lstm_s7
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 val + test + live — 2.3M assessed, 56k still pending a matured horizon.
Out-of-sample skill by horizon
+1d · rank IC
+0.0654 t=+19.2
530 days · 415k token-days
+1d · long-short decile
+0.95%
beta-adjusted alpha per period, before costs
+1d · direction hit
55.7%
in alpha space · 54.2% on raw price
+7d · rank IC
+0.0787 t=+22.8
524 days · 408k token-days
+7d · long-short decile
+3.76%
beta-adjusted alpha per period, before costs
+7d · direction hit
60.9%
in alpha space · 59.6% on raw price
+30d · rank IC
+0.0942 t=+27.6
501 days · 384k token-days
+30d · long-short decile
+10.23%
beta-adjusted alpha per period, before costs
+30d · direction hit
63.4%
in alpha space · 64.8% 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_s7//model.pt
- cell type
- lstm
- parameters
- 316,819
- target
- beta
- horizons
- 1d, 7d, 30d
- calibration slopes
- 0.60, 0.60, 0.50
- data window
- 2021-10-20 → 2026-10-21
- train / val boundary
- 2025-05-08
- val / test boundary
- 2026-01-28
- registered
- 2026-10-21 18:43:40Z
- notes
- A/B arm: lstm seed 7, 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 |
|---|---|---|---|---|---|---|---|---|---|
| 2026-10-21 | held out | 994 | – | – | – | – | – | – | – |
| 2026-10-20 | held out | 995 | -0.29% | +0.032 | +0.08% | – | – | – | – |
| 2026-10-19 | held out | 995 | +1.34% | +0.122 | +4.12% | – | – | – | – |
| 2026-10-18 | held out | 994 | -0.21% | +0.025 | +2.16% | – | – | – | – |
| 2026-10-17 | held out | 994 | +0.77% | +0.035 | -0.06% | – | – | – | – |
| 2026-10-16 | held out | 994 | -0.15% | +0.034 | -1.90% | – | – | – | – |
| 2026-10-15 | held out | 996 | -0.76% | +0.077 | +1.87% | – | – | – | – |
| 2026-10-14 | held out | 996 | +0.68% | +0.040 | -0.05% | +0.052 | +6.21% | – | – |
| 2026-10-13 | held out | 996 | -1.85% | +0.068 | +0.42% | +0.062 | +7.27% | – | – |
| 2026-10-12 | held out | 996 | +1.66% | +0.084 | +2.41% | +0.115 | +6.60% | – | – |
| 2026-10-11 | held out | 995 | -2.31% | +0.130 | +3.71% | +0.178 | +11.65% | – | – |
| 2026-10-10 | held out | 993 | +0.93% | -0.009 | -0.54% | +0.124 | +7.07% | – | – |
| 2026-10-09 | held out | 994 | +0.44% | +0.067 | +2.28% | +0.149 | +13.43% | – | – |
| 2026-10-08 | held out | 994 | +1.04% | +0.058 | +0.22% | +0.121 | +12.38% | – | – |
| 2026-10-07 | held out | 994 | -1.90% | -0.002 | -1.83% | +0.119 | +13.45% | – | – |
| 2026-10-06 | held out | 994 | -2.65% | +0.097 | +0.88% | +0.122 | +10.60% | – | – |
| 2026-10-05 | held out | 994 | -0.24% | +0.139 | +0.57% | +0.087 | +8.16% | – | – |
| 2026-10-04 | held out | 990 | -0.88% | +0.002 | +2.24% | +0.049 | +3.70% | – | – |
| 2026-10-03 | held out | 990 | +2.08% | +0.060 | -2.05% | +0.059 | +2.78% | – | – |
| 2026-10-02 | held out | 990 | +0.28% | -0.047 | +0.97% | -0.010 | +1.91% | – | – |
| 2026-10-01 | held out | 988 | -0.41% | +0.071 | +4.74% | +0.058 | +7.26% | – | – |
Accuracy by month
| month | IC +1d | hit +1d | LS +1d | IC +7d | hit +7d | LS +7d | IC +30d | hit +30d | LS +30d | days |
|---|---|---|---|---|---|---|---|---|---|---|
| 2026-10 | +0.054 | 57.7% | +1.01% | +0.092 | 72.2% | +8.03% | – | – | – | 20 |
| 2026-09 | +0.070 | 52.0% | +1.33% | +0.087 | 50.7% | +7.33% | +0.154 | 51.7% | +27.27% | 30 |
| 2026-08 | +0.054 | 55.9% | +1.13% | +0.077 | 57.7% | +5.33% | +0.139 | 60.5% | +15.56% | 31 |
| 2026-07 | +0.069 | 58.8% | +1.74% | +0.074 | 68.2% | +7.40% | +0.069 | 70.3% | +15.50% | 31 |
| 2026-06 | +0.052 | 55.3% | +1.23% | +0.038 | 59.1% | +2.21% | +0.098 | 71.9% | +16.50% | 30 |
| 2026-05 | +0.083 | 52.9% | +0.86% | +0.109 | 55.6% | +5.97% | +0.024 | 64.4% | +2.37% | 31 |
| 2026-04 | +0.070 | 57.9% | +1.24% | +0.044 | 60.5% | +1.45% | +0.051 | 57.3% | +6.67% | 30 |
| 2026-03 | +0.042 | 56.9% | +0.98% | +0.048 | 62.6% | +3.89% | +0.075 | 69.5% | +10.04% | 31 |
| 2026-02 | +0.049 | 51.6% | +1.01% | +0.057 | 59.8% | +3.43% | +0.052 | 71.2% | +5.74% | 28 |
| 2026-01 | +0.077 | 56.2% | +1.13% | +0.109 | 60.9% | +4.26% | +0.010 | 47.1% | +4.98% | 31 |
| 2025-12 | +0.050 | 56.6% | +0.97% | +0.085 | 60.6% | +4.49% | +0.095 | 64.5% | +5.75% | 31 |
| 2025-11 | +0.073 | 51.5% | +1.60% | +0.094 | 46.3% | +5.91% | +0.119 | 63.6% | +12.80% | 30 |
| 2025-10 | +0.050 | 58.9% | +0.36% | +0.049 | 66.1% | +0.41% | +0.089 | 45.1% | +15.93% | 31 |
| 2025-09 | +0.062 | 58.8% | +0.14% | +0.047 | 71.3% | +0.27% | +0.055 | 85.1% | +2.18% | 30 |
| 2025-08 | +0.074 | 49.9% | +0.33% | +0.057 | 49.3% | +0.82% | +0.101 | 58.0% | +6.69% | 31 |
| 2025-07 | +0.083 | 53.5% | +1.01% | +0.099 | 53.9% | +2.93% | +0.090 | 51.2% | +3.96% | 31 |
| 2025-06 | +0.070 | 59.9% | +0.47% | +0.093 | 74.6% | +0.70% | +0.137 | 64.2% | +9.81% | 30 |
| 2025-05 | +0.097 | 59.9% | +0.54% | +0.188 | 77.5% | +5.39% | +0.314 | 85.7% | +19.47% | 23 |