Ivolution Research Journal · Working paper

REFUTE: IV-rank as an independent edge beyond VRP

Conditioning on high IV-rank adds NO forward-vol/return predictive power beyond the variance risk premium itself; the 'IVR>50 → sell premium' rule is repackaged VRP, not an independent signal.

VRP-17 · v1·Proposed·Narrative — weak evidence·Vol risk premium

Cite as: VRP-17: REFUTE: IV-rank as an independent edge beyond VRP. 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-17 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