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omega-v4-trading
sato2ru/omega-v4-trading
omega-v4-trading is a machine learning model from sato2ru. Use it for the machine learning task on the model card, and read the license before you ship it in a product. The card lists the license as mit.
Binary directional classifier (Up / Down) for 5 crypto pairs at 1h resolution. Ships as a documented baseline — evaluation revealed the model's confidence scores are not predictive of accuracy at this resolution, maki…
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Updated Mar 28, 2026
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At a glance
- License
- mit
- Access
- Public
- Created
- Mar 28, 2026
- Updated
- Mar 28, 2026
- SHA
- 5908ca69
Model card
From the Hugging Face model README
OMEGA v4 — Crypto Trading Signal Model (Baseline)
Summary
Binary directional classifier (Up / Down) for 5 crypto pairs at 1h resolution. Ships as a documented baseline — evaluation revealed the model's confidence scores are not predictive of accuracy at this resolution, making Kelly sizing unreliable. v5 will address this with 4h bars and news masking.
Architecture
- CNN feature extractor → RegimeGate → Transformer encoder
- 184K parameters, D_MODEL=64, 3 layers, 4 heads
- Input: SEQ_LEN=24 bars × 40 ratio-based features + 5 regime features
Training
- Symbols: BTC, ETH, SOL, XRP, ADA
- Bars: ~9,800 × 5 symbols (1h, ~14 months)
- Split: 70/15/15 chronological
- Optimizer: Adam, LR=3e-4, label_smoothing=0.05, PATIENCE=20
- Device: NVIDIA Tesla T4
Evaluation (test set)
| Metric | Value |
|---|---|
| Accuracy | 51.6% |
| ROC-AUC | 51.6% |
| Brier score | 0.2997 |
| Temperature (calibration) | 5.01 (hit clamp ceiling) |
Known Limitations
- Confidence scores are not predictive of accuracy (flat acc-vs-conf curve)
- Temperature scaling hit ceiling (T=5.0) — logits are severely compressed
- Per-symbol hi-conf accuracy is at or below 50% for 4/5 symbols
- Kelly sizing is not recommended with this checkpoint
Artefacts
| File | Description |
|---|---|
omega_v4_weights.pt | Model weights + config |
omega_v4_scalers.pkl | Per-symbol StandardScalers |
omega_v4_calibration.json | Temperature + thresholds |
omega_v4_features.json | Feature list + regime cols |
Roadmap
v5 changes planned:
- 4h bar resolution (cleaner signal, less noise)
- ForexFactory news masking (remove high-impact event bars)
- Larger dataset (N_PAGES=8, ~20k bars per symbol)
- Revisit SEQ_LEN=48 at 4h resolution
- License
- mit
- Languages
- en
- Created
- Mar 28, 2026
- Updated
- Mar 28, 2026