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 validation only — 2.3M assessed, 56k still pending a matured horizon.
Out-of-sample skill by horizon
+1d · rank IC
+0.0721 t=+13.7
265 days · 179k token-days
+1d · long-short decile
+0.72%
beta-adjusted alpha per period, before costs
+1d · direction hit
55.3%
in alpha space · 54.4% on raw price
+7d · rank IC
+0.0911 t=+18.9
265 days · 178k token-days
+7d · long-short decile
+2.63%
beta-adjusted alpha per period, before costs
+7d · direction hit
60.4%
in alpha space · 60.7% on raw price
+30d · rank IC
+0.1062 t=+22.8
265 days · 177k token-days
+30d · long-short decile
+7.17%
beta-adjusted alpha per period, before costs
+30d · direction hit
60.8%
in alpha space · 69.1% 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 |
|---|---|---|---|---|---|---|---|---|---|
| 2026-01-28 | held out | 806 | -5.21% | +0.080 | +0.89% | +0.008 | -0.47% | +0.035 | +10.80% |
| 2026-01-27 | held out | 808 | +0.05% | -0.008 | +0.84% | +0.034 | +1.61% | +0.050 | +5.77% |
| 2026-01-26 | held out | 809 | +0.98% | +0.082 | +2.86% | +0.026 | +1.01% | +0.047 | +7.36% |
| 2026-01-25 | held out | 804 | +1.95% | +0.023 | -0.64% | +0.037 | -0.23% | +0.031 | +5.56% |
| 2026-01-24 | held out | 803 | -2.83% | +0.151 | +2.56% | +0.066 | -0.68% | +0.044 | +3.54% |
| 2026-01-23 | held out | 804 | -0.44% | +0.080 | -0.35% | +0.037 | -0.59% | +0.037 | +0.69% |
| 2026-01-22 | held out | 804 | +0.01% | +0.105 | +1.93% | +0.046 | +1.33% | +0.027 | +4.85% |
| 2026-01-21 | held out | 800 | +0.11% | -0.028 | +0.03% | +0.085 | +2.13% | +0.041 | +7.05% |
| 2026-01-20 | held out | 799 | +1.19% | -0.026 | +0.44% | +0.057 | +0.89% | +0.040 | +9.12% |
| 2026-01-19 | held out | 797 | -4.59% | +0.064 | -0.07% | +0.086 | +1.34% | +0.024 | +7.67% |
| 2026-01-18 | held out | 802 | -1.15% | +0.014 | -2.82% | +0.095 | +1.00% | +0.010 | +4.00% |
| 2026-01-17 | held out | 804 | -1.55% | +0.072 | -0.28% | +0.065 | -3.68% | -0.035 | -3.90% |
| 2026-01-16 | held out | 803 | -0.41% | +0.213 | +1.62% | +0.106 | -1.45% | -0.005 | -2.32% |
| 2026-01-15 | held out | 805 | -0.09% | +0.020 | +0.25% | +0.093 | -2.38% | -0.036 | -6.15% |
| 2026-01-14 | held out | 804 | -1.41% | +0.056 | +0.69% | +0.056 | -3.61% | -0.047 | -9.38% |
| 2026-01-13 | held out | 804 | +1.65% | +0.186 | +1.25% | +0.144 | +0.52% | -0.069 | -9.60% |
| 2026-01-12 | held out | 802 | +4.60% | +0.107 | +1.31% | +0.138 | +1.10% | -0.034 | -5.40% |
| 2026-01-11 | held out | 796 | +0.35% | +0.144 | +0.21% | +0.191 | +2.60% | -0.009 | -8.96% |
| 2026-01-10 | held out | 797 | +0.55% | +0.100 | -0.09% | +0.131 | +6.13% | -0.051 | -8.00% |
| 2026-01-09 | held out | 801 | -0.16% | +0.108 | +1.84% | +0.111 | +6.86% | -0.043 | -2.28% |
| 2026-01-08 | held out | 801 | -0.56% | +0.008 | +0.22% | +0.144 | +6.83% | -0.054 | -6.66% |
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 | +0.082 | 56.2% | +0.70% | +0.103 | 63.3% | +1.73% | -0.003 | 47.6% | -0.07% | 28 |
| 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 |