arXiv (All)
open access
Structural Limits of OHLCV-Based Intraday Momentum Signals in MNQ Futures: A Systematic Falsification Study
This paper tests whether common intraday momentum signals built from OHLCV data generate a tradable edge in Micro E-Mini Nasdaq 100 (MNQ) futures after realistic execution costs. Fourteen signal families were evaluated on 947 trading days of five-minute data from 2021-2025 under expanding-window wal
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- A Validated Volatility-Volume-Gap Classifier for Regime Identification in MNQ Intraday Data#1013568
- Calendar anomalies in the Malaysian stock market#499743
- Dynamic Windowing in Transformers via Regime Incorporation for Financial Time Series#972524
- The WISSH quasars project XIII. A multi-epoch study of ultra-fast broad absorption line outflows at cosmic noon#1109312
- Rain: RDMA-assisted In-Network Scheduling for Microsecond-scale Workloads#259413
Record · ID 1011092
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive