Ivolution Research Journal · Inconclusive report
Signed model-zero distance → remaining-session volatility
The signed distance between SPX and the authenticated repriced aggregate zero-gamma level at the opening decision time adds out-of-sample information about remaining-session realized variance beyond net-gamma sign and magnitude, opening volatility, implied volatility, recent realized volatility, calendar, and price-path controls.
Cite as: GEX-04: Signed model-zero distance → remaining-session volatility. Ivolution Research Journal.
Publication status
The completed study did not produce decisive evidence for or against the hypothesis. It is not citable as an edge.
The abstract and product-safe scope metadata are public. Methodology, falsification, limitations, citations, and governed results for GEX-04 are available to Terminal + AI members.
Symbols
SPX
Regimes
Aggregate
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