Unverified50% confidenceBenchmarkExact time
In this system, short-term return features (5-minute −0.031, 15-minute −0.021) exhibit negative IC, reflecting a short-term reversal effect, with IC gradually approaching zero and turning positive as the time horizon extends.
1
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50%
Confidence
Long-term
Relevance
8/26/2026
First Seen
Sources
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