Live track record (it is only a research tool, not financial advice.)
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 | 10 | -1.3% | -1.6% | -1.4% | 60% | -0.032 | 10 |
| 7 days | 4 | -8.3% | -10.8% | -9.1% | 75% | -0.009 | 1 |
No 28-day outcomes yet.
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 | 10 | -1.4% | -1.6% | -1.4% | 70% | 0.045 | 10 |
| 7 days | 4 | -8.7% | -10.8% | -9.1% | 100% | 0.069 | 1 |
No 28-day outcomes yet.
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 | 10 | -1.5% | -1.6% | -1.4% | 50% | 0.018 | 10 |
| 7 days | 4 | -9.5% | -10.8% | -9.1% | 75% | 0.060 | 1 |
No 28-day outcomes yet.
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 | 10 | -1.7% | -1.6% | -1.4% | 60% | -0.013 | 10 |
| 7 days | 4 | -9.9% | -10.8% | -9.1% | 75% | 0.058 | 1 |
No 28-day outcomes yet.
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 | 10 | -1.4% | -1.6% | -1.4% | 60% | 0.031 | 10 |
| 7 days | 4 | -9.8% | -10.8% | -9.1% | 100% | 0.029 | 1 |
No 28-day outcomes yet.
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 | 10 | -1.1% | -1.6% | -1.4% | 60% | 0.012 | 10 |
| 7 days | 4 | -9.1% | -10.8% | -9.1% | 75% | 0.084 | 1 |
No 28-day outcomes yet.
Fewer than 30 dates so far: these numbers are still mostly noise.