Ivolution Research Journal · Working paper

REFUTE: index SKEW as an SPX return/crash timer

A high CBOE-SKEW-style index skew reading does NOT predict lower forward SPX returns or higher drawdown probability beyond the VIX level; index SKEW is not a crash timer.

VRP-16 · v1·Proposed·Narrative — weak evidence·Vol risk premium

Cite as: VRP-16: REFUTE: index SKEW as an SPX return/crash timer. Ivolution Research Journal.

Publication status

The study is published as a working paper while a required data source remains unavailable. No result exists yet.

The abstract and product-safe scope metadata are public. Methodology, falsification, limitations, citations, and governed results for VRP-16 are available to Terminal + AI members.

Symbols

SPX · SPY · QQQ

Regimes

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

Horizons

1 session · 5 sessions · 10 sessions

VRP-16: REFUTE: index SKEW as an SPX return/crash timer — Ivolution Research Journal