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 validation only — 2.3M assessed, 56k still pending a matured horizon.
Out-of-sample skill by horizon
+1d · rank IC
+0.0701 t=+13.1
265 days · 179k token-days
+1d · long-short decile
+0.71%
beta-adjusted alpha per period, before costs
+1d · direction hit
56.0%
in alpha space · 54.4% on raw price
+7d · rank IC
+0.0876 t=+17.3
265 days · 178k token-days
+7d · long-short decile
+2.58%
beta-adjusted alpha per period, before costs
+7d · direction hit
62.1%
in alpha space · 62.0% on raw price
+30d · rank IC
+0.1071 t=+20.4
265 days · 177k token-days
+30d · long-short decile
+8.75%
beta-adjusted alpha per period, before costs
+30d · direction hit
62.2%
in alpha space · 70.6% 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 |
|---|---|---|---|---|---|---|---|---|---|
| 2026-01-28 | held out | 806 | -5.21% | +0.057 | +0.71% | +0.026 | +3.99% | -0.005 | +8.79% |
| 2026-01-27 | held out | 808 | +0.05% | -0.017 | -1.71% | +0.035 | +2.06% | +0.010 | +6.74% |
| 2026-01-26 | held out | 809 | +0.98% | +0.101 | +2.86% | +0.049 | +4.35% | +0.002 | +7.22% |
| 2026-01-25 | held out | 804 | +1.95% | +0.012 | -0.11% | +0.035 | +0.43% | -0.007 | +1.20% |
| 2026-01-24 | held out | 803 | -2.83% | +0.137 | +1.32% | +0.033 | -1.30% | +0.011 | +4.19% |
| 2026-01-23 | held out | 804 | -0.44% | +0.112 | +1.48% | +0.021 | -2.36% | +0.025 | +3.40% |
| 2026-01-22 | held out | 804 | +0.01% | +0.117 | +2.06% | +0.054 | +1.66% | +0.018 | +3.61% |
| 2026-01-21 | held out | 800 | +0.11% | +0.012 | +1.50% | +0.102 | +0.37% | +0.023 | +6.57% |
| 2026-01-20 | held out | 799 | +1.19% | -0.024 | -0.26% | +0.078 | +1.22% | -0.008 | +5.16% |
| 2026-01-19 | held out | 797 | -4.59% | +0.058 | +1.06% | +0.118 | +3.25% | +0.001 | +7.73% |
| 2026-01-18 | held out | 802 | -1.15% | +0.055 | -0.49% | +0.134 | +4.59% | -0.013 | +5.73% |
| 2026-01-17 | held out | 804 | -1.55% | +0.043 | +0.45% | +0.096 | +3.12% | -0.038 | +3.57% |
| 2026-01-16 | held out | 803 | -0.41% | +0.157 | +2.13% | +0.092 | +0.85% | -0.008 | +6.77% |
| 2026-01-15 | held out | 805 | -0.09% | -0.024 | -0.72% | +0.060 | -1.93% | -0.046 | -0.08% |
| 2026-01-14 | held out | 804 | -1.41% | +0.096 | +1.52% | +0.058 | -3.15% | -0.027 | +0.60% |
| 2026-01-13 | held out | 804 | +1.65% | +0.189 | +3.51% | +0.145 | -0.04% | -0.054 | -2.74% |
| 2026-01-12 | held out | 802 | +4.60% | +0.040 | +0.10% | +0.103 | -0.85% | -0.026 | -0.19% |
| 2026-01-11 | held out | 796 | +0.35% | +0.108 | +0.72% | +0.128 | +1.01% | -0.005 | -0.81% |
| 2026-01-10 | held out | 797 | +0.55% | +0.121 | +1.17% | +0.102 | +3.91% | +0.012 | -0.50% |
| 2026-01-09 | held out | 801 | -0.16% | +0.089 | +2.04% | +0.095 | +4.19% | +0.032 | +3.24% |
| 2026-01-08 | held out | 801 | -0.56% | +0.001 | -0.09% | +0.143 | +7.20% | +0.004 | +6.00% |
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 | +0.079 | 56.2% | +0.97% | +0.102 | 63.4% | +3.01% | +0.007 | 47.5% | +4.49% | 28 |
| 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 |