05 · SIGNAL MINE
S06 · Volatility shock
volatility · event
SUCCEEDED · 2026-10-24 06:59 ET
← ALL STUDIES
Hypothesis. Discontinuous volatility shocks are followed by systematic drift while volatility normalizes. Edge is a winsorized (5/95) mean against a matched baseline; significance by Welch t and Mann–Whitney U; p-values Benjamini–Hochberg corrected across each study's parameter grid; overlapping events de-duplicated before statistics. Every signal carries per-regime success counts and its own fitted forward-return distribution.
reading this study’s results…