Ivolution Research Journal · Preliminary results

Exact ES replication of overnight-RV forecast increment

MST-37's unchanged opening-plus-overnight-RV challenger reduces ES one-step-ahead remaining-session log-variance forecast loss relative to the unchanged exact-opening-RV-only baseline.

MST-38 · v1·Candidate·Plausible — unproven·Microstructure

Cite as: MST-38: Exact ES replication of overnight-RV forecast increment. 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-38 are available to Terminal + AI members.

Symbols

ES · NQ

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1 session

MST-38: Exact ES replication of overnight-RV forecast increment — Ivolution Research Journal