2022-02-14 · +30d

lstm_s6 · 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

+0.2122

150 of 150 tokens assessed

long-short decile

+19.38%

realised beta-adjusted alpha

direction hit

74.0%

in alpha space · 79.3% on raw price

BTC over horizon

-3.34%

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
XVS	Venus	Ethereum	9.58	9.6151	+0.37%	8.55	-10.75%	0.0716	✗	1.35	2.9M	2022-03-16
AAVE	Aave	Ethereum	161.11	161.1839	+0.05%	141.71	-12.04%	0.0808	✗	1.41	8.1M	2022-03-16
DOGE	Dogecoin	Dogecoin	0.145821	0.145346	-0.33%	0.116967	-19.79%	0.1825	✓	1.02	6.7M	2022-03-16
DNT	district0x	Ethereum	0.0819	0.081591	-0.38%	0.0705	-13.92%	0.1045	✓	1.23	195k	2022-03-16
BEL	Bella Protocol	Ethereum	0.909	0.905128	-0.43%	0.819	-9.90%	0.0536	✓	1.36	2.4M	2022-03-16
QNT	Quant	Ethereum	121.35	120.8065	-0.45%	117.28	-3.35%	0.0047	✗	1.01	7.8M	2022-03-16
SC	Siacoin	native	0.01033	0.010241	-0.86%	0.00895	-13.36%	0.0998	✓	1.03	483k	2022-03-16
CBK	Cobak	Ethereum	2.341	2.3189	-0.94%	2.135	-8.80%	0.0451	✓	1.10	21k	2022-03-16
BCH	Bitcoin Cash	Bitcoin Cash	330.66	327.3567	-1.00%	299.84	-9.32%	0.0539	✓	1.00	8.9M	2022-03-16
AXS	Axie Infinity	Ethereum	56.82	56.2398	-1.02%	50.45	-11.21%	0.0663	✓	1.25	8.8M	2022-03-16
DEXE	DeXe	Ethereum	7.22	7.143	-1.07%	6.02	-16.62%	0.1611	✓	0.29	1.2M	2022-03-16
WBTC	Wrapped Bitcoin	Ethereum	42,156.20	41,657.43	-1.18%	41,103.10	-2.50%	0.0197	✗	0.98	51k	2022-03-16
MTL	Metal DAO	Metal L2	1.61	1.5908	-1.19%	1.529	-5.03%	0.0002	✓	1.17	1.9M	2022-03-16
LUNA	Terra	Terra 2	53.94	53.216	-1.34%	89.17	+65.31%	0.5649	✗	1.43	6.9M	2022-03-16
UNI	Uniswap	Ethereum	10.62	10.4589	-1.52%	9.09	-14.41%	0.0950	✓	1.33	12.5M	2022-03-16
MASK	Mask Network	Ethereum	5.66	5.5713	-1.57%	4.14	-26.86%	0.2608	✓	1.06	590k	2022-03-16
TWT	Trust Wallet	Binance Smart Chain	0.5481	0.53929	-1.61%	0.7347	+34.04%	0.3554	✗	1.36	2.4M	2022-03-16
KSM	Kusama	Hydration	167.33	164.5101	-1.69%	130.7	-21.89%	0.1894	✓	1.20	930k	2022-03-16
LPT	Livepeer	Ethereum	26.44	25.9839	-1.73%	24.32	-8.02%	0.0136	✓	1.55	2.0M	2022-03-16
ACM	AC Milan Fan Token	Solana	4.631	4.5508	-1.73%	4.679	+1.04%	0.0564	✗	0.84	379k	2022-03-16
LINK	Chainlink	Ethereum	15.9	15.6232	-1.74%	14.68	-7.67%	0.0216	✓	1.20	70.2M	2022-03-16
XLM	Stellar	Stellar	0.210709	0.206977	-1.77%	0.18936	-10.13%	0.0541	✓	1.03	21.9M	2022-03-16
