lstm_s6
lstm · 316,819 params · beta · trained on 2021-10-20 → 2026-10-21 · 2.4M predictions across 1,769 dates and 1,000 tokens
showing validation only — 2.3M assessed, 56k still pending a matured horizon.
Out-of-sample skill by horizon
+1d · rank IC
+0.0644 t=+13.2
265 days · 179k token-days
+1d · long-short decile
+0.82%
beta-adjusted alpha per period, before costs
+1d · direction hit
55.9%
in alpha space · 54.5% on raw price
+7d · rank IC
+0.0728 t=+14.7
265 days · 178k token-days
+7d · long-short decile
+1.68%
beta-adjusted alpha per period, before costs
+7d · direction hit
61.3%
in alpha space · 61.5% on raw price
+30d · rank IC
+0.0854 t=+18.3
265 days · 177k token-days
+30d · long-short decile
+5.86%
beta-adjusted alpha per period, before costs
+30d · direction hit
61.6%
in alpha space · 69.7% on raw price
How to read this. rank IC is the mean daily cross-sectional Spearman correlation between predicted and realised alpha — it measures ranking, which is what the system is used for, and 0 means no skill. long-short decile is the realised beta-adjusted alpha of the top predicted decile minus the bottom, per period, before trading costs. direction hit is the share of tokens whose sign was right; 50% is a coin flip. Absolute price targets are tilts, not forecasts.
Model
- checkpoint
- runs/ablate_cells/lstm_s6//model.pt
- cell type
- lstm
- parameters
- 316,819
- target
- beta
- horizons
- 1d, 7d, 30d
- calibration slopes
- 1.00, 0.80, 0.60
- data window
- 2021-10-20 → 2026-10-21
- train / val boundary
- 2025-05-08
- val / test boundary
- 2026-01-28
- registered
- 2026-10-21 18:42:30Z
- notes
- A/B arm: lstm seed 6, production hyperparameters (lr 1e-3, bs 1024)
Recent dates
| date | split | tokens | BTC | IC +1d | LS +1d | IC +7d | LS +7d | IC +30d | LS +30d |
|---|---|---|---|---|---|---|---|---|---|
| 2026-01-28 | held out | 806 | -5.21% | +0.033 | -0.90% | -0.062 | -0.91% | +0.009 | +9.71% |
| 2026-01-27 | held out | 808 | +0.05% | -0.067 | -1.21% | -0.040 | -1.08% | +0.016 | +4.10% |
| 2026-01-26 | held out | 809 | +0.98% | +0.107 | +3.39% | -0.030 | -1.98% | +0.021 | +7.08% |
| 2026-01-25 | held out | 804 | +1.95% | +0.088 | -0.14% | +0.015 | -1.37% | +0.026 | +11.73% |
| 2026-01-24 | held out | 803 | -2.83% | +0.050 | +0.64% | +0.013 | -3.19% | +0.027 | +11.35% |
| 2026-01-23 | held out | 804 | -0.44% | +0.060 | +0.59% | -0.001 | -4.02% | +0.025 | +4.25% |
| 2026-01-22 | held out | 804 | +0.01% | +0.080 | +1.93% | +0.023 | -3.16% | +0.005 | +5.47% |
| 2026-01-21 | held out | 800 | +0.11% | +0.003 | +0.09% | +0.081 | -0.49% | +0.027 | +9.22% |
| 2026-01-20 | held out | 799 | +1.19% | +0.069 | +0.88% | +0.103 | +3.31% | +0.032 | +6.22% |
| 2026-01-19 | held out | 797 | -4.59% | +0.004 | -0.12% | +0.098 | +3.75% | +0.014 | +5.58% |
| 2026-01-18 | held out | 802 | -1.15% | +0.064 | -1.65% | +0.106 | +0.23% | +0.024 | +3.79% |
| 2026-01-17 | held out | 804 | -1.55% | +0.035 | -0.50% | +0.079 | +0.56% | -0.010 | -0.41% |
| 2026-01-16 | held out | 803 | -0.41% | +0.098 | +0.43% | +0.036 | -2.44% | +0.002 | -1.13% |
| 2026-01-15 | held out | 805 | -0.09% | +0.036 | +0.87% | +0.085 | -1.69% | +0.007 | -2.67% |
| 2026-01-14 | held out | 804 | -1.41% | +0.054 | +0.26% | +0.053 | -3.77% | +0.013 | -3.35% |
| 2026-01-13 | held out | 804 | +1.65% | +0.099 | +1.00% | +0.094 | +0.49% | -0.026 | -7.18% |
| 2026-01-12 | held out | 802 | +4.60% | +0.084 | +2.05% | +0.079 | -0.55% | -0.014 | +0.69% |
| 2026-01-11 | held out | 796 | +0.35% | +0.088 | -0.10% | +0.097 | +0.45% | -0.005 | +2.58% |
| 2026-01-10 | held out | 797 | +0.55% | +0.070 | +1.00% | +0.051 | +4.63% | -0.019 | -0.68% |
| 2026-01-09 | held out | 801 | -0.16% | +0.051 | +1.05% | +0.040 | +2.56% | -0.027 | +2.40% |
| 2026-01-08 | held out | 801 | -0.56% | +0.031 | +1.42% | +0.092 | +4.57% | -0.009 | +4.56% |
Accuracy by month
| month | IC +1d | hit +1d | LS +1d | IC +7d | hit +7d | LS +7d | IC +30d | hit +30d | LS +30d | days |
|---|---|---|---|---|---|---|---|---|---|---|
| 2026-01 | +0.061 | 56.0% | +0.63% | +0.065 | 62.7% | +0.36% | +0.013 | 47.2% | +3.23% | 28 |
| 2025-12 | +0.044 | 56.2% | +1.07% | +0.072 | 59.9% | +3.66% | +0.075 | 64.0% | +3.63% | 31 |
| 2025-11 | +0.066 | 51.3% | +1.71% | +0.056 | 45.2% | +3.09% | +0.067 | 62.9% | +6.39% | 30 |
| 2025-10 | +0.068 | 59.9% | +0.77% | +0.061 | 65.5% | -0.56% | +0.114 | 45.3% | +10.74% | 31 |
| 2025-09 | +0.053 | 58.8% | +0.19% | +0.038 | 71.2% | -0.10% | +0.044 | 84.8% | -3.91% | 30 |
| 2025-08 | +0.065 | 49.8% | +0.50% | +0.051 | 49.3% | +0.99% | +0.057 | 58.0% | +4.46% | 31 |
| 2025-07 | +0.067 | 53.6% | +0.79% | +0.074 | 53.9% | +2.67% | +0.058 | 51.0% | +4.20% | 31 |
| 2025-06 | +0.065 | 59.7% | +0.56% | +0.077 | 73.7% | +0.68% | +0.114 | 63.9% | +5.36% | 30 |
| 2025-05 | +0.099 | 58.3% | +1.20% | +0.187 | 73.8% | +5.04% | +0.265 | 81.8% | +22.28% | 23 |