Ivolution Research Journal · Working paper
DIX beyond momentum/VRP (falsification)
High DIX does NOT predict positive 1-10 day SPX returns beyond a momentum + VRP baseline.
DP-02 · v1·Proposed·Narrative — weak evidence·Dark pool
Cite as: DP-02: DIX beyond momentum/VRP (falsification). 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-02 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
10 sessions