Mechanism diagram · MLP / Linear
How it works
NBEATSx is N-BEATS with an additional exogenous variable encoder — in our case, the funding-rate stack.
The exogenous encoder produces a conditioning vector that modulates each block's basis function selection.
Otherwise identical to N-BEATS — doubly-residual stacking.
Pros and cons on this universe
Pros
- Positive ETH long signal (+0.203) — unusual for the inverse cluster.
- Useful as a sign-flip diagnostic — shows that exogenous conditioning can change direction.
Cons / failure modes
- Only arm in the screen with a sign-flip vs the other 27 — do not stack with rest of inverse cluster.
- Under investigation in EXP-101.
- Negative IC (−0.025) overall.