GITCOIN	GITCOIN		7.128	7.0012	-1.78%	5.736	-19.53%	0.1893	✓	0.29	38k	2022-03-16
JASMY	JasmyCoin	Ethereum	0.02976	0.029197	-1.89%	0.02106	-29.23%	0.2877	✓	1.15	10.0M	2022-03-16
CHZ	Chiliz	Ethereum	0.2046	0.200679	-1.92%	0.2037	-0.44%	0.0632	✗	1.42	3.7M	2022-03-16
ETH	Ethereum	Ethereum	2,931.01	2,874.73	-1.92%	2,774.89	-5.33%	0.0027	✓	1.12	572.6M	2022-03-16
DODO	DODO	Ethereum	0.502	0.492332	-1.93%	0.399	-20.52%	0.1614	✓	1.44	4.5M	2022-03-16
XEM	NEM	native	0.1094	0.107146	-2.06%	0.099	-9.51%	0.0432	✓	1.06	39k	2022-03-16
PHA	PHALA	Ethereum	0.285	0.279126	-2.06%	0.228	-20.00%	0.1700	✓	0.95	77k	2022-03-16
MED	Medibloc	Osmosis	0.0437	0.042751	-2.17%	0.04049	-7.35%	0.0141	✓	1.19	30k	2022-03-16
STORJ	Storj	Ethereum	1.1301	1.1053	-2.20%	1.053	-6.82%	0.0135	✓	1.03	211k	2022-03-16
GRT	The Graph	Ethereum	0.4039	0.394975	-2.21%	0.455	+12.65%	0.1865	✗	1.33	8.7M	2022-03-16
ENS	Ethereum Name Service	Ethereum	17.04	16.6573	-2.25%	14.44	-15.26%	0.0835	✓	1.75	3.7M	2022-03-16
ADA	Cardano	Cardano	1.05	1.0261	-2.28%	0.8393	-20.07%	0.1627	✓	1.13	115.7M	2022-03-16
XYM	Symbol	native	0.1748	0.170619	-2.39%	0.1357	-22.37%	0.2047	✓	0.72	388k	2022-03-16
CTSI	Cartesi	Ethereum	0.4478	0.436909	-2.43%	0.3185	-28.87%	0.2652	✓	1.50	2.0M	2022-03-16
TRAC	OriginTrail	Ethereum	0.6376	0.6214	-2.54%	0.4194	-34.22%	0.3409	✓	1.54	718k	2022-03-16
ORBS	Orbs	Ethereum	0.0708	0.068996	-2.55%	0.0732	+3.39%	0.0970	✗	1.11	19k	2022-03-16
CITY	Manchester City Fan Token	Solana	11.42	11.1149	-2.67%	11.83	+3.59%	0.0866	✗	0.71	706k	2022-03-16
SOL	Solana	Solana	96.43	93.8529	-2.67%	87.82	-8.93%	0.0234	✓	1.27	179.7M	2022-03-16
ASM	Assemble AI	Ethereum	0.05226	0.050831	-2.73%	0.04945	-5.38%	0.0201	✓	1.40	1.2M	2022-03-16
ANKR	Ankr Network	Ethereum	0.07495	0.072854	-2.80%	0.07308	-2.49%	0.0284	✗	0.74	84k	2022-03-16
DASH	Dash	Dash	103.84	100.9355	-2.80%	98.4	-5.24%	0.0125	✓	1.12	2.0M	2022-03-16
LCX	LCX	Ethereum	0.0983	0.095545	-2.80%	0.0882	-10.27%	0.0278	✓	1.54	1.1M	2022-03-16
LSK	Lisk	Ethereum	1.7556	1.7064	-2.80%	2.0762	+18.26%	0.2348	✗	1.14	67k	2022-03-16
NMR	Numeraire	Ethereum	28.49	27.6825	-2.83%	28.13	-1.26%	0.0486	✗	0.96	1.2M	2022-03-16
OMG	OMG Network	Ethereum	4.6155	4.4839	-2.85%	4.1763	-9.52%	0.0295	✓	1.22	349k	2022-03-16
CVC	Civic	Ethereum	0.2886	0.280288	-2.88%	0.2713	-5.99%	0.0057	✓	1.13	538k	2022-03-16
DKA	dKargo	Ethereum	0.09436	0.09154	-2.99%	0.09466	+0.32%	0.0726	✗	1.15	51k	2022-03-16
IMX	Immutable	Ethereum	2.29	2.2213	-3.00%	1.646	-28.12%	0.2667	✓	0.97	3.2M	2022-03-16
AMP	Amp	Ethereum	0.02945	0.028563	-3.01%	0.02522	-14.36%	0.0957	✓	0.85	6.2M	2022-03-16
BAR	FC Barcelona Fan Token	Solana	6.47	6.2716	-3.07%	8.59	+32.77%	0.3430	✗	0.84	463k	2022-03-16
RAD	Radworks	Ethereum	5.39	5.2227	-3.10%	4.47	-17.07%	0.1187	✓	1.09	682k	2022-03-16
KCS	KuCoin	native	19.607	18.9956	-3.12%	18.299	-6.67%	0.0075	✓	1.32	10.2M	2022-03-16
OGN	Origin Token	Ethereum	0.364	0.352573	-3.14%	0.447	+22.80%	0.2828	✗	1.34	2.3M	2022-03-16
TKO	Tokocrypto	Binance Smart Chain	0.759	0.735086	-3.15%	0.635	-16.34%	0.1093	✓	1.09	1.6M	2022-03-16
TRX	TRON	Tron	0.064484	0.062435	-3.18%	0.061066	-5.30%	0.0078	✓	0.88	327k	2022-03-16
RLC	iExec RLC	Ethereum	1.94	1.8783	-3.18%	1.81	-6.70%	0.0074	✓	1.31	2.2M	2022-03-16
ASR	AS Roma Fan Token	Solana	3.225	3.122	-3.19%	3.572	+10.76%	0.1625	✗	0.82	218k	2022-03-16
VSYS	V.SYSTEMS	native	0.01366	0.013218	-3.23%	0.01185	-13.25%	0.0831	✓	0.77	13k	2022-03-16
XEC	eCash	native	0.00008178	0.000079126	-3.24%	0.00008028	-1.83%	0.0532	✗	1.14	5.1M	2022-03-16
SANTOS	Santos FC Fan Token	Binance Smart Chain	2.793	2.7023	-3.25%	6.401	+129.18%	0.9084	✗	1.36	1.1M	2022-03-16
BCHSV	Bitcoin Cash SV		93.76	90.7098	-3.25%	78.23	-16.56%	0.1173	✓	0.90	1.2M	2022-03-16
QTUM	Qtum	Qtum	6.5803	6.3658	-3.26%	6.0075	-8.71%	0.0089	✓	1.45	130k	2022-03-16
SPELL	Spell	Ethereum	0.00566	0.005473	-3.31%	0.00348	-38.52%	0.3842	✓	2.02	18.8M	2022-03-16
ACH	Alchemy Pay	Ethereum	0.046133	0.044604	-3.31%	0.040705	-11.77%	0.0499	✓	1.22	6.5M	2022-03-16
BAT	Basic Attention	Ethereum	0.80709	0.780184	-3.33%	0.82098	+1.72%	0.1024	✗	1.51	299k	2022-03-16
UOS	Ultra	Ethereum	1.039	1.0043	-3.35%	1.174	+12.99%	0.1968	✗	1.20	2.3M	2022-03-16
BTC	Bitcoin	Bitcoin	42,548.71	41,105.62	-3.39%	41,127.97	-3.34%	0.0345	✓	1.00	642.7M	2022-03-16
DYDX	dYdX	Cosmos	7.402	7.1477	-3.44%	4.733	-36.06%	0.3784	✓	1.00	407k	2022-03-16
DOT	Polkadot	Polkadot	18.7	18.0573	-3.44%	19.04	+1.82%	0.0993	✗	1.36	34.9M	2022-03-16
SHIB	Shiba Inu	Ethereum	0.00002958	0.000028555	-3.46%	0.00002273	-23.16%	0.1802	✓	1.41	2.3M	2022-03-16
COMP	Compound	Ethereum	123.15	118.8222	-3.51%	110	-10.68%	0.0330	✓	1.30	59k	2022-03-16
