Rolling 20-day cross-sectional Spearman IC of source-tagged sentiment against forward 7-day and 30-day returns. Significance via Newey-West HAC standard errors (Bartlett kernel) with Benjamini-Hochberg FDR correction across the daily (source × horizon) panel at α = 0.05.
Asterisks: * pBH < 0.05 · ** < 0.01 · *** < 0.001. AUTO-DOWN-WEIGHT triggers when ICIR < 0.3 for two consecutive 20-day windows (consumed by 20-B-04 SourceTier recompute).
Generated at 2026-07-10T08:52:42.285Z.
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Insufficient data — n < 20 days of cross-sectional observations.