What follows VIX above 30?
insufficient. Registered 2026-10-01.
Too few non-overlapping observations in one or more periods. The result did not improve on the baseline after the cost allowance in every period. The annual comparison did not pass the 512-trial correction (adjusted p=1.0000).
Higher 182-calendar-day price returns; 0.2 percentage-point round-trip cost allowance. Non-overlapping windows; period-end windows excluded. Baseline: eligible dates in the same period. Annual sign comparisons use a fixed 512-trial Bonferroni correction. Discovery before 2010, validation 2010–2017, confirmation 2018 through September 2026. Conditional association, not a risk-adjusted alpha estimate or an executable trading strategy. Historical selection remains exploratory; forward observations start after publication.
Open the evidence, sources and forward ledger
Conditions
- vix.value:gt:30
Research history
- 2026-10-01T03:21:08.787Z — Waiting for fresh inputs; a current match cannot be established.
- 2026-10-01T03:21:08.692Z — Too few non-overlapping observations in one or more periods.
- 2026-10-01T03:19:39.354Z — Investigation registered. Its conditions and test periods are fixed.
