Ivolution Research Journal · Inconclusive report
Overnight realized volatility as incremental remaining-RTH state
Among sessions already in the strictly trailing high-opening-RV state, sessions whose exact 18:00-09:29 overnight realized volatility is also unusually high have a remaining-session high-volatility target rate at least eight percentage points above other high-opening-RV sessions, survive opening-RV matching, and transfer unchanged from ES to sealed NQ.
Cite as: MST-36: Overnight realized volatility as incremental remaining-RTH state. Ivolution Research Journal.
Publication status
The completed study did not produce decisive evidence for or against the hypothesis. It is not citable as an edge.
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ES · NQ
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1 session