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 validation only — 2.3M assessed, 56k still pending a matured horizon.
Out-of-sample skill by horizon
+1d · rank IC
+0.0653 t=+11.9
265 days · 179k token-days
+1d · long-short decile
+0.78%
beta-adjusted alpha per period, before costs
+1d · direction hit
56.0%
in alpha space · 54.4% on raw price
+7d · rank IC
+0.0845 t=+15.6
265 days · 178k token-days
+7d · long-short decile
+2.38%
beta-adjusted alpha per period, before costs
+7d · direction hit
61.6%
in alpha space · 61.5% on raw price
+30d · rank IC
+0.1151 t=+23.6
265 days · 177k token-days
+30d · long-short decile
+8.10%
beta-adjusted alpha per period, before costs
+30d · direction hit
61.9%
in alpha space · 70.2% 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 |
|---|---|---|---|---|---|---|---|---|---|
| 2026-01-28 | held out | 806 | -5.21% | +0.059 | +0.66% | -0.023 | -0.47% | +0.036 | +9.74% |
| 2026-01-27 | held out | 808 | +0.05% | -0.049 | -0.03% | +0.013 | -0.49% | +0.051 | +6.51% |
| 2026-01-26 | held out | 809 | +0.98% | +0.088 | +2.56% | +0.022 | -1.14% | +0.032 | +6.46% |
| 2026-01-25 | held out | 804 | +1.95% | +0.024 | -0.65% | +0.025 | -2.13% | +0.015 | +3.21% |
| 2026-01-24 | held out | 803 | -2.83% | +0.098 | +1.64% | +0.041 | -2.99% | +0.037 | +0.28% |
| 2026-01-23 | held out | 804 | -0.44% | +0.105 | +1.17% | +0.026 | -1.41% | +0.027 | +4.00% |
| 2026-01-22 | held out | 804 | +0.01% | +0.084 | +2.63% | +0.024 | +1.36% | +0.018 | +1.10% |
| 2026-01-21 | held out | 800 | +0.11% | -0.030 | +0.12% | +0.057 | +2.24% | +0.018 | +3.97% |
| 2026-01-20 | held out | 799 | +1.19% | +0.008 | +1.48% | +0.045 | +1.61% | +0.017 | +4.75% |
| 2026-01-19 | held out | 797 | -4.59% | +0.010 | -1.25% | +0.036 | +2.66% | +0.013 | +7.14% |
| 2026-01-18 | held out | 802 | -1.15% | +0.036 | -2.80% | +0.077 | +2.81% | +0.013 | +5.00% |
| 2026-01-17 | held out | 804 | -1.55% | +0.033 | -0.71% | +0.050 | -0.92% | -0.045 | +2.46% |
| 2026-01-16 | held out | 803 | -0.41% | +0.153 | +1.74% | +0.044 | -2.64% | -0.018 | +4.75% |
| 2026-01-15 | held out | 805 | -0.09% | +0.030 | +0.28% | +0.041 | -6.11% | -0.053 | -2.90% |
| 2026-01-14 | held out | 804 | -1.41% | +0.079 | +0.61% | +0.006 | -5.02% | -0.061 | -0.25% |
| 2026-01-13 | held out | 804 | +1.65% | +0.199 | +3.58% | +0.111 | +1.06% | -0.082 | -1.86% |
| 2026-01-12 | held out | 802 | +4.60% | +0.103 | +2.37% | +0.124 | +1.22% | -0.041 | +6.62% |
| 2026-01-11 | held out | 796 | +0.35% | +0.123 | +1.30% | +0.164 | +1.04% | -0.011 | +2.54% |
| 2026-01-10 | held out | 797 | +0.55% | +0.072 | -0.34% | +0.118 | +7.48% | -0.037 | -3.15% |
| 2026-01-09 | held out | 801 | -0.16% | +0.112 | +0.91% | +0.113 | +10.41% | -0.039 | +1.08% |
| 2026-01-08 | held out | 801 | -0.56% | -0.031 | -0.23% | +0.137 | +7.28% | -0.057 | +1.86% |
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 | +0.074 | 56.2% | +0.88% | +0.087 | 63.2% | +2.19% | -0.005 | 47.6% | +2.69% | 28 |
| 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 |