ICP	Internet Computer	Ethereum	20.74	20.0014	-3.56%	16.49	-20.49%	0.1536	✓	1.16	24.7M	2022-03-16
ZRX	0x Protocol	Ethereum	0.593972	0.572607	-3.60%	0.511443	-13.89%	0.0737	✓	1.16	3.5M	2022-03-16
BFC	Bifrost	Ethereum	0.1719	0.165693	-3.61%	0.1473	-14.31%	0.0624	✓	1.63	34k	2022-03-16
FIL	Filecoin	Filecoin	20.75	19.9883	-3.67%	17.42	-16.05%	0.0963	✓	1.21	10.5M	2022-03-16
ATM	Atletico Madrid Fan Token	Solana	5.47	5.2668	-3.71%	6.66	+21.76%	0.2615	✗	0.79	404k	2022-03-16
GTC	Gitcoin	Ethereum	7.17	6.9014	-3.75%	5.8	-19.11%	0.1633	✓	0.31	1.7M	2022-03-16
XPR	XPR Network	Ethereum	0.01219	0.011729	-3.79%	0.01117	-8.37%	0.0039	✓	1.55	1.7M	2022-03-16
ASTR	Astar	Ethereum	0.114	0.109682	-3.79%	0.105	-7.89%	0.0097	✓	1.00	71k	2022-03-16
ETC	Ethereum Classic	native	31.42	30.2287	-3.79%	27.36	-12.92%	0.0641	✓	1.05	5.1M	2022-03-16
SNX	Synthetix	Ethereum	4.58	4.4047	-3.83%	4.216	-7.95%	0.0020	✓	1.23	2.6M	2022-03-16
JUV	Juventus Fan Token	Solana	6.76	6.5002	-3.84%	6.49	-3.99%	0.0289	✓	0.90	426k	2022-03-16
EWT	Energy Web Token	Ethereum	6.017	5.7747	-4.03%	5.005	-16.82%	0.1137	✓	0.87	72k	2022-03-16
GODS	Gods Unchained	Ethereum	1.84	1.7651	-4.07%	1.08	-41.30%	0.4512	✓	1.18	1.4M	2022-03-16
AUCTION	Bounce	Ethereum	15.4	14.77	-4.09%	13.23	-14.09%	0.0746	✓	1.05	483k	2022-03-16
ALGO	Algorand	Algorand	0.9001	0.863245	-4.09%	0.7371	-18.11%	0.1202	✓	1.11	26.7M	2022-03-16
AGLD	Adventure Gold	Ethereum	1.12	1.074	-4.11%	1.186	+5.89%	0.1459	✗	1.38	694k	2022-03-16
IOTA	IOTA	IOTA	0.8459	0.810804	-4.15%	0.7237	-14.45%	0.0756	✓	1.12	12.4M	2022-03-16
MOVR	Moonriver	Base	83.68	80.1931	-4.17%	51.8123	-38.08%	0.3870	✓	1.47	315k	2022-03-16
OG	OG Fan Token	Solana	3.33	3.19	-4.20%	3.975	+19.37%	0.2493	✗	0.86	502k	2022-03-16
NANO	nanopay	Base	2.1432	2.0528	-4.22%	2.3037	+7.49%	0.1577	✗	1.25	436k	2022-03-16
ZEN	Horizen	Base	41.27	39.5261	-4.23%	38.67	-6.30%	0.0312	✓	1.56	400k	2022-03-16
COTI	COTI	Ethereum	0.2742	0.262418	-4.30%	0.2051	-25.20%	0.1933	✓	1.57	4.2M	2022-03-16
PSG	Paris Saint-Germain Fan Token	Solana	17.92	17.1469	-4.31%	13.13	-26.73%	0.2426	✓	0.72	1.1M	2022-03-16
GT	Gate	Ethereum	6.6557	6.3663	-4.35%	6.5078	-2.22%	0.0519	✗	0.88	3.9M	2022-03-16
BNT	Bancor Network	Ethereum	2.56	2.4485	-4.36%	2.32	-9.38%	0.0191	✓	1.03	406k	2022-03-16
XVG	Verge	native	0.01132	0.010825	-4.38%	0.009	-20.49%	0.1370	✓	1.40	1.2M	2022-03-16
