Ivolution Research Journal · Inconclusive report
Real-time volatility-managed exposure (1/sigma^2)
Scaling index exposure by inverse realized variance (more exposure when vol is low, less when high), computed in real time, improves the risk-adjusted return (Sharpe) vs constant exposure.
Cite as: SYS-03: Real-time volatility-managed exposure (1/sigma^2). 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.
The abstract and product-safe scope metadata are public. Methodology, falsification, limitations, citations, and governed results for SYS-03 are available to Terminal + AI members.
Symbols
Not explicitly scoped
Regimes
Aggregate · Positive gamma · pin · Positive gamma · drift · Negative gamma · trend · Negative gamma · chop · Event day
Horizons
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