Ivolution Research Journal · Inconclusive report

VIX term-structure contango -> forward returns

When the VIX-futures curve is in steep contango (front-to-second-month roll in the top decile), forward returns to being long SPX / short front vol are positive over the following month, with a fat left tail when the curve inverts.

VRP-04 · v1·Inconclusive·Established literature·Vol risk premium

Cite as: VRP-04: VIX term-structure contango -> forward returns. 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 VRP-04 are available to Terminal + AI members.

Symbols

SPX

Regimes

Aggregate · Positive gamma · pin · Positive gamma · drift · Negative gamma · trend · Negative gamma · chop · Event day

Horizons

21 sessions

VRP-04: VIX term-structure contango -> forward returns — Ivolution Research Journal