43550 observations (650 stock-days, 22 days)
   correlation, price change vs net buying over the same 15 min: 0.24
   correlation, price change vs net buying over the same 30 min: 0.24

--- Does each measure predict what comes next? (AUC: next-30 / next-60 / to-close rising; 1st/2nd half for next-60)
   ret15    0.492 / 0.489 / 0.492   halves 0.486 / 0.492
   imb15    0.498 / 0.500 / 0.502   halves 0.505 / 0.495
   resid15  0.490 / 0.489 / 0.490   halves 0.478 / 0.499
   ret30    0.494 / 0.488 / 0.490   halves 0.483 / 0.492
   imb30    0.497 / 0.500 / 0.503   halves 0.507 / 0.492
   resid30  0.489 / 0.486 / 0.486   halves 0.470 / 0.502
   imb5     0.494 / 0.497 / 0.499   halves 0.502 / 0.492
   room     0.514 / 0.518 / 0.519   halves 0.523 / 0.513

--- Patterns (every 5-min observation) vs all stocks at the same minute
   pattern                                                            n  next 30  next 60  to close  60m 1st/2nd half rose 60m
   QUIET DEMAND: up >= 1% in 30 min on net selling (imb30 <= 0)     866   -0.11%   -0.35%    -0.83%   -0.58/-0.16%      43%
   HEAVY BUYING + UP: up >= 1% on net buying >= +0.15              1881   +0.06%   +0.08%    -0.50%   +0.30/-0.09%      47%
   ABSORBED BUYING: down >= 1% on net buying >= 0                  1472   -0.12%   -0.19%    -0.16%   -0.30/-0.10%      52%
   NORMAL SELLING: down >= 1% on net selling <= -0.15              1435   -0.56%   -0.65%    -0.73%   -0.58/-0.70%      47%
   UP MORE THAN BUYING EXPLAINS (resid30 >= +1%)                   5031   -0.04%   -0.11%    -0.67%   -0.11/-0.11%      44%
   DOWN MORE THAN SELLING EXPLAINS (resid30 <= -1%)                4789   -0.30%   -0.40%    -0.66%   -0.47/-0.34%      49%
   BUYING BURST (imb5 >= +0.5) within 1% of 14-day resistance       797   +0.03%   +0.04%    +0.15%   +0.02/+0.05%      44%
   BUYING BURST (imb5 >= +0.5) at the day's high (within 0.5%)      405   +0.15%   +0.23%    +0.58%   +0.36/+0.03%      40%