621 B
621 B
Volume Accumulation Scanner
Current Understanding
Detects stocks with volume >2x average. Key weakness: cannot distinguish buying from selling — high volume on a down day is distribution, not accumulation. Multi-day mode (3 of last 5 days >1.5x) is more reliable than single-day spikes. Price-change filter (<3% absolute move) isolates quiet accumulation from momentum chasing.
Evidence Log
(populated by /iterate runs)
Pending Hypotheses
- Does adding a price-direction filter (volume + flat/up price) improve hit rate?
- Is 3-of-5-day accumulation a stronger signal than single-day 2x volume?