New edge proposed: accumulation_distribution_reversal_at_volume_climax — E8 Intelligence Research

@misc{caldin2026edge,
  title = {{New edge proposed: accumulation_distribution_reversal_at_volume_climax — E8 Intelligence Research}},
  author = {Andrew Stewart Caldin},
  howpublished = {Zenodo},
  year = {2026},
  month = oct,
  doi = {10.5281/zenodo.23526457},
  url = {https://zenodo.org/records/23526457},
  note = {CC BY 4.0},
}

TY  - UNPB
TI  - New edge proposed: accumulation_distribution_reversal_at_volume_climax — E8 Intelligence Research
AU  - Andrew Stewart Caldin
PY  - 2026
DA  - 2026/10/21
PB  - Zenodo
DO  - 10.5281/zenodo.23526457
UR  - https://zenodo.org/records/23526457
AB  - { "name": "accumulation_distribution_reversal_at_volume_climax", "source": "Classic technical analysis literature (e.g., Larry Williams, Tom DeMark) on volume climax and accumulation/distribution divergence", "type": "entry_engine", "rule": "Enter short when the 14-period Accumulation/Distribution Line makes a lower high while price makes a higher high, AND the current bar's volume is at least 2.5x the 50-bar average volume (climax), AND the current bar closes below the prior bar's low.", "pseudocode": "if bar_index >= 64:\n ad = ((close-low) - (high-close)) / (high-low) * volume\n ad_line = cumulative ad over last 14 bars (using standard formula)\n price_high_14 = highest high of last 14 bars (excluding current)\n previous_high_signal = (price_high_14 > previous 14-bar high) and (ad_line < previous 14-bar ad_line)\n if previous_high_signal:\n vol_spike = volume >= 2.5 * sma(volume, 50)\n close_below_prev_low = close < low[1]\n if vol_spike and close_below_prev_low:\  Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
ER  -