LEO	LEO Token	Ethereum	5.8399	5.5844	-4.38%	6.0499	+3.60%	0.0914	✗	0.33	430k	2022-03-16
LAZIO	Lazio Fan Token	Binance Smart Chain	3.5401	3.3844	-4.40%	4.461	+26.01%	0.3128	✗	1.08	2.5M	2022-03-16
PORTO	FC Porto	Binance Smart Chain	3.9552	3.7773	-4.50%	4.0815	+3.19%	0.1105	✗	0.97	2.3M	2022-03-16
MINA	Mina Protocol	native	2.68	2.5589	-4.52%	1.86	-30.60%	0.2752	✓	1.29	390k	2022-03-16
BAND	Band	Ethereum	4.21	4.018	-4.56%	3.642	-13.49%	0.0562	✓	1.24	1.9M	2022-03-16
LTC	Litecoin	Litecoin	124.62	118.9264	-4.57%	111.35	-10.65%	0.0232	✓	1.26	34.8M	2022-03-16
TRB	Tellor Tributes	Ethereum	21.2	20.2282	-4.58%	19.73	-6.93%	0.0270	✓	1.53	375k	2022-03-16
CTK	Shentu	Osmosis	1.259	1.2011	-4.60%	1.181	-6.20%	0.0251	✓	1.23	3.2M	2022-03-16
ZEC	Zcash	Zcash	120.62	114.894	-4.75%	154.1	+27.76%	0.3350	✗	1.22	7.2M	2022-03-16
FTT	FTX	Ethereum	44.85	42.6829	-4.83%	42.72	-4.75%	0.0407	✓	1.17	31.2M	2022-03-16
SKL	SKALE	Ethereum	0.1573	0.149664	-4.85%	0.128	-18.63%	0.1103	✓	1.36	3.2M	2022-03-16
CRV	Curve DAO	Ethereum	2.91	2.7676	-4.89%	2.091	-28.14%	0.2316	✓	1.44	18.3M	2022-03-16
DIA	DIA	Ethereum	0.94	0.893864	-4.91%	0.92	-2.13%	0.0628	✗	1.00	271k	2022-03-16
LRC	Loopring	Ethereum	0.9283	0.882686	-4.91%	0.7151	-22.97%	0.1584	✓	1.54	588k	2022-03-16
XMR	Monero	Monero	176.38	167.4977	-5.04%	189.66	+7.53%	0.1590	✗	1.02	1.2M	2022-03-16
UMA	UMA	Ethereum	6	5.695	-5.08%	7.808	+30.13%	0.3508	✗	1.04	1.9M	2022-03-16
RIF	Rootstock Infrastructure Framework	Ethereum	0.1626	0.154168	-5.19%	0.1519	-6.58%	0.0204	✓	1.04	470k	2022-03-16
AVT	Aventus	Ethereum	2.84	2.6923	-5.20%	2.28	-19.72%	0.1322	✓	1.00	693k	2022-03-16
POWR	Powerledger	Ethereum	0.5644	0.533882	-5.41%	0.5055	-10.44%	0.0189	✓	1.05	1.0M	2022-03-16
FIDA	Bonfida	Solana	2.355	2.2273	-5.42%	1.611	-31.59%	0.2900	✓	1.00	84k	2022-03-16
DUSK	DUSK	Ethereum	0.4399	0.41567	-5.51%	0.3368	-23.44%	0.1498	✓	1.79	26.1M	2022-03-16
METRONOME	METRONOME		3.4806	3.2885	-5.52%	2.1072	-39.46%	0.4155	✓	0.87	30k	2022-03-16
HIVE	Hive	native	1.0452	0.987247	-5.54%	0.8746	-16.32%	0.0650	✓	1.65	1.9M	2022-03-16
1INCH	1INCH	Ethereum	1.7	1.6034	-5.68%	1.51	-11.18%	0.0171	✓	1.26	1.3M	2022-03-16
STX	Stacks	native	1.47	1.3844	-5.82%	1.28	-12.93%	0.0444	✓	1.00	1.0M	2022-03-16
MANA	Decentraland	Ethereum	2.8438	2.6772	-5.86%	2.4922	-12.36%	0.0362	✓	1.04	2.8M	2022-03-16
