2021-12-20 · +7d

lstm_s6 · in-sample — the model trained on this date · 135 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

+0.0708

135 of 135 tokens assessed

long-short decile

+5.10%

realised beta-adjusted alpha

direction hit

25.9%

in alpha space · 8.1% on raw price

BTC over horizon

+8.08%

the unhedgeable market factor

Predicted vs actual (135 rows, sorted by pred)

token	name	chain	anchor px	pred px ▾	pred Δ	actual px	actual Δ	alpha err	hit	β90d	vol 30d	target
DOGE	Dogecoin	Dogecoin	0.167179	0.168088	+0.54%	0.187814	+12.34%	0.0243	✓	1.12	5.3M	2021-12-27
AAVE	Aave	Ethereum	181.01	181.8514	+0.46%	277.6	+53.36%	0.3472	✓	0.98	11.0M	2021-12-27
JASMY	JasmyCoin	Ethereum	0.06558	0.065641	+0.09%	0.08443	+28.74%	0.1747	✓	0.99	22.6M	2021-12-27
MTL	Metal DAO	Metal L2	2.04	2.0415	+0.08%	2.337	+14.56%	0.0486	✓	1.11	3.4M	2021-12-27
CBK	Cobak	Ethereum	2.838	2.8398	+0.06%	3.267	+15.12%	0.0741	✓	0.85	104k	2021-12-27
ICP	Internet Computer	Ethereum	21.75	21.745	-0.02%	28.24	+29.84%	0.1581	✗	1.33	20.8M	2021-12-27
BCH	Bitcoin Cash	Bitcoin Cash	430.28	430.1787	-0.02%	465.3	+8.14%	0.0031	✓	1.05	14.2M	2021-12-27
XVS	Venus	Ethereum	14.84	14.8355	-0.03%	16.84	+13.48%	0.0373	✗	1.15	6.6M	2021-12-27
WBTC	Wrapped Bitcoin	Ethereum	46,868.20	46,849.74	-0.04%	51,195.60	+9.23%	0.0117	✗	0.99	15k	2021-12-27
BEL	Bella Protocol	Ethereum	1.409	1.4075	-0.11%	1.686	+19.66%	0.0780	✗	1.32	5.6M	2021-12-27
QNT	Quant	Ethereum	174.01	173.7584	-0.14%	206.05	+18.41%	0.1013	✗	0.89	12.3M	2021-12-27
XLM	Stellar	Stellar	0.25839	0.257753	-0.25%	0.300288	+16.22%	0.0758	✗	0.99	40.4M	2021-12-27
ETH	Ethereum	Ethereum	3,946.16	3,933.10	-0.33%	4,038.64	+2.34%	0.0577	✓	1.08	768.5M	2021-12-27
BCHSV	Bitcoin Cash SV		121.71	121.3013	-0.34%	127.41	+4.68%	0.0283	✓	1.00	2.5M	2021-12-27
ACM	AC Milan Fan Token	Solana	5.033	5.016	-0.34%	5.5	+9.28%	0.0423	✗	0.64	1.0M	2021-12-27
DYDX	dYdX	Cosmos	7.411	7.3838	-0.37%	10.034	+35.39%	0.2020	✗	1.35	635k	2021-12-27
TWT	Trust Wallet	Binance Smart Chain	0.6692	0.66657	-0.39%	0.7943	+18.69%	0.0820	✗	1.20	7.8M	2021-12-27
NMR	Numeraire	Ethereum	31.99	31.8595	-0.41%	34.59	+8.13%	0.0309	✗	0.66	754k	2021-12-27
UNI	Uniswap	Ethereum	14.52	14.4607	-0.41%	19.11	+31.61%	0.1792	✗	1.28	14.2M	2021-12-27
DOT	Polkadot	Polkadot	24.08	23.9777	-0.42%	30.97	+28.61%	0.1591	✗	1.25	75.1M	2021-12-27
XYM	Symbol	native	0.2405	0.239466	-0.43%	0.2391	-0.58%	0.0373	✓	0.46	434k	2021-12-27
LINK	Chainlink	Ethereum	18.78	18.6933	-0.46%	23.02	+22.58%	0.1082	✗	1.29	69.7M	2021-12-27
DODO	DODO	Ethereum	0.811	0.807236	-0.46%	1.017	+25.40%	0.1170	✗	1.47	10.9M	2021-12-27
