30	271k	2022-02-16
FTT	FTX	Ethereum	44.38	42.3744	-4.52%	46.38	+4.51%	0.0469	✗	1.11	22.8M	2022-02-16
PSG	Paris Saint-Germain Fan Token	Solana	15.03	14.3483	-4.54%	16.75	+11.44%	0.1281	✗	0.68	998k	2022-02-16
BAT	Basic Attention	Ethereum	1.0163	0.967696	-4.78%	0.83537	-17.80%	0.2167	✓	1.79	896k	2022-02-16
SC	Siacoin	native	0.01352	0.012865	-4.85%	0.01078	-20.27%	0.2157	✓	1.00	654k	2022-02-16
CTSI	Cartesi	Ethereum	0.6191	0.589031	-4.86%	0.4754	-23.21%	0.2683	✓	1.39	2.7M	2022-02-16
OMG	OMG Network	Ethereum	6.2731	5.9537	-5.09%	4.8292	-23.02%	0.2570	✓	1.22	457k	2022-02-16
UOS	Ultra	Ethereum	1.2267	1.1641	-5.10%	1.4263	+16.27%	0.1620	✗	1.06	2.7M	2022-02-16
CVC	Civic	Ethereum	0.3204	0.303744	-5.20%	0.3067	-4.28%	0.0306	✓	1.03	397k	2022-02-16
ZEN	Horizen	Base	53.27	50.4593	-5.28%	40.62	-23.75%	0.2751	✓	1.49	642k	2022-02-16
EWT	Energy Web Token	Ethereum	7.359	6.9688	-5.30%	6.358	-13.60%	0.1189	✓	0.70	178k	2022-02-16
COTI	COTI	Ethereum	0.3888	0.368174	-5.30%	0.285	-26.70%	0.3139	✓	1.48	3.9M	2022-02-16
MINA	Mina Protocol	native	3.41	3.2241	-5.45%	2.65	-22.29%	0.2384	✓	1.09	808k	2022-02-16
GODS	Gods Unchained	Ethereum	3.36	3.1686	-5.70%	1.86	-44.64%	0.5812	✓	1.25	2.9M	2022-02-16
PORTO	FC Porto	Binance Smart Chain	3.3409	3.1482	-5.77%	3.9514	+18.27%	0.1811	✗	1.18	2.3M	2022-02-16
ENJ	Enjin Coin	Ethereum	2.325	2.183	-6.11%	1.952	-16.04%	0.1560	✓	1.13	2.0M	2022-02-16
STORJ	Storj	Ethereum	1.6018	1.5016	-6.26%	1.1915	-25.62%	0.2658	✓	0.89	445k	2022-02-16
ADA	Cardano	Cardano	1.6027	1.5013	-6.33%	1.0833	-32.41%	0.3701	✓	1.12	97.1M	2022-02-16
LPT	Livepeer	Ethereum	34.44	32.1438	-6.67%	28.63	-16.87%	0.1806	✓	1.67	2.7M	2022-02-16
MANA	Decentraland	Ethereum	2.9053	2.7091	-6.75%	3.2632	+12.32%	0.1458	✗	1.03	4.9M	2022-02-16
IOTA	IOTA	IOTA	1.1616	1.0831	-6.76%	0.8933	-23.10%	0.2313	✓	0.99	23.2M	2022-02-16
SUSHI	Sushi	Ethereum	6.44	5.9926	-6.95%	4.3	-33.23%	0.3825	✓	1.30	17.7M	2022-02-16
MASK	Mask Network	Ethereum	8.77	8.1524	-7.04%	6.08	-30.67%	0.3215	✓	0.72	995k	2022-02-16
KNC	Kyber Network Crystal	Ethereum	1.6076	1.4911	-7.25%	2.2822	+41.96%	0.3922	✗	0.86	1.1M	2022-02-16
SPELL	Spell	Ethereum	0.01358	0.012571	-7.43%	0.00601	-55.74%	0.8331	✓	2.44	24.2M	2022-02-16
BFC	Bifrost	Ethereum	0.20625	0.190652	-7.56%	0.17624	-14.55%	0.1400	✓	1.58	6,350	2022-02-16
PEOPLE	ConstitutionDAO	Ethereum	0.0676	0.062451	-7.62%	0.0695	+2.81%	0.0680	✓	1.00	25.5M	2022-02-16
LUNA	Terra	Terra 2	77.06	71.1456	-7.68%	56.02	-27.30%	0.3120	✓	1.87	7.5M	2022-02-16
YFI	yearn.finance	Ethereum	31,588.07	29,008.23	-8.17%	23,690.00	-25.00%	0.2290	✓	0.68	22.2M	2022-02-16
POWR	Powerledger	Ethereum	0.6214	0.569102	-8.42%	0.602	-3.12%	0.0019	✓	1.39	1.5M	2022-02-16
BICO	Biconomy	Ethereum	3.53	3.2214	-8.74%	1.86	-47.31%	0.5990	✓	1.28	8.5M	2022-02-16
API3	Api3	Ethereum	4	3.6475	-8.81%	4.58	+14.50%	0.1918	✗	0.92	471k	2022-02-16
CELL	Cellframe	Ethereum	0.9802	0.893084	-8.89%	1.6305	+66.34%	0.5605	✗	1.06	108k	2022-02-16
DEXE	DeXe	Ethereum	9.38	8.5439	-8.91%	7.24	-22.81%	0.1651	✓	-0.01	1.4M	2022-02-16
HIVE	Hive	native	1.2561	1.1408	-9.18%	1.1125	-11.43%	0.0797	✓	1.40	3.7M	2022-02-16
SANTOS	Santos FC Fan Token	Binance Smart Chain	3.294	2.9908	-9.20%	2.809	-14.72%	0.1297	✓	1.72	1.1M	2022-02-16
METRONOME	METRONOME		4.195	3.7972	-9.48%	3.7402	-10.84%	0.0444	✓	0.75	2,257	2022-02-16
CRV	Curve DAO	Ethereum	4.78	4.3209	-9.60%	3.17	-33.68%	0.3646	✓	1.41	32.4M	2022-02-16
ATOM	Cosmos Hub	Cosmos	39.15	35.0276	-10.53%	28.51	-27.18%	0.2437	✓	0.97	98.5M	2022-02-16
CWEB	Coinweb	Ethereum	0.078972	0.069897	-11.49%	0.028284	-64.18%	0.9437	✓	1.00	1.6M	2022-02-16
DUSK	DUSK	Ethereum	0.9432	0.819537	-13.11%	0.4482	-52.48%	0.6726	✓	1.77	46.2M	2022-02-16
GITCOIN	GITCOIN		12.477	10.8352	-13.16%	8.239	-33.97%	0.2775	✓	0.09	44k	2022-02-16
GTC	Gitcoin	Ethereum	12.58	10.6865	-15.05%	8.24	-34.50%	0.2661	✓	0.16	2.6M	2022-02-16

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.