lstm_s9
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
+0.0693 t=+20.6
530 days · 415k token-days
+1d · long-short decile
+0.93%
beta-adjusted alpha per period, before costs
+1d · direction hit
55.3%
in alpha space · 53.9% on raw price
+7d · rank IC
+0.0854 t=+27.0
524 days · 408k token-days
+7d · long-short decile
+3.56%
beta-adjusted alpha per period, before costs
+7d · direction hit
59.9%
in alpha space · 58.7% on raw price
+30d · rank IC
+0.0990 t=+32.7
501 days · 384k token-days
+30d · long-short decile
+9.24%
beta-adjusted alpha per period, before costs
+30d · direction hit
62.7%
in alpha space · 64.3% 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_s9//model.pt
- cell type
- lstm
- parameters
- 316,819
- target
- beta
- horizons
- 1d, 7d, 30d
- calibration slopes
- 0.95, 0.70, 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 18:46:05Z
- notes
- A/B arm: lstm seed 9, 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% | +0.094 | -0.22% | – | – | – | – |
| 2026-10-19 | held out | 995 | +1.34% | +0.172 | +4.21% | – | – | – | – |
| 2026-10-18 | held out | 994 | -0.21% | +0.076 | +2.70% | – | – | – | – |
| 2026-10-17 | held out | 994 | +0.77% | +0.005 | -1.57% | – | – | – | – |
| 2026-10-16 | held out | 994 | -0.15% | +0.015 | -2.35% | – | – | – | – |
| 2026-10-15 | held out | 996 | -0.76% | +0.078 | +0.20% | – | – | – | – |
| 2026-10-14 | held out | 996 | +0.68% | +0.047 | +1.82% | +0.060 | +7.73% | – | – |
| 2026-10-13 | held out | 996 | -1.85% | +0.079 | -0.75% | +0.058 | +8.00% | – | – |
| 2026-10-12 | held out | 996 | +1.66% | +0.066 | +0.68% | +0.068 | +3.19% | – | – |
| 2026-10-11 | held out | 995 | -2.31% | +0.139 | +3.02% | +0.148 | +6.50% | – | – |
| 2026-10-10 | held out | 993 | +0.93% | +0.011 | -0.71% | +0.064 | +1.94% | – | – |
| 2026-10-09 | held out | 994 | +0.44% | +0.107 | +2.28% | +0.113 | +11.40% | – | – |
| 2026-10-08 | held out | 994 | +1.04% | +0.094 | +1.30% | +0.108 | +8.96% | – | – |
| 2026-10-07 | held out | 994 | -1.90% | +0.006 | -0.90% | +0.097 | +8.59% | – | – |
| 2026-10-06 | held out | 994 | -2.65% | +0.092 | +2.79% | +0.098 | +10.90% | – | – |
| 2026-10-05 | held out | 994 | -0.24% | +0.154 | +3.49% | +0.079 | +6.97% | – | – |
| 2026-10-04 | held out | 990 | -0.88% | +0.033 | +2.79% | +0.054 | +8.73% | – | – |
| 2026-10-03 | held out | 990 | +2.08% | +0.051 | -2.25% | +0.072 | +5.41% | – | – |
| 2026-10-02 | held out | 990 | +0.28% | -0.067 | +0.84% | -0.006 | +4.50% | – | – |
| 2026-10-01 | held out | 988 | -0.41% | +0.132 | +4.74% | +0.075 | +9.68% | – | – |
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 | +0.069 | 57.5% | +1.11% | +0.078 | 72.0% | +7.32% | – | – | – | 20 |
| 2026-09 | +0.081 | 52.6% | +1.62% | +0.091 | 50.9% | +6.87% | +0.159 | 54.9% | +24.74% | 30 |
| 2026-08 | +0.046 | 54.3% | +1.22% | +0.082 | 56.4% | +5.03% | +0.135 | 62.5% | +12.86% | 31 |
| 2026-07 | +0.071 | 58.7% | +1.82% | +0.093 | 68.1% | +5.91% | +0.103 | 70.4% | +15.11% | 31 |
| 2026-06 | +0.057 | 53.3% | +1.03% | +0.034 | 57.1% | +2.79% | +0.082 | 71.5% | +16.31% | 30 |
| 2026-05 | +0.086 | 53.4% | +0.82% | +0.107 | 56.1% | +5.09% | +0.022 | 63.4% | +5.73% | 31 |
| 2026-04 | +0.079 | 57.5% | +1.25% | +0.064 | 58.9% | +2.60% | +0.070 | 56.4% | +7.13% | 30 |
| 2026-03 | +0.055 | 56.6% | +0.73% | +0.085 | 62.4% | +2.60% | +0.106 | 69.0% | +7.78% | 31 |
| 2026-02 | +0.056 | 54.3% | +0.55% | +0.076 | 61.1% | +3.36% | +0.070 | 70.4% | +6.39% | 28 |
| 2026-01 | +0.079 | 56.1% | +0.89% | +0.105 | 61.2% | +2.39% | +0.005 | 47.1% | +1.32% | 31 |
| 2025-12 | +0.049 | 55.9% | +0.65% | +0.081 | 60.4% | +4.56% | +0.070 | 64.3% | +5.99% | 31 |
| 2025-11 | +0.076 | 52.0% | +1.39% | +0.082 | 45.8% | +5.21% | +0.112 | 63.4% | +10.46% | 30 |
| 2025-10 | +0.051 | 58.0% | +0.54% | +0.052 | 64.8% | +0.72% | +0.123 | 44.5% | +11.51% | 31 |
| 2025-09 | +0.067 | 59.0% | +0.10% | +0.057 | 71.3% | +0.31% | +0.052 | 85.0% | -1.97% | 30 |
| 2025-08 | +0.093 | 49.9% | +0.65% | +0.104 | 49.4% | +1.69% | +0.146 | 58.0% | +7.00% | 31 |
| 2025-07 | +0.091 | 53.9% | +0.97% | +0.124 | 55.0% | +3.80% | +0.111 | 51.7% | +8.49% | 31 |
| 2025-06 | +0.062 | 59.9% | +0.63% | +0.083 | 74.5% | +1.51% | +0.120 | 64.0% | +6.86% | 30 |
| 2025-05 | +0.083 | 52.6% | +0.83% | +0.148 | 59.1% | +4.53% | +0.252 | 70.9% | +18.22% | 23 |