Ivolution Research Journal · Refutation

REFUTE: Fed net-liquidity changes predict index returns

Weekly changes in Fed net liquidity (reserves minus TGA minus RRP, or the popular proxy) do NOT predict forward weekly index returns once trend is controlled.

SYS-07 · v1·Refuted·Narrative — weak evidence·Systematic

Cite as: SYS-07: REFUTE: Fed net-liquidity changes predict index returns. 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-07 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

5 sessions

SYS-07: REFUTE: Fed net-liquidity changes predict index returns — Ivolution Research Journal