Ivolution Research Journal · Refutation
Intraday momentum (first-30-min sign → last-30-min / close continuation)
The sign of the first-30-minute return predicts the last-30-minute (into-close) return in the same direction — an intraday momentum continuation the sign-following payoff captures above zero.
Cite as: MST-14: Intraday momentum (first-30-min sign → last-30-min / close continuation). 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-14 are available to Terminal + AI members.
Symbols
Not explicitly scoped
Regimes
Aggregate · Positive gamma · pin · Positive gamma · drift · Negative gamma · trend · Negative gamma · chop · Event day
Horizons
close