策略 08已关闭

CVD / buy-sell classification (TIB·VIB·DIB·CVD)

cumulative volume delta and buy/sell imbalance predict direction

策略正文暂以英文显示，中文翻译进行中。

关键指标：

461 signals, all |corr|<0.05, ML acc 47.5% (worse than random)

为何存在优势 / 假设: Order-flow imbalance (de Prado information/volume/dollar imbalance bars) as a direction feature.
构造: 11 CVD features (slope, price divergence, buy ratio, vol-delta z-score) on the 4H timeframe.
测试数据: 8 coins, 461 signals.
结果: All |corr| < 0.05; ML accuracy 47.5% (random 50.1%); the filter works in reverse.
验证: Closes the entire buy/sell-classification block in crypto: TIB/VIB/DIB/CVD — all dead.
根因: Wash-trading + delta-neutral MM + no informed flow: the aggressor side carries no information.
结论: Dead (the whole block).
来源: archive/CVD_FEATURE_RESEARCH.md

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