2022-01-27 · +30d

lstm_s5 · 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

+0.1305

144 of 144 tokens assessed

long-short decile

+17.37%

realised beta-adjusted alpha

direction hit

66.0%

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
PRO	Propy	Ethereum	2.38	2.0895	-12.21%	1.86	-21.85%	0.1674	✓	1.00	3.8M	2022-02-26
GLMR	Moonbeam	Base	6.617	5.8796	-11.14%	2.581	-60.99%	0.8744	✓	1.00	1.6M	2022-02-26
ASTR	Astar	Ethereum	0.093	0.083726	-9.97%	0.141	+51.61%	0.4701	✗	1.00	141k	2022-02-26
POKT	Pocket Network	Ethereum	1.2041	1.0858	-9.82%	0.794	-34.06%	0.3641	✓	1.00	3.6M	2022-02-26
POWR	Powerledger	Ethereum	0.5303	0.479191	-9.64%	0.5505	+3.81%	0.0794	✓	1.16	2.1M	2022-02-26
DUSK	DUSK	Ethereum	0.6525	0.593488	-9.04%	0.3507	-46.25%	0.6236	✓	1.91	52.0M	2022-02-26
CWEB	Coinweb	Ethereum	0.050557	0.046001	-9.01%	0.02263	-55.24%	0.7605	✓	1.00	332k	2022-02-26
KNC	Kyber Network Crystal	Ethereum	1.8043	1.6597	-8.01%	1.8532	+2.71%	0.0706	✓	0.78	2.6M	2022-02-26
NCT	PolySwarm	Ethereum	0.04444	0.041321	-7.02%	0.03453	-22.30%	0.2306	✓	1.00	6.4M	2022-02-26
YFI	yearn.finance	Ethereum	23,910.78	22,728.29	-4.95%	20,876.08	-12.69%	0.1323	✓	0.93	19.5M	2022-02-26
PEOPLE	ConstitutionDAO	Ethereum	0.0541	0.051459	-4.88%	0.0712	+31.61%	0.2144	✗	2.16	22.4M	2022-02-26
ATOM	Cosmos Hub	Cosmos	30	28.7051	-4.32%	29.89	-0.37%	0.0177	✓	1.14	130.3M	2022-02-26
API3	Api3	Ethereum	3.97	3.8061	-4.13%	6.528	+64.43%	0.5269	✗	0.25	570k	2022-02-26
ASM	Assemble AI	Ethereum	0.04978	0.047769	-4.04%	0.04782	-3.94%	0.0714	✓	1.42	1.7M	2022-02-26
BFC	Bifrost	Ethereum	0.17087	0.164318	-3.83%	0.15626	-8.55%	0.1303	✓	1.57	18k	2022-02-26
GTC	Gitcoin	Ethereum	6.75	6.5018	-3.68%	6.27	-7.11%	0.0505	✓	0.28	2.0M	2022-02-26
EWT	Energy Web Token	Ethereum	5.873	5.6648	-3.55%	5.009	-14.71%	0.1656	✓	0.83	145k	2022-02-26
FTT	FTX	Ethereum	38.35	37.0122	-3.49%	43.29	+12.88%	0.0950	✗	1.21	35.1M	2022-02-26
AXS	Axie Infinity	Ethereum	47.47	45.8172	-3.48%	50.44	+6.26%	0.0367	✗	1.16	7.5M	2022-02-26
CELL	Cellframe	Ethereum	0.8569	0.828977	-3.26%	1.6235	+89.46%	0.5953	✗	1.50	107k	2022-02-26
ETC	Ethereum Classic	native	24.33	23.5643	-3.15%	28.91	+18.82%	0.1496	✗	1.07	3.8M	2022-02-26
