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Openai/693eaf5a-1494-8007-b1e3-00abefb11523
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===== This volumetric value is not a physical quantity — it’s a shape-based metric combining time, price, slope, and curvature into one scalar. It can be used as a structural indicator of: ===== • how fast the price rose • how long the window was • how sharply the maximum occurred relative to the full time period In a back-test such volumes often correlate with momentum bursts