Cointegrated Volume Structure Alpha (CVSA)

Family: hybrid · Regime: trending · Complexity: high · Asset classes: Equities, ETFs, Large-cap Stocks · Timeframes: H1, H4

Thesis

Alpha is most reliably extracted from assets that maintain a stable statistical relationship (cointegration) with a benchmark like SPY. Such assets represent the 'systemic core' of the market. When these assets reject high-volume structural levels (support/resistance) in alignment with smoothed momentum (Trendilo), the move reflects a genuine liquidity-driven shift rather than idiosyncratic noise. The Cointegration filter serves as a quality-control mechanism to ensure the price action is fundamentally linked to broader market flows.

Components

Known failure conditions

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