AXS	Axie Infinity	Ethereum	92.63	92.1982	-0.47%	107.04	+15.56%	0.0754	✗	0.95	10.6M	2021-12-27
BTC	Bitcoin	Bitcoin	46,926.07	46,697.18	-0.49%	50,717.77	+8.08%	0.0049	✓	1.00	750.8M	2021-12-27
PHA	PHALA	Ethereum	0.349	0.347264	-0.50%	0.466	+33.52%	0.2364	✗	0.74	54k	2021-12-27
OG	OG Fan Token	Solana	3.939	3.9191	-0.50%	4.744	+20.44%	0.1271	✗	0.82	780k	2021-12-27
ADA	Cardano	Cardano	1.2381	1.2317	-0.52%	1.5164	+22.48%	0.1278	✗	1.03	131.8M	2021-12-27
DKA	dKargo	Ethereum	0.10877	0.108204	-0.52%	0.12484	+14.77%	0.0563	✗	1.12	31k	2021-12-27
SUN	Sun Token	Tron	0.022282	0.022161	-0.54%	0.024165	+8.45%	0.0091	✓	1.23	1.9M	2021-12-27
SUSHI	Sushi	Ethereum	5.48	5.4484	-0.58%	9.15	+66.97%	0.4170	✗	1.31	12.7M	2021-12-27
XEM	NEM	native	0.1249	0.124156	-0.60%	0.1391	+11.37%	0.0281	✗	1.10	202k	2021-12-27
FIL	Filecoin	Filecoin	34.86	34.6501	-0.60%	39.2	+12.45%	0.0433	✗	1.03	21.2M	2021-12-27
BAR	FC Barcelona Fan Token	Solana	8.46	8.4086	-0.61%	9.45	+11.70%	0.0646	✗	0.67	1.1M	2021-12-27
ASR	AS Roma Fan Token	Solana	3.711	3.6873	-0.64%	4.361	+17.52%	0.1150	✗	0.68	544k	2021-12-27
RLC	iExec RLC	Ethereum	2.77	2.7519	-0.65%	3.39	+22.38%	0.1089	✗	1.28	3.0M	2021-12-27
LAZIO	Lazio Fan Token	Binance Smart Chain	4.888	4.8538	-0.70%	5.2921	+8.27%	0.0205	✓	1.38	5.2M	2021-12-27
NAKA	Nakamoto Games	Polygon	1.5221	1.5113	-0.71%	2.0783	+36.54%	0.2820	✗	0.47	8.8M	2021-12-27
TRB	Tellor Tributes	Ethereum	30.38	30.164	-0.71%	39.59	+30.32%	0.1547	✗	1.51	1.6M	2021-12-27
CERE	Cere Network	Ethereum	0.0652	0.064717	-0.74%	0.0741	+13.65%	0.0298	✗	1.36	2.9M	2021-12-27
SOL	Solana	Solana	174.06	172.7356	-0.76%	195.74	+12.46%	0.0459	✗	1.02	281.0M	2021-12-27
KNC	Kyber Network Crystal	Ethereum	1.239	1.2295	-0.76%	1.415	+14.21%	0.0563	✗	1.08	1.6M	2021-12-27
KSM	Kusama	Hydration	263.85	261.8273	-0.77%	322.27	+22.14%	0.1219	✗	1.10	1.5M	2021-12-27
XMR	Monero	Monero	188.84	187.3862	-0.77%	220.72	+16.88%	0.0877	✗	0.98	2.9M	2021-12-27
JUV	Juventus Fan Token	Solana	8.69	8.6211	-0.79%	9.33	+7.36%	0.0175	✗	0.79	838k	2021-12-27
ASM	Assemble AI	Ethereum	0.08901	0.088303	-0.79%	0.09816	+10.28%	0.0070	✓	1.45	6.7M	2021-12-27
RIF	Rootstock Infrastructure Framework	Ethereum	0.2037	0.202031	-0.82%	0.2194	+7.71%	0.0143	✗	0.88	756k	2021-12-27
QTUM	Qtum	Qtum	8.9718	8.8965	-0.84%	9.9988	+11.45%	0.0024	✓	1.47	356k	2021-12-27
METRONOME	METRONOME		4.901	4.8595	-0.85%	4.9574	+1.15%	0.0402	✓	0.77	31k	2021-12-27
COMP	Compound	Ethereum	188.43	186.8262	-0.85%	237.34	+25.96%	0.1569	✗	1.06	236k	2021-12-27
