Generated: 2026-08-14 10:10 | pool 99 SP500 names | 30Min grid | de-meaned per timestamp | skip-one-bar target
| h(bars) | h(time) | n_periods | IC | t | decile spread bp/h |
|---|
| 1 | 30m | 9060 | -0.0216 | -11.11 | -0.6 |
| 2 | 60m | 7550 | -0.0122 | -5.63 | +0.2 |
| 3 | 90m | 6795 | -0.0102 | -4.44 | +0.6 |
| 6 | 180m | 4530 | -0.0183 | -6.52 | -3.1 |
By entry hour (h = 30m / 1h / 3h)
| hour | IC h=1 | t | IC h=2 | t | IC h=6 | t |
|---|
| 09:30 | - | - | - | - | - | - |
| 10:00 | -0.0150 | -2.12 | - | - | - | - |
| 10:30 | -0.0085 | -1.20 | -0.0063 | -0.85 | -0.0054 | -0.76 |
| 11:00 | -0.0171 | -2.37 | -0.0081 | -1.13 | -0.0058 | -0.83 |
| 11:30 | -0.0115 | -1.69 | -0.0031 | -0.44 | -0.0123 | -1.76 |
| 12:00 | -0.0208 | -3.07 | -0.0211 | -3.21 | -0.0248 | -3.51 |
| 12:30 | -0.0064 | -0.97 | +0.0032 | +0.48 | -0.0245 | -3.70 |
| 13:00 | -0.0293 | -4.26 | -0.0081 | -1.13 | -0.0372 | -5.83 |
| 13:30 | -0.0095 | -1.41 | +0.0006 | +0.10 | - | - |
| 14:00 | -0.0311 | -4.65 | -0.0240 | -3.56 | - | - |
| 14:30 | -0.0065 | -0.93 | -0.0157 | -2.35 | - | - |
| 15:00 | -0.0177 | -2.87 | -0.0394 | -6.48 | - | - |