Accuracy — lstm_s7
val + test + live · 2.3M
Summary
| horizon | days | token-days | rank IC | t | LS decile | hit (alpha) | hit (price) | MAE (alpha) | MAE (price) |
|---|---|---|---|---|---|---|---|---|---|
| +1d | 530 | 415k | +0.0654 | 19.2 | +0.95% | 55.7% | 54.2% | 0.0355 | 4.534444 |
| +7d | 524 | 408k | +0.0787 | 22.8 | +3.76% | 60.9% | 59.6% | 0.0929 | 12.752986 |
| +30d | 501 | 384k | +0.0942 | 27.6 | +10.23% | 63.4% | 64.8% | 0.2022 | 27.199531 |
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 |
t-stats at +7d and +30d are optimistic: consecutive windows overlap, so the effective sample size is closer to the number of distinct days than the number of rows. +1d is the clean read. Long-short spreads are before trading costs and slippage, and the tail of the top-1000 by volume is thin.