Ivolution Research Journal · Preliminary results

Adaptive conformal replication under volatility distribution shift

A single frozen adaptive conformal update around the exact MST-40 HAR challenger has calibrated tails, lower proper interval score, and narrower width than the identically adapted exact overnight-plus-opening baseline on the previously unopened NQ interval population.

MST-63 · v1·Candidate·Plausible — unproven·Microstructure

Cite as: MST-63: Adaptive conformal replication under volatility distribution shift. 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-63 are available to Terminal + AI members.

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NQ

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360 min

MST-63: Adaptive conformal replication under volatility distribution shift — Ivolution Research Journal