Markets behave differently across the trading day:
- 9:30โ10:30 โ Opening volatility, emotional flow, model often confused by noise.
- 10:30โ12:00 โ Trends establish, informed money positions itself. Usually best edge.
- 12:00โ14:00 โ Lunch lull, thin liquidity, choppy.
- 14:00โ15:30 โ Algo positioning, institutions re-balance.
- 15:30โ16:00 โ MOC auction approach, heavy flow, often unpredictable.
- Outside RTH โ Premarket / after-hours, sparse data.
This module stratifies prediction accuracy by bucket and computes a size multiplier in [0.5, 1.2] keyed to the historical edge. The Unified Predictor applies this multiplier to every position. So if the brain has historically been +6pp on mid-AM trades but -3pp on close-hour trades, mid-AM positions grow by 12% and close-hour positions shrink by 6%.
Compound effect: the hourly multiplier multiplies
on top of the Bayesian dropout multiplier, ensemble agreement multiplier, OOD multiplier, and bootstrap divergence multiplier. The brain shrinks size compoundingly when multiple uncertainty signals fire.