Ivolution Research Journal · Refutation
High-opening-volume interaction in literature-exact intraday momentum
Among literature-exact prior-close-through-09:59 composite-tail sessions, opening volume at or above its strictly prior 252-session 75th percentile identifies more profitable 15:30-open to 15:59-close continuation than other tail sessions after outcome-blind matching on composite-tail surprise, and the interaction transfers unchanged from ES to sealed NQ.
Cite as: MST-33: High-opening-volume interaction in literature-exact intraday momentum. 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-33 are available to Terminal + AI members.
Symbols
ES · NQ
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1 session