Not supported · Outside indicators & papers · 2026-10-04
Is a Volumatic VIDYA [BigBeluga] trend flip a good entry?
What this means
Buying daily VIDYA flips to 'up' and selling on the next flip down did worse than random entries held for the same time: about −1.4% per trade with the 300-day filter and −1.0% without, both clearly below zero. Its average trade was positive (+2.9% and +3.2%), but random entries in the same rising stocks did better. The stock list is survivorship-biased, which flatters both sides, but the gap between them still points against the indicator.
The explanation is our best reading; the data shows the result but not the cause directly.
By timeframe
| Timeframe | Verdict | n | Result |
|---|---|---|---|
| 15-minute | Not tested: outside indicator replication on daily data by design | ||
| 1-hour | Not tested: outside indicator replication on daily data by design | ||
| 4-hour | Not tested: outside indicator replication on daily data by design | ||
| Daily | Not tested: outside indicator replication on daily data by design | ||
- Hypothesis
- Buying daily VIDYA flips to 'up' (optionally only above the 300-day SMA) beats random entries held as long.
- Method
- Python re-implementation on local daily cache of S&P 500 members since 2016 (split-adjusted), 0.05% per side, exit on flip down; control = 5 random entries per trade held the same number of bars. Re-run 2026-10-10.
- Result
- With SMA300 filter: 9,813 trades, 41% win, +2.87% avg, -1.43% per trade vs random (-1.87, -0.99). Without filter: 14,583 trades, +3.20%, -1.03% vs random (-1.45, -0.62). Buy & hold same stocks: median 8.4%/yr. (Session log: vs random entries also above SMA300, -0.7% per trade.)
- How much to trust it
- Medium: simple, reproducible; survivorship-biased universe
- Did it change the live rule?
- not adopted
- Notes
- Uses tvpet/pit/cache (BeatDrift's price cache) as data only.
Scripts and data for this study will be linked here when the research code is published on GitHub.
Education and research only. Not financial advice. Backtests use today's index members (survivorship bias).