Ivolution Research Journal · Inconclusive report
Physical remaining-variance forecast beyond the live SPX straddle
The exact replicated ES MST-48 physical-volatility forecast available at 10:00 ET improves out-of-sample prediction of SPX 10:00–15:59 realized variance by more than one percent MSE after a strictly prior mapping from the contemporaneous SPX 0DTE ATM straddle is already included.
Cite as: VRP-20: Physical remaining-variance forecast beyond the live SPX straddle. 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-20 are available to Terminal + AI members.
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SPX · ES
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