ENS	Ethereum Name Service	Ethereum	16.82	16.3274	-2.93%	14.09	-16.23%	0.2398	✓	1.81	3.9M	2022-02-26
SNX	Synthetix	Ethereum	4.57	4.4419	-2.80%	3.874	-15.23%	0.2004	✓	1.24	3.1M	2022-02-26
RLC	iExec RLC	Ethereum	1.76	1.7121	-2.72%	1.67	-5.11%	0.0944	✓	1.36	2.9M	2022-02-26
GRT	The Graph	Ethereum	0.4054	0.394361	-2.72%	0.3486	-14.01%	0.1889	✓	1.28	10.9M	2022-02-26
UMA	UMA	Ethereum	5.67	5.5228	-2.60%	4.934	-12.98%	0.1670	✓	1.06	2.6M	2022-02-26
IOTA	IOTA	IOTA	0.8032	0.782501	-2.58%	0.7459	-7.13%	0.1040	✓	1.10	20.0M	2022-02-26
CERE	Cere Network	Ethereum	0.0357	0.034791	-2.55%	0.0274	-23.25%	0.3142	✓	1.48	887k	2022-02-26
XYO	XYO Network	Ethereum	0.020242	0.019727	-2.54%	0.01882	-7.02%	0.1043	✓	1.12	3.2M	2022-02-26
XTZ	Tezos	Tezos	2.9095	2.8377	-2.47%	3.4172	+17.45%	0.1163	✗	1.36	2.6M	2022-02-26
CTK	Shentu	Osmosis	1.42	1.3883	-2.23%	1.148	-19.15%	0.2560	✓	1.29	3.6M	2022-02-26
LUNA	Terra	Terra 2	54.08	52.8743	-2.23%	78.15	+44.51%	0.3039	✗	1.70	8.6M	2022-02-26
MED	Medibloc	Osmosis	0.0403	0.03942	-2.18%	0.04014	-0.40%	0.0399	✓	1.14	30k	2022-02-26
TRB	Tellor Tributes	Ethereum	18.67	18.2693	-2.15%	21.2	+13.55%	0.0697	✗	1.55	841k	2022-02-26
GITCOIN	GITCOIN		6.745	6.605	-2.08%	6.245	-7.41%	0.0681	✓	0.24	38k	2022-02-26
CRV	Curve DAO	Ethereum	2.79	2.7334	-2.03%	2.394	-14.19%	0.2040	✓	1.40	26.3M	2022-02-26
OG	OG Fan Token	Solana	3.107	3.0449	-2.00%	2.874	-7.50%	0.1017	✓	0.86	944k	2022-02-26
PSG	Paris Saint-Germain Fan Token	Solana	12.75	12.4997	-1.96%	14.7	+15.29%	0.1274	✗	0.68	801k	2022-02-26
FIL	Filecoin	Filecoin	19.21	18.8353	-1.95%	19.06	-0.78%	0.0484	✓	1.18	13.6M	2022-02-26
LAZIO	Lazio Fan Token	Binance Smart Chain	3.0464	2.9871	-1.95%	2.7102	-11.04%	0.1532	✓	1.09	3.6M	2022-02-26
OMG	OMG Network	Ethereum	4.2126	4.131	-1.94%	4.0234	-4.49%	0.0880	✓	1.21	403k	2022-02-26
ENJ	Enjin Coin	Ethereum	1.58	1.5494	-1.94%	1.441	-8.80%	0.1385	✓	1.29	1.8M	2022-02-26
SKL	SKALE	Ethereum	0.1127	0.11052	-1.93%	0.1212	+7.54%	0.0257	✗	1.30	3.9M	2022-02-26
ORBS	Orbs	Ethereum	0.0638	0.06257	-1.93%	0.0674	+5.64%	0.0170	✓	1.12	21k	2022-02-26
BAT	Basic Attention	Ethereum	0.83214	0.816149	-1.92%	0.69949	-15.94%	0.2423	✓	1.72	681k	2022-02-26
GT	Gate	Ethereum	6.5312	6.4092	-1.87%	6.4106	-1.85%	0.0473	✓	0.93	4.2M	2022-02-26
ACH	Alchemy Pay	Ethereum	0.038232	0.03752	-1.86%	0.048351	+26.47%	0.1913	✗	1.22	10.8M	2022-02-26
SUPER	SuperVerse	Ethereum	0.65	0.638059	-1.84%	0.7	+7.69%	0.0033	✓	1.88	1.2M	2022-02-26
ADA	Cardano	Cardano	1.0428	1.0245	-1.76%	0.8873	-14.91%	0.2015	✓	1.13	113.2M	2022-02-26
DODO	DODO	Ethereum	0.482	0.473548	-1.75%	0.438	-9.13%	0.1564	✓	1.53	5.5M	2022-02-26
MOVR	Moonriver	Base	73.6045	72.3507	-1.70%	64.8155	-11.94%	0.1721	✓	1.22	442k	2022-02-26
UOS	Ultra	Ethereum	0.99692	0.980078	-1.69%	1.2108	+21.46%	0.1458	✗	1.28	2.4M	2022-02-26
PORTO	FC Porto	Binance Smart Chain	2.7628	2.7163	-1.68%	2.7384	-0.88%	0.0444	✓	1.03	1.9M	2022-02-26
BEL	Bella Protocol	Ethereum	0.861	0.84742	-1.58%	0.895	+3.95%	0.0152	✓	1.37	2.4M	2022-02-26
NMR	Numeraire	Ethereum	26.76	26.3385	-1.58%	30.18	+12.78%	0.0959	✗	0.79	377k	2022-02-26
XYM	Symbol	native	0.1614	0.158868	-1.57%	0.1441	-10.72%	0.1311	✓	0.66	573k	2022-02-26
SUN	Sun Token	Tron	0.014097	0.013877	-1.56%	0.01194	-15.30%	0.2110	✓	1.19	2.7M	2022-02-26
XPR	XPR Network	Ethereum	0.01041	0.010249	-1.54%	0.00997	-4.23%	0.0931	✓	1.28	2.2M	2022-02-26
MASK	Mask Network	Ethereum	5.62	5.534	-1.53%	4.46	-20.64%	0.2643	✓	0.95	960k	2022-02-26
BICO	Biconomy	Ethereum	1.95	1.9207	-1.50%	1.276	-34.56%	0.4840	✓	1.47	4.6M	2022-02-26
DASH	Dash	Dash	91.73	90.4185	-1.43%	93.68	+2.13%	0.0247	✓	1.18	3.0M	2022-02-26
COTI	COTI	Ethereum	0.2772	0.273381	-1.38%	0.2129	-23.20%	0.3289	✓	1.54	4.2M	2022-02-26
LEO	LEO Token	Ethereum	3.4851	3.4374	-1.37%	6.0612	+73.92%	0.5683	✗	-0.02	371k	2022-02-26
BCHSV	Bitcoin Cash SV		89.31	88.1061	-1.35%	84.76	-5.09%	0.0870	✓	0.94	1.7M	2022-02-26
JASMY	JasmyCoin	Ethereum	0.04646	0.045847	-1.32%	0.01784	-61.60%	1.0115	✓	1.32	9.5M	2022-02-26
DEXE	DeXe	Ethereum	6.37	6.2862	-1.32%	6.27	-1.57%	0.0134	✓	0.21	1.2M	2022-02-26
VSYS	V.SYSTEMS	native	0.01439	0.014204	-1.30%	0.01217	-15.43%	0.2022	✓	0.93	19k	2022-02-26
MANA	Decentraland	Ethereum	2.2527	2.2252	-1.22%	2.6813	+19.02%	0.1383	✗	0.94	3.1M	2022-02-26
XVG	Verge	native	0.00965	0.009534	-1.20%	0.00985	+2.07%	0.0353	✓	1.33	1.6M	2022-02-26
BNT	Bancor Network	Ethereum	2.3	2.2725	-1.20%	2.3	+0.00%	0.0398	✓	1.02	800k	2022-02-26
BAND	Band	Ethereum	3.38	3.3404	-1.17%	3.6	+6.51%	0.0116	✓	1.24	2.5M	2022-02-26
AAVE	Aave	Ethereum	144.54	143.0136	-1.06%	136.67	-5.44%	0.1147	✓	1.36	14.3M	2022-02-26
XMR	Monero	Monero	144.6	143.1052	-1.03%	157.91	+9.20%	0.0471	✗	1.00	2.2M	2022-02-26
XEC	eCash	native	0.00007022	0.000069531	-0.98%	0.00007538	+7.35%	0.0243	✗	1.11	5.8M	2022-02-26
SC	Siacoin	native	0.00962	0.009529	-0.94%	0.00906	-5.82%	0.1039	✓	1.05	611k	2022-02-26
WBTC	Wrapped Bitcoin	Ethereum	37,269.30	36,919.24	-0.94%	39,589.70	+6.23%	0.0180	✗	1.01	47k	2022-02-26
1INCH	1INCH	Ethereum	1.59	1.5751	-0.94%	1.437	-9.62%	0.1567	✓	1.27	2.3M	2022-02-26
ICP	Internet Computer	Ethereum	19.61	19.4297	-0.92%	17.73	-9.59%	0.1554	✓	1.25	34.3M	2022-02-26
AMP	Amp	Ethereum	0.02909	0.028826	-0.91%	0.02842	-2.30%	0.0615	✓	0.93	8.7M	2022-02-26
SOL	Solana	Solana	89.55	88.7716	-0.87%	90.32	+0.86%	0.0431	✓	1.18	164.2M	2022-02-26
BAR	FC Barcelona Fan Token	Solana	5.84	5.7896	-0.86%	5.38	-7.88%	0.1134	✓	0.78	504k	2022-02-26
MINA	Mina Protocol	native	2.26	2.2414	-0.82%	2.05	-9.29%	0.1499	✓	1.19	626k	2022-02-26
TWT	Trust Wallet	Binance Smart Chain	0.5092	0.505294	-0.77%	0.504	-1.02%	0.0722	✓	1.36	2.8M	2022-02-26
DOGE	Dogecoin	Dogecoin	0.141443	0.140445	-0.71%	0.127595	-9.79%	0.1497	✓	1.05	7.1M	2022-02-26
GODS	Gods Unchained	Ethereum	2.23	2.2143	-0.70%	1.24	-44.39%	0.6589	✓	1.55	2.6M	2022-02-26
IMX	Immutable	Ethereum	2.65	2.6332	-0.63%	1.5	-43.40%	0.6403	✓	1.52	2.2M	2022-02-26
KSM	Kusama	Hydration	164.64	163.6132	-0.62%	124.78	-24.21%	0.3322	✓	1.20	1.3M	2022-02-26
SUSHI	Sushi	Ethereum	4.05	4.0264	-0.58%	3.25	-19.75%	0.2828	✓	1.34	12.5M	2022-02-26
OGN	Origin Token	Ethereum	0.314	0.312512	-0.47%	0.29	-7.64%	0.1453	✓	1.38	1.6M	2022-02-26
ALGO	Algorand	Algorand	0.9364	0.931988	-0.47%	0.8598	-8.18%	0.1401	✓	1.16	37.9M	2022-02-26
UNI	Uniswap	Ethereum	10.32	10.2759	-0.43%	9.06	-12.21%	0.1936	✓	1.33	12.5M	2022-02-26
QTUM	Qtum	Qtum	5.5654	5.5426	-0.41%	6.1323	+10.19%	0.0282	✗	1.43	227k	2022-02-26
TRAC	OriginTrail	Ethereum	0.5781	0.575852	-0.39%	0.4599	-20.45%	0.3032	✓	1.53	1.4M	2022-02-26
SPELL	Spell	Ethereum	0.00534	0.005321	-0.36%	0.00431	-19.29%	0.3266	✓	2.27	21.3M	2022-02-26
STORJ	Storj	Ethereum	1.0754	1.0717	-0.34%	0.99036	-7.90%	0.1292	✓	0.98	387k	2022-02-26
RIF	Rootstock Infrastructure Framework	Ethereum	0.1146	0.114223	-0.33%	0.1506	+31.41%	0.2280	✗	0.95	349k	2022-02-26
NAKA	Nakamoto Games	Polygon	0.4535	0.452095	-0.31%	0.4281	-5.60%	0.1284	✓	1.45	2.1M	2022-02-26
ZEN	Horizen	Base	36.7	36.5995	-0.27%	33.26	-9.37%	0.1759	✓	1.57	626k	2022-02-26
DOT	Polkadot	Polkadot	18.13	18.0934	-0.20%	18.04	-0.50%	0.0733	✓	1.38	54.6M	2022-02-26
TKO	Tokocrypto	Binance Smart Chain	0.725	0.724183	-0.11%	0.679	-6.34%	0.1209	✓	1.11	1.9M	2022-02-26
ACM	AC Milan Fan Token	Solana	3.89	3.8858	-0.11%	4.058	+4.32%	0.0034	✗	0.78	396k	2022-02-26
RAD	Radworks	Ethereum	5.07	5.0661	-0.08%	4.47	-11.83%	0.1755	✓	0.98	1.1M	2022-02-26
AGLD	Adventure Gold	Ethereum	0.81	0.809412	-0.07%	1.139	+40.62%	0.2646	✗	1.51	532k	2022-02-26
CBK	Cobak	Ethereum	2.121	2.1195	-0.07%	2.285	+7.73%	0.0201	✗	1.08	23k	2022-02-26
OXT	Orchid Protocol	Ethereum	0.2343	0.234259	-0.02%	0.226	-3.54%	0.0993	✓	1.24	1.8M	2022-02-26
LTC	Litecoin	Litecoin	106.92	106.9155	-0.00%	108.29	+1.28%	0.0554	✓	1.33	35.7M	2022-02-26
LRC	Loopring	Ethereum	0.9645	0.96447	-0.00%	0.7651	-20.67%	0.3322	✓	1.97	1.1M	2022-02-26
LSK	Lisk	Ethereum	1.5616	1.5627	+0.07%	1.5733	+0.74%	0.0500	✗	1.11	89k	2022-02-26
BTC	Bitcoin	Bitcoin	37,188.37	37,224.81	+0.10%	39,137.80	+5.24%	0.0010	✗	1.00	734.4M	2022-02-26
XLM	Stellar	Stellar	0.194019	0.194445	+0.22%	0.192899	-0.58%	0.0607	✗	1.03	26.2M	2022-02-26
MTL	Metal DAO	Metal L2	1.399	1.4023	+0.23%	1.524	+8.93%	0.0231	✓	1.18	1.6M	2022-02-26
KCS	KuCoin	native	16.064	16.104	+0.25%	19.708	+22.68%	0.1249	✓	1.51	10.9M	2022-02-26
ASR	AS Roma Fan Token	Solana	2.955	2.9625	+0.26%	2.576	-12.83%	0.1804	✗	0.79	431k	2022-02-26
CTSI	Cartesi	Ethereum	0.4474	0.448675	+0.29%	0.3655	-18.31%	0.2755	✗	1.38	2.5M	2022-02-26
DKA	dKargo	Ethereum	0.08437	0.084654	+0.34%	0.08727	+3.44%	0.0304	✗	1.19	46k	2022-02-26
SANTOS	Santos FC Fan Token	Binance Smart Chain	2.637	2.6459	+0.34%	2.305	-12.59%	0.2164	✗	1.54	1.0M	2022-02-26
TRX	TRON	Tron	0.056453	0.056645	+0.34%	0.059459	+5.32%	0.0005	✓	0.94	478k	2022-02-26
DYDX	dYdX	Cosmos	5.722	5.7427	+0.36%	5.391	-5.78%	0.1133	✗	0.98	320k	2022-02-26
NANO	nanopay	Base	2.3156	2.3283	+0.55%	1.8651	-19.46%	0.2853	✗	1.24	841k	2022-02-26
CHZ	Chiliz	Ethereum	0.1754	0.176475	+0.61%	0.1751	-0.17%	0.0775	✗	1.36	4.0M	2022-02-26
AUCTION	Bounce	Ethereum	13.95	14.0466	+0.69%	12.91	-7.46%	0.1351	✗	0.99	841k	2022-02-26
HIVE	Hive	native	0.8838	0.89004	+0.71%	0.9533	+7.86%	0.0086	✗	1.51	3.2M	2022-02-26
AVAX	Avalanche	Avalanche	64.73	65.2634	+0.82%	81.79	+26.36%	0.1582	✓	1.32	92.3M	2022-02-26
JUV	Juventus Fan Token	Solana	5.9	5.9501	+0.85%	5.7	-3.39%	0.0862	✗	0.85	561k	2022-02-26
ZEC	Zcash	Zcash	88.89	89.6978	+0.91%	107.8	+21.27%	0.1164	✓	1.32	7.5M	2022-02-26
LPT	Livepeer	Ethereum	24.3	24.5335	+0.96%	24.45	+0.62%	0.0888	✗	1.67	2.7M	2022-02-26
COMP	Compound	Ethereum	121.94	123.1318	+0.98%	113.35	-7.04%	0.1479	✗	1.28	74k	2022-02-26
SHIB	Shiba Inu	Ethereum	0.00002125	0.000021467	+1.02%	0.00002435	+14.59%	0.0536	✓	1.42	1.8M	2022-02-26
CITY	Manchester City Fan Token	Solana	8.93	9.0267	+1.08%	9.33	+4.48%	0.0050	✓	0.75	724k	2022-02-26
LCX	LCX	Ethereum	0.0947	0.095836	+1.20%	0.0854	-9.82%	0.1910	✗	1.48	1.9M	2022-02-26
LINK	Chainlink	Ethereum	15.23	15.4437	+1.40%	14.72	-3.35%	0.1099	✗	1.21	81.3M	2022-02-26
ZRX	0x Protocol	Ethereum	0.530399	0.53851	+1.53%	0.544581	+2.67%	0.0508	✗	1.21	3.7M	2022-02-26
QNT	Quant	Ethereum	93.16	94.6654	+1.62%	110.79	+18.92%	0.1046	✓	1.03	7.5M	2022-02-26
BCH	Bitcoin Cash	Bitcoin Cash	289.64	294.4599	+1.66%	315.57	+8.95%	0.0160	✓	1.04	8.5M	2022-02-26
XVS	Venus	Ethereum	8.39	8.5335	+1.71%	8.98	+7.03%	0.0165	✓	1.32	2.9M	2022-02-26
ARPA	ARPA	Ethereum	0.065	0.066118	+1.72%	0.073	+12.31%	0.0255	✓	1.44	605k	2022-02-26
PHA	PHALA	Ethereum	0.243	0.247531	+1.86%	0.232	-4.53%	0.1137	✗	0.96	67k	2022-02-26
XEM	NEM	native	0.0984	0.100458	+2.09%	0.101	+2.64%	0.0480	✗	1.04	43k	2022-02-26
ATM	Atletico Madrid Fan Token	Solana	5.12	5.2313	+2.17%	4.68	-8.59%	0.1486	✗	0.73	457k	2022-02-26
ANKR	Ankr Network	Ethereum	0.07195	0.07361	+2.31%	0.06611	-8.12%	0.1475	✗	0.78	60k	2022-02-26
DNT	district0x	Ethereum	0.0794	0.0816	+2.77%	0.0685	-13.73%	0.2381	✗	1.24	352k	2022-02-26
ETH	Ethereum	Ethereum	2,425.82	2,494.29	+2.82%	2,780.71	+14.63%	0.0524	✓	1.10	569.1M	2022-02-26
CVC	Civic	Ethereum	0.2367	0.24341	+2.83%	0.2767	+16.90%	0.0712	✓	1.12	469k	2022-02-26
METRONOME	METRONOME		2.7225	2.8482	+4.62%	2.2359	-17.87%	0.2853	✗	0.85	8,523	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.