BTTC	BTTC		0.00000213	0.000002005	-5.87%	0.00000185	-13.15%	0.0465	✓	1.00	14.3M	2022-03-16
CELL	Cellframe	Ethereum	1.2512	1.1766	-5.96%	1.413	+12.93%	0.2364	✗	1.57	123k	2022-03-16
SUSHI	Sushi	Ethereum	4.07	3.8274	-5.96%	3.12	-23.34%	0.1572	✓	1.39	8.0M	2022-03-16
OXT	Orchid Protocol	Ethereum	0.268	0.251964	-5.98%	0.2435	-9.14%	0.0018	✓	1.06	1.6M	2022-03-16
ENJ	Enjin Coin	Ethereum	1.753	1.6476	-6.01%	1.428	-18.54%	0.0982	✓	1.32	1.1M	2022-03-16
KNC	Kyber Network Crystal	Ethereum	1.9224	1.8055	-6.08%	3.0607	+59.21%	0.5478	✗	0.59	2.8M	2022-03-16
GLMR	Moonbeam	Base	4.666	4.3724	-6.29%	2.572	-44.88%	0.4993	✓	0.92	709k	2022-03-16
PEOPLE	ConstitutionDAO	Ethereum	0.0688	0.064329	-6.50%	0.0619	-10.03%	0.0218	✓	1.78	64.3M	2022-03-16
BICO	Biconomy	Ethereum	1.81	1.692	-6.52%	1.322	-26.96%	0.1998	✓	1.38	2.9M	2022-03-16
ARPA	ARPA	Ethereum	0.0868	0.081059	-6.61%	0.0703	-19.01%	0.0956	✓	1.38	674k	2022-03-16
NCT	PolySwarm	Ethereum	0.04361	0.040694	-6.69%	0.03622	-16.95%	0.0919	✓	0.72	2.6M	2022-03-16
SUN	Sun Token	Tron	0.016621	0.015484	-6.84%	0.011683	-29.71%	0.2422	✓	1.16	535k	2022-03-16
SUPER	SuperVerse	Ethereum	0.94	0.875373	-6.88%	0.62	-34.04%	0.2782	✓	1.96	1.0M	2022-03-16
ORCA	Orca	Solana	3.09	2.8754	-6.94%	2.1	-32.04%	0.2803	✓	1.00	914k	2022-03-16
XTZ	Tezos	Tezos	3.9473	3.6718	-6.98%	3.1013	-21.43%	0.1246	✓	1.30	2.4M	2022-03-16
API3	Api3	Ethereum	4.35	4.0317	-7.32%	4.743	+9.03%	0.1734	✗	0.32	2.0M	2022-03-16
AVAX	Avalanche	Avalanche	81.84	75.7796	-7.41%	74.12	-9.43%	0.0264	✓	1.43	98.9M	2022-03-16
XYO	XYO Network	Ethereum	0.021238	0.019625	-7.59%	0.01695	-20.19%	0.1050	✓	1.22	2.5M	2022-03-16
CWEB	Coinweb	Ethereum	0.028657	0.026316	-8.17%	0.017177	-40.06%	0.3821	✓	1.31	102k	2022-03-16
ATOM	Cosmos Hub	Cosmos	27.16	24.8802	-8.39%	28.97	+6.66%	0.1902	✗	1.12	71.8M	2022-03-16
NAKA	Nakamoto Games	Polygon	0.545	0.497598	-8.70%	0.3835	-29.63%	0.1955	✓	1.91	1.8M	2022-03-16
CERE	Cere Network	Ethereum	0.0338	0.030825	-8.80%	0.02474	-26.80%	0.1692	✓	1.49	490k	2022-03-16
YFI	yearn.finance	Ethereum	23,089.90	21,014.45	-8.99%	19,215.35	-16.78%	0.0574	✓	0.94	7.6M	2022-03-16
PRO	Propy	Ethereum	2.23	2.0044	-10.12%	1.46	-34.53%	0.2493	✓	1.99	923k	2022-03-16
POKT	Pocket Network	Ethereum	1.226	1.0909	-11.02%	0.7108	-42.02%	0.3986	✓	0.88	1.6M	2022-03-16

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.