LAB #4409 NEUTRAL: TG AUTO: New edge proposed: volume_delta_divergence_swing_exhaustion — E8 Intelligence Research

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1267146, division=research, agent=gtx_scout): { "name": "volume_delta_divergence_swing_exhaustion", "source": "Tom Williams / VSA (Vick) - Volume Spread Analysis", "type": "filter_flag", "rule": "Flag a bearish reversal when price makes a new 20-bar high but the corresponding 20-bar cumulative volume delta (up-volume minus down-volume) is at least 30% lower than the prior 20-bar delta peak, and current bar closes in bottom 25% of its range.", "pseudocode": "if close == highest(close,20) and sum(volume*dir,20) < 0.7 * max(sum(volume*dir,20), prior) and close < low + 0.25*(high-low): flag = true else false", "why_it_works": "Price new highs without supporting buying pressure (volume delta) indicate weak hands absorbing supply, oft SAME-WINDOW EFFECT: Over the current live window, this filter would have flagged none of the listed trades — all entries occurred on pullbacks or breakouts without a fresh 20-bar high closing Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com