I quite agree, at least in some ways.FWIW, I really like your idea of turning the covariance matrices into pixel art. Maybe Numerai should produce NFTs from the covariance matrices for each live era - a big one for the over all round winner, smaller ones from the matrices of combinations of feature groups - and award them to the high scorers? I digress.
Anyway, I’m personally intrigued by how each era relates to the others; so I’ve been exploring that over in the the Analyzing Training Data thread. If you look at the evolution of the averaged STD for the feature groups Charisma and Strength from the first training set through to the live round there’s an interesting trend.