Training
- Distill pool: 74,214 samples (phase-offset grid — provably no overlap with any teacher's train set)
- Soft labels: greedy-CV fusion (GBM out-of-fold stream selected), temperature 1.5
- Loss: 0.7·BCE(soft) + 0.3·smoothed-CE(hard, pos_weight 6), 2 epochs, bs 16, cosine LR
- This is checkpoint-7500, selected on a time-separated val window (Jan-Mar 2026) by win@10%
Results (clean v12 test, base rate 13.2%)
Table with columns: Model, win@top-10% conf| Model | win@top-10% conf |
|---|
| this model | 34.3% |
| GBM enriched-feature baseline | 34.9% |
| best LLM teacher (mistral_nemo) | 32.1% |
| other v9 teachers | 30.6-32.0% |
Forward-looking 60-day portfolio sim (val window Jan-Mar 2026; top-5/day, +20% target,
no stop, 0.2% fees): +93.2% (Sharpe 0.234) vs GBM +23.2% (Sharpe 0.090).
Caveats: survivorship bias in the coin universe; midpoint-exit estimate for non-target trades;
paper-trade before risking money.
Usage (scoring, NOT generation)
The training loss only constrains the Yes/No logit ratio — read token logprobs, never parse
generated text:
Prompt format: v11 enriched (candles + "Market context:" block + "Will this coin go +15% in next 72h?").