KMID2 KMID
K-line body: (close-open)/open, intraday strength
Formula
($close-$open)/($high-$low+1e-12)
The expression above is verbatim from qlib Alpha158/360 feature engineering (qlib/contrib/data/loader.py, Apache-2.0). The platform qlib-compatible expression engine evaluates it on the deterministic research panel.
Cross-section statistics & information coefficient
IC mean (60M)
-0.0202
ICIR
-0.308
Cross-section mean
0.0010
Cross-section std
0.3953
Min
-0.6667
Max
0.6542
IC = Spearman-style rank correlation between the factor cross-section and next-month returns, computed over the last 60 months on the deterministic research panel.