Ivolution Research Journal · Refutation
Index short-horizon return-autocorrelation reversal (down-day → next-day bounce)
A negative close-to-close session (down day) is followed by a higher next-day close-to-close return than the unconditional baseline — the index exhibits short-horizon (daily) return reversal.
Cite as: MST-13: Index short-horizon return-autocorrelation reversal (down-day → next-day bounce). 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-13 are available to Terminal + AI members.
Symbols
SPX · QQQ
Regimes
Aggregate · Positive gamma · pin · Positive gamma · drift · Negative gamma · trend · Negative gamma · chop · Event day
Horizons
1 session