ETC	Ethereum Classic	native	34.54	34.2447	-0.85%	37.61	+8.89%	0.0116	✗	1.06	6.5M	2021-12-27
MED	Medibloc	Osmosis	0.05406	0.053595	-0.86%	0.05816	+7.58%	0.0061	✓	1.13	22k	2021-12-27
SNX	Synthetix	Ethereum	5.11	5.0639	-0.90%	6.44	+26.03%	0.1567	✗	1.08	5.5M	2021-12-27
GITCOIN	GITCOIN		8.955	8.8712	-0.94%	14.106	+57.52%	0.4808	✗	-0.22	119k	2021-12-27
ATM	Atletico Madrid Fan Token	Solana	7.94	7.8609	-1.00%	8.01	+0.88%	0.0333	✓	0.67	1.1M	2021-12-27
ATOM	Cosmos Hub	Cosmos	21.53	21.3147	-1.00%	29.68	+37.85%	0.2668	✗	0.83	42.5M	2021-12-27
1INCH	1INCH	Ethereum	2.39	2.3656	-1.02%	2.8	+17.15%	0.0941	✗	0.96	4.9M	2021-12-27
OMG	OMG Network	Ethereum	5.8629	5.803	-1.02%	6.874	+17.24%	0.0773	✗	1.18	833k	2021-12-27
NANO	nanopay	Base	3.2888	3.2545	-1.04%	3.9652	+20.57%	0.1166	✗	1.04	798k	2021-12-27
IOTA	IOTA	IOTA	1.0799	1.0686	-1.05%	1.3793	+27.72%	0.1810	✗	0.96	23.6M	2021-12-27
AUCTION	Bounce	Ethereum	23.75	23.5009	-1.05%	26.71	+12.46%	0.0456	✗	1.06	2.9M	2021-12-27
BNT	Bancor Network	Ethereum	3.23	3.196	-1.05%	3.6	+11.46%	0.0420	✗	0.99	1.3M	2021-12-27
LSK	Lisk	Ethereum	2.2563	2.2323	-1.06%	2.5471	+12.89%	0.0399	✗	1.18	169k	2021-12-27
ORBS	Orbs	Ethereum	0.0836	0.082671	-1.11%	0.0897	+7.30%	0.0048	✓	1.11	24k	2021-12-27
CHZ	Chiliz	Ethereum	0.2674	0.264422	-1.11%	0.3372	+26.10%	0.1447	✗	1.27	7.0M	2021-12-27
TRAC	OriginTrail	Ethereum	1.0483	1.0366	-1.11%	1.3056	+24.54%	0.1127	✗	1.52	3.4M	2021-12-27
BAND	Band	Ethereum	5.06	5.003	-1.13%	5.87	+16.01%	0.0681	✗	1.18	2.8M	2021-12-27
MOVR	Moonriver	Base	176.9138	174.8687	-1.16%	211.5789	+19.59%	0.1018	✗	1.14	1.1M	2021-12-27
DASH	Dash	Dash	127.33	125.8453	-1.17%	151.04	+18.62%	0.0854	✗	1.25	2.2M	2021-12-27
BFC	Bifrost	Ethereum	0.19466	0.192358	-1.18%	0.22849	+17.38%	0.0448	✗	1.64	34k	2021-12-27
XTZ	Tezos	Tezos	4.1064	4.0574	-1.19%	5.1016	+24.24%	0.1267	✗	1.32	4.7M	2021-12-27
AGLD	Adventure Gold	Ethereum	1.51	1.4919	-1.20%	2.01	+33.11%	0.1669	✗	1.69	2.0M	2021-12-27
TRX	TRON	Tron	0.07761	0.07667	-1.21%	0.081167	+4.58%	0.0193	✓	0.98	798k	2021-12-27
CTK	Shentu	Osmosis	1.671	1.6496	-1.28%	1.884	+12.75%	0.0329	✗	1.29	7.6M	2021-12-27
GRT	The Graph	Ethereum	0.6222	0.61417	-1.29%	0.7375	+18.53%	0.0875	✗	1.23	14.9M	2021-12-27
PORTO	FC Porto	Binance Smart Chain	3.1667	3.1242	-1.34%	3.6103	+14.01%	0.0490	✗	1.23	4.7M	2021-12-27
SC	Siacoin	native	0.01493	0.014727	-1.36%	0.01713	+14.74%	0.0801	✗	0.91	1.9M	2021-12-27
COTI	COTI	Ethereum	0.3017	0.297572	-1.37%	0.4014	+33.05%	0.1851	✗	1.47	4.9M	2021-12-27
XEC	eCash	native	0.00010638	0.000104898	-1.39%	0.00011859	+11.48%	0.0450	✗	1.00	13.4M	2021-12-27
