Ivolution Research Journal · Refutation

Signed-semivariance memory beyond total HAR-RV

At 10:00 ET, adding the strictly prior downside-versus-upside composition of realized variance reduces rolling out-of-sample remaining-RTH forecast loss beyond exact MST-40 total-HAR state.

MST-41 · v1·Refuted·Established literature·Microstructure

Cite as: MST-41: Signed-semivariance memory beyond total HAR-RV. 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-41 are available to Terminal + AI members.

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ES · NQ

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360 min

MST-41: Signed-semivariance memory beyond total HAR-RV — Ivolution Research Journal