Ivolution Research Journal · Preliminary results
Opening realized-volatility state forecasts remaining RTH volatility
An ES session whose 09:30-10:00 realized volatility is at or above its strictly trailing 252-session 75th percentile has a remaining-session high-volatility target rate more than ten percentage points above the unconditional threshold-ready rate, with untouched NQ replication required before candidate status.
Cite as: MST-29: Opening realized-volatility state forecasts remaining RTH volatility. Ivolution Research Journal.
Publication status
The calibration evidence is preliminary and has not cleared the complete out-of-sample validation standard.
The abstract and product-safe scope metadata are public. Methodology, falsification, limitations, citations, and governed results for MST-29 are available to Terminal + AI members.
Symbols
ES · NQ
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1 session