Mechanism diagram · Hybrid / Mixer
How it works
TSMixerx is TSMixer extended with exogenous variates. On our universe the exogenous channel is the funding-rate stack (per-coin funding-rate z-score and history).
Patches are taken along the time axis; time-mixing and feature-mixing MLPs alternate as in TSMixer.
The exogenous channel is mixed in via a separate variate-mixing block before the final forecast head.
Pros and cons on this universe
Pros
- Rank #3 IC; exogenous-aware which fits our funding-rate hypotheses.
- Strictly cheaper than full Transformer alternatives.
- Documented dossier in the research base.
Cons / failure modes
- Pairwise IC correlation ≈ +0.99 with BITCN and TimesNet — the cluster-redundancy problem in extreme form.
- Channel-mixing literature warns of overfitting on extreme-tail values.