LTC	Litecoin	Litecoin	152.71	150.5089	-1.44%	155.78	+2.01%	0.0769	✓	1.43	60.7M	2021-12-27
ACH	Alchemy Pay	Ethereum	0.057981	0.057131	-1.47%	0.063833	+10.09%	0.0054	✓	1.50	13.8M	2021-12-27
SKL	SKALE	Ethereum	0.1991	0.196135	-1.49%	0.2396	+20.34%	0.1061	✗	1.21	8.9M	2021-12-27
TKO	Tokocrypto	Binance Smart Chain	1.195	1.1771	-1.50%	1.325	+10.88%	0.0413	✗	0.99	4.6M	2021-12-27
ZEN	Horizen	Base	61.49	60.5561	-1.52%	70.72	+15.01%	0.0360	✗	1.53	2.2M	2021-12-27
LPT	Livepeer	Ethereum	34.09	33.5675	-1.53%	43.58	+27.84%	0.1251	✗	1.75	6.0M	2021-12-27
ANKR	Ankr Network	Ethereum	0.09914	0.097615	-1.54%	0.11486	+15.86%	0.1217	✗	0.53	143k	2021-12-27
MASK	Mask Network	Ethereum	10.45	10.2871	-1.56%	12.74	+21.91%	0.1754	✗	0.50	4.2M	2021-12-27
CITY	Manchester City Fan Token	Solana	9.65	9.498	-1.57%	11.16	+15.65%	0.1041	✗	0.74	1.9M	2021-12-27
UMA	UMA	Ethereum	8.75	8.6089	-1.61%	10.75	+22.86%	0.1365	✗	1.10	3.9M	2021-12-27
CVC	Civic	Ethereum	0.3175	0.312299	-1.64%	0.3756	+18.30%	0.1165	✗	0.88	693k	2021-12-27
ARPA	ARPA	Ethereum	0.095	0.093388	-1.70%	0.1161	+22.21%	0.1120	✗	1.36	3.4M	2021-12-27
POWR	Powerledger	Ethereum	0.4213	0.41406	-1.72%	0.4709	+11.77%	0.0205	✗	1.39	1.8M	2021-12-27
PSG	Paris Saint-Germain Fan Token	Solana	15.3	15.0355	-1.73%	16.81	+9.87%	0.0576	✗	0.69	1.6M	2021-12-27
XPR	XPR Network	Ethereum	0.01728	0.016977	-1.75%	0.01876	+8.56%	0.0023	✓	1.26	3.6M	2021-12-27
DNT	district0x	Ethereum	0.1303	0.128012	-1.76%	0.1453	+11.51%	0.0420	✗	1.09	603k	2021-12-27
DEXE	DeXe	Ethereum	12.14	11.9208	-1.81%	13.03	+7.33%	0.1146	✗	-0.33	5.9M	2021-12-27
ALGO	Algorand	Algorand	1.2978	1.2736	-1.86%	1.6631	+28.15%	0.1853	✗	1.05	35.8M	2021-12-27
BICO	Biconomy	Ethereum	3.2	3.1394	-1.89%	5.18	+61.87%	0.4231	✗	1.00	11.9M	2021-12-27
RAD	Radworks	Ethereum	9.53	9.3445	-1.95%	11.09	+16.37%	0.0968	✗	0.96	2.0M	2021-12-27
GT	Gate	Ethereum	5.8354	5.7201	-1.98%	6.8395	+17.21%	0.1152	✗	0.82	5.1M	2021-12-27
SANTOS	Santos FC Fan Token	Binance Smart Chain	3.801	3.7257	-1.98%	4.312	+13.44%	0.0684	✗	1.00	3.7M	2021-12-27
CTSI	Cartesi	Ethereum	0.6286	0.61611	-1.99%	0.8111	+29.03%	0.1798	✗	1.22	7.7M	2021-12-27
MINA	Mina Protocol	native	3.16	3.0965	-2.01%	3.86	+22.15%	0.1441	✗	0.98	821k	2021-12-27
LEO	LEO Token	Ethereum	3.5742	3.5013	-2.04%	3.4608	-3.17%	0.0041	✓	-0.10	372k	2021-12-27
ZRX	0x Protocol	Ethereum	0.755084	0.739454	-2.07%	0.876137	+16.03%	0.0861	✗	1.07	4.8M	2021-12-27
XVG	Verge	native	0.01664	0.016291	-2.10%	0.01908	+14.66%	0.0661	✗	1.18	3.1M	2021-12-27
GTC	Gitcoin	Ethereum	9.01	8.8056	-2.27%	14.16	+57.16%	0.4876	✗	-0.16	3.7M	2021-12-27
IMX	Immutable	Ethereum	4.28	4.1825	-2.28%	5.5	+28.50%	0.1961	✗	1.00	2.8M	2021-12-27
BAT	Basic Attention	Ethereum	1.1076	1.0815	-2.35%	1.3823	+24.80%	0.1077	✗	1.77	1.5M	2021-12-27
FTT	FTX	Ethereum	40.57	39.6097	-2.37%	42.6	+5.00%	0.0102	✓	1.07	25.2M	2021-12-27
LRC	Loopring	Ethereum	2.0189	1.9707	-2.39%	2.2578	+11.83%	0.0163	✓	1.96	2.3M	2021-12-27
HIVE	Hive	native	1.4	1.3661	-2.42%	1.852	+32.29%	0.2014	✗	1.32	12.4M	2021-12-27
UOS	Ultra	Ethereum	1.3895	1.3545	-2.52%	1.7264	+24.25%	0.1654	✗	0.99	7.8M	2021-12-27
MANA	Decentraland	Ethereum	3.1901	3.1091	-2.54%	3.7429	+17.33%	0.1177	✗	0.87	10.9M	2021-12-27
OGN	Origin Token	Ethereum	0.607	0.591495	-2.55%	0.723	+19.11%	0.1043	✗	1.24	3.4M	2021-12-27
ENS	Ethereum Name Service	Ethereum	40.37	39.3258	-2.59%	44.44	+10.08%	0.0279	✓	1.93	13.8M	2021-12-27
EWT	Energy Web Token	Ethereum	10.241	9.9761	-2.59%	9.799	-4.32%	0.0694	✓	0.66	388k	2021-12-27
KCS	KuCoin	native	21.103	20.5238	-2.74%	22.976	+8.88%	0.0210	✓	1.72	23.4M	2021-12-27
AMP	Amp	Ethereum	0.04664	0.045359	-2.75%	0.05341	+14.52%	0.0894	✗	0.95	15.8M	2021-12-27
CRV	Curve DAO	Ethereum	4.11	3.9952	-2.79%	5.28	+28.47%	0.1762	✗	1.32	28.7M	2021-12-27
OXT	Orchid Protocol	Ethereum	0.3532	0.343279	-2.81%	0.4183	+18.43%	0.0963	✗	1.30	6.8M	2021-12-27
STORJ	Storj	Ethereum	1.6264	1.5799	-2.86%	2.0541	+26.30%	0.2123	✗	0.65	1.4M	2021-12-27
ENJ	Enjin Coin	Ethereum	2.312	2.2432	-2.98%	3.08	+33.22%	0.2459	✗	0.92	3.3M	2021-12-27
ZEC	Zcash	Zcash	157.02	152.2912	-3.01%	169.76	+8.11%	0.0011	✓	1.38	13.6M	2021-12-27
SHIB	Shiba Inu	Ethereum	0.00003122	0.000030225	-3.19%	0.00003905	+25.08%	0.1785	✗	1.00	1.9M	2021-12-27
SUPER	SuperVerse	Ethereum	1.19	1.1492	-3.43%	1.32	+10.92%	0.0609	✗	1.00	2.3M	2021-12-27
GODS	Gods Unchained	Ethereum	5.76	5.5575	-3.52%	5.06	-12.15%	0.1715	✓	1.00	9.3M	2021-12-27
VSYS	V.SYSTEMS	native	0.01925	0.018559	-3.59%	0.02154	+11.90%	0.1062	✗	0.55	67k	2021-12-27
API3	Api3	Ethereum	4.79	4.6124	-3.71%	5.13	+7.10%	0.0287	✓	1.00	1.8M	2021-12-27
YFI	yearn.finance	Ethereum	36,818.43	35,366.65	-3.94%	31,759.20	-13.74%	0.1539	✓	0.60	6.2M	2021-12-27
XYO	XYO Network	Ethereum	0.035847	0.034236	-4.49%	0.037325	+4.12%	0.0082	✓	1.01	15.0M	2021-12-27
DUSK	DUSK	Ethereum	0.5372	0.512009	-4.69%	0.8843	+64.61%	0.4039	✗	1.83	10.2M	2021-12-27
AVAX	Avalanche	Avalanche	113.55	107.8908	-4.98%	113.96	+0.36%	0.0338	✓	1.14	164.3M	2021-12-27
LCX	LCX	Ethereum	0.219	0.207169	-5.40%	0.21	-4.11%	0.0771	✓	1.17	3.9M	2021-12-27
SPELL	Spell	Ethereum	0.01809	0.017082	-5.57%	0.0262	+44.83%	0.3500	✗	1.00	30.7M	2021-12-27

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.