Ivolution Research Journal · Inconclusive report
VIX-spike 21-day rebound (regime-specific)
After a sharp VIX spike, the index earns an above-baseline forward 21-day return (a volatility-spike mean-reversion / rebound effect).
Cite as: SYS-04: VIX-spike 21-day rebound (regime-specific). 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-04 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
21 sessions