Accumulation/Distribution on SPY self-test, 2026-10-22T10:08:21.130Z

1. Hand-worked days
A. 10/12/8/11 vol 100 -> +50; 11/11/11/11 vol 50 (high = low) -> 0; 11/13/10/10 vol 200 -> -200: A/D 50, 50, -150; Chaikin oscillator 0, 0, -63.6364
  [ok] A/D 50, 50, -150; oscillator -63.6364
B. 65 quiet days, then a close at the high on volume (day 65): both crosses up -> buy at the open of day 66 (101); a 1.00 dividend on day 67; a close at the low on
   large volume (day 68): both cross down -> sell at the open of day 69 (97.5); growth = 102/101 x (101+1)/102 x 98/101 x 97.5/98
  [ok] one trade each, -2.5496% net (dividend included)
  [ok] reference identical (3 variants)
C. ADS-DIV: a swing low at day 66 (low 90), buying on days 68-78, a lower swing low at day 80 (low 85) with A/D higher -> known at day 85; buy at the open of day 86
   (105), stop 85, R 20, target 145
  [ok] stopped at 85 on day 87: -19.088%; reference identical
  [ok] a gap below the stop exits at the open (80)
  [ok] stop and target on the same day: the stop
  [ok] neither level in 30 days: out at the open of day 116
  [ok] previous swing low 65 days earlier (more than 60): no trade

2. Real data: engine against the independent reference
  8489 days 1993-01-29 .. 2026-10-20; volume on every day: true
  [ok] ADS-DIV: 76 trades, reference 76, identical
  [ok] ADS-MA: 510 trades, reference 510, identical
  [ok] ADS-CHO: 455 trades, reference 455, identical

3. Control at offset 0
  [ok] ADS-DIV: 76 control trades on the real entry days (exits at opens by definition)
  [ok] ADS-MA: 510 control trades identical to the real ones
  [ok] ADS-CHO: 455 control trades identical to the real ones

PASSED