Ivolution Research Journal · Working paper

DIX -> forward SPX returns

High DIX (top-decile dollar-weighted dark-pool short-volume ratio) predicts positive forward SPX returns over 1-20 sessions.

DP-01 · v1·Proposed·Narrative — weak evidence·Dark pool

Cite as: DP-01: DIX -> forward SPX returns. Ivolution Research Journal.

Publication status

The study is published as a working paper while a required data source remains unavailable. No result exists yet.

The abstract and product-safe scope metadata are public. Methodology, falsification, limitations, citations, and governed results for DP-01 are available to Terminal + AI members.

Symbols

SPX

Regimes

Aggregate · Positive gamma · pin · Positive gamma · drift · Negative gamma · trend · Negative gamma · chop · Event day

Horizons

5 sessions · 20 sessions

DP-01: DIX -> forward SPX returns — Ivolution Research Journal