Ivolution Research Journal · Refutation

Persistent leverage beyond opening-range HAR volatility

At 10:00 ET, strictly prior negative RTH returns carried at daily, weekly, and monthly horizons reduce rolling OOS remaining-RTH forecast loss beyond exact MST-44 opening-range + total HAR-RV.

MST-47 · v1·Refuted·Established literature·Microstructure

Cite as: MST-47: Persistent leverage beyond opening-range HAR volatility. 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-47 are available to Terminal + AI members.

Symbols

ES · NQ

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360 min

MST-47: Persistent leverage beyond opening-range HAR volatility — Ivolution Research Journal