lstm_s8
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 — 2.3M assessed, 56k still pending a matured horizon.
Out-of-sample skill by horizon
+1d · rank IC
+0.0610 t=+17.5
530 days · 415k token-days
+1d · long-short decile
+0.90%
beta-adjusted alpha per period, before costs
+1d · direction hit
55.6%
in alpha space · 54.1% on raw price
+7d · rank IC
+0.0745 t=+20.8
524 days · 408k token-days
+7d · long-short decile
+3.15%
beta-adjusted alpha per period, before costs
+7d · direction hit
60.5%
in alpha space · 59.3% on raw price
+30d · rank IC
+0.1006 t=+31.7
501 days · 384k token-days
+30d · long-short decile
+9.22%
beta-adjusted alpha per period, before costs
+30d · direction hit
63.2%
in alpha space · 64.6% 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_s8//model.pt
- cell type
- lstm
- parameters
- 316,819
- target
- beta
- horizons
- 1d, 7d, 30d
- calibration slopes
- 0.65, 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 18:44:52Z
- notes
- A/B arm: lstm seed 8, 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% | +0.043 | -0.48% | – | – | – | – |
| 2026-10-19 | held out | 995 | +1.34% | +0.111 | +4.97% | – | – | – | – |
| 2026-10-18 | held out | 994 | -0.21% | +0.065 | +4.57% | – | – | – | – |
| 2026-10-17 | held out | 994 | +0.77% | -0.013 | -2.83% | – | – | – | – |
| 2026-10-16 | held out | 994 | -0.15% | +0.006 | -1.26% | – | – | – | – |
| 2026-10-15 | held out | 996 | -0.76% | +0.038 | +0.33% | – | – | – | – |
| 2026-10-14 | held out | 996 | +0.68% | +0.067 | +2.57% | +0.026 | +7.49% | – | – |
| 2026-10-13 | held out | 996 | -1.85% | +0.078 | +0.08% | +0.039 | +5.99% | – | – |
| 2026-10-12 | held out | 996 | +1.66% | +0.043 | -1.09% | +0.037 | +1.29% | – | – |
| 2026-10-11 | held out | 995 | -2.31% | +0.082 | -0.41% | +0.102 | +4.02% | – | – |
| 2026-10-10 | held out | 993 | +0.93% | -0.031 | -1.58% | +0.026 | -2.63% | – | – |
| 2026-10-09 | held out | 994 | +0.44% | +0.055 | +2.69% | +0.069 | +6.48% | – | – |
| 2026-10-08 | held out | 994 | +1.04% | +0.061 | +2.26% | +0.058 | +10.15% | – | – |
| 2026-10-07 | held out | 994 | -1.90% | -0.025 | -2.80% | +0.033 | +9.54% | – | – |
| 2026-10-06 | held out | 994 | -2.65% | +0.117 | +2.46% | +0.047 | +6.49% | – | – |
| 2026-10-05 | held out | 994 | -0.24% | +0.115 | -2.62% | +0.030 | +1.67% | – | – |
| 2026-10-04 | held out | 990 | -0.88% | -0.046 | +0.18% | +0.006 | +1.85% | – | – |
| 2026-10-03 | held out | 990 | +2.08% | +0.050 | -2.14% | +0.027 | -0.93% | – | – |
| 2026-10-02 | held out | 990 | +0.28% | -0.114 | +0.33% | -0.052 | -6.85% | – | – |
| 2026-10-01 | held out | 988 | -0.41% | +0.103 | +4.83% | +0.035 | +5.11% | – | – |
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 | +0.040 | 57.6% | +0.50% | +0.034 | 71.6% | +3.55% | – | – | – | 20 |
| 2026-09 | +0.063 | 52.0% | +1.21% | +0.049 | 50.4% | +3.57% | +0.108 | 52.8% | +21.62% | 30 |
| 2026-08 | +0.053 | 55.2% | +1.05% | +0.082 | 57.2% | +3.99% | +0.144 | 60.7% | +11.07% | 31 |
| 2026-07 | +0.064 | 58.7% | +1.69% | +0.075 | 67.7% | +5.39% | +0.099 | 70.1% | +11.12% | 31 |
| 2026-06 | +0.048 | 55.3% | +1.09% | +0.049 | 58.4% | +3.74% | +0.087 | 70.7% | +12.74% | 30 |
| 2026-05 | +0.075 | 52.8% | +0.74% | +0.099 | 55.5% | +4.81% | +0.035 | 64.9% | +6.07% | 31 |
| 2026-04 | +0.068 | 57.9% | +1.22% | +0.022 | 60.5% | +1.23% | +0.057 | 57.3% | +5.24% | 30 |
| 2026-03 | +0.045 | 56.7% | +0.69% | +0.057 | 62.3% | +3.18% | +0.067 | 69.3% | +10.03% | 31 |
| 2026-02 | +0.048 | 51.1% | +0.69% | +0.091 | 59.7% | +5.10% | +0.083 | 69.9% | +8.84% | 28 |
| 2026-01 | +0.073 | 56.2% | +0.99% | +0.089 | 60.7% | +2.99% | +0.004 | 47.1% | +3.82% | 31 |
| 2025-12 | +0.044 | 56.3% | +0.87% | +0.081 | 60.0% | +4.71% | +0.077 | 64.2% | +6.01% | 31 |
| 2025-11 | +0.062 | 51.5% | +1.68% | +0.079 | 46.3% | +5.63% | +0.122 | 63.3% | +15.12% | 30 |
| 2025-10 | +0.055 | 58.9% | +0.42% | +0.059 | 66.1% | -0.30% | +0.122 | 45.5% | +12.37% | 31 |
| 2025-09 | +0.060 | 58.9% | +0.26% | +0.055 | 71.1% | -0.26% | +0.092 | 84.8% | +1.24% | 30 |
| 2025-08 | +0.070 | 49.9% | +0.42% | +0.073 | 49.2% | +1.24% | +0.114 | 57.9% | +7.47% | 31 |
| 2025-07 | +0.082 | 53.5% | +1.19% | +0.110 | 53.7% | +4.54% | +0.139 | 51.1% | +9.73% | 31 |
| 2025-06 | +0.061 | 60.0% | +0.58% | +0.075 | 74.2% | +0.07% | +0.131 | 64.1% | +5.13% | 30 |
| 2025-05 | +0.085 | 59.7% | +0.78% | +0.159 | 74.5% | +3.93% | +0.275 | 83.9% | +14.09% | 23 |