Live track record
Only hints the daily job made before the outcome was known. Gross of fees. Model = BUY coins (cash on days the model was off); size rule = highest-volume coins; market = all ranked coins, each equal-weighted.
gbm_rank_h28_x3 ? headline
| Horizon | Dates | Model avg | Size rule avg | Market avg | Beat size rule | IC | Periods (non-overlapping) |
|---|---|---|---|---|---|---|---|
| 1 days | 9 | -0.3% | -0.7% | -0.4% | 56% | -0.050 | 9 |
| 7 days | 3 | -5.9% | -8.3% | -6.6% | 67% | -0.049 | 1 |
Fewer than 30 dates so far: these numbers are still mostly noise.
gbm_h14_x1 ?
| Horizon | Dates | Model avg | Size rule avg | Market avg | Beat size rule | IC | Periods (non-overlapping) |
|---|---|---|---|---|---|---|---|
| 1 days | 9 | -0.5% | -0.7% | -0.4% | 67% | 0.047 | 9 |
| 7 days | 3 | -6.1% | -8.3% | -6.6% | 100% | 0.050 | 1 |
Fewer than 30 dates so far: these numbers are still mostly noise.
ens_all_gbm ?
| Horizon | Dates | Model avg | Size rule avg | Market avg | Beat size rule | IC | Periods (non-overlapping) |
|---|---|---|---|---|---|---|---|
| 1 days | 9 | -0.6% | -0.7% | -0.4% | 44% | 0.003 | 9 |
| 7 days | 3 | -6.8% | -8.3% | -6.6% | 67% | 0.018 | 1 |
Fewer than 30 dates so far: these numbers are still mostly noise.
ens_rank_nets ?
| Horizon | Dates | Model avg | Size rule avg | Market avg | Beat size rule | IC | Periods (non-overlapping) |
|---|---|---|---|---|---|---|---|
| 1 days | 9 | -0.7% | -0.7% | -0.4% | 67% | -0.024 | 9 |
| 7 days | 3 | -7.1% | -8.3% | -6.6% | 67% | 0.017 | 1 |
Fewer than 30 dates so far: these numbers are still mostly noise.
gbm_h28 ?
| Horizon | Dates | Model avg | Size rule avg | Market avg | Beat size rule | IC | Periods (non-overlapping) |
|---|---|---|---|---|---|---|---|
| 1 days | 9 | -0.6% | -0.7% | -0.4% | 56% | 0.025 | 9 |
| 7 days | 3 | -7.2% | -8.3% | -6.6% | 100% | 0.006 | 1 |
Fewer than 30 dates so far: these numbers are still mostly noise.
ens_rank_gbm ?
| Horizon | Dates | Model avg | Size rule avg | Market avg | Beat size rule | IC | Periods (non-overlapping) |
|---|---|---|---|---|---|---|---|
| 1 days | 9 | -0.2% | -0.7% | -0.4% | 56% | 0.000 | 9 |
| 7 days | 3 | -6.4% | -8.3% | -6.6% | 67% | 0.032 | 1 |
Fewer than 30 dates so far: these numbers are still mostly noise.