A Volume-Price-Adjusted MACD Trading Strategy with Sensitivity Calibration for U.S. Equity Indices

By Luyun Lin, Lixing Lin, Zhen Zhang, Moxuan Zheng, Yiqing Wang

Published 2026-04-28

Everscope rating

1522.6

Relevance to quantitative trading

8 / 10

Implementation complexity

4 / 10

Reproducibility

3 / 5

About this paper

Methodology: Volume-Price-Adjusted MACD (VP-MACD) with Sensitivity Parameter Calibration. Problem types: Algorithmic Trading Strategy Development, Signal Generation, Backtesting, Risk Management, Parameter Optimization.

arXiv:2604.26063 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.