Ivolution Research Journal · Refutation
Literature-exact intraday momentum and strong-open specificity
The exact same-contract ES return from the prior RTH close through 10:00 predicts the final half-hour return; its strictly prior 20th/80th-percentile tails earn positive after-cost P&L in both directions and add information beyond opening-only and stale-signal controls.
Cite as: MST-02: Literature-exact intraday momentum and strong-open specificity. Ivolution Research Journal.
Publication status
The pre-registered hypothesis was refuted on the governed research record. This publication documents the null rather than presenting an edge.
The abstract and product-safe scope metadata are public. Methodology, falsification, limitations, citations, and governed results for MST-02 are available to Terminal + AI members.
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SPY · ES · NQ
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