Universe
MIS is an unvalidated prototype composite (5-min return z, futures order-flow z, signed volume, residual strength vs NIFTY). Lead = Hayashi-Yoshida lag in seconds where spot/future correlation peaks; positive means the future leads. Values are research inputs, not trade signals.
Information coefficients forward futures return, cross-sectional Spearman; t on non-overlapping minutes
| Feature | h (min) | Minutes | Mean IC | t | % IC>0 | Q5−Q1 bp | Verdict |
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Pass rule (pre-registered): mean IC ≥ 0.02 and t ≥ 2 with ≥ 200 minutes. Runs automatically after each session close.
Sessions
| Session | Feed | Tokens | Ticks | Dropped | Notes |
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