Ivolution Research Journal · Refutation

REFUTE: 52-week-high proximity as an index return signal

Index return does NOT follow the claimed 52-week-high anchoring pattern; neither the "near the high underperforms" anchoring form nor its dip-buying inverse is a structural, regime-robust edge.

SYS-05 · v1·Refuted·Narrative — weak evidence·Systematic

Cite as: SYS-05: REFUTE: 52-week-high proximity as an index return signal. 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 SYS-05 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

SYS-05: REFUTE: 52-week-high proximity as an index return signal — Ivolution Research Journal