Ivolution Research Journal · Preregistration

Expected-move calibration

The IV-implied 1-day expected move is well-calibrated: realized absolute move is within the expected-move band on approximately 68% of sessions (a calibration test, not an edge).

VRP-06 · v1·Proposed·Plausible — unproven·Vol risk premium

Cite as: VRP-06: Expected-move calibration. Ivolution Research Journal.

Publication status

The study is pre-registered and awaits execution. No result exists yet.

The abstract and product-safe scope metadata are public. Methodology, falsification, limitations, citations, and governed results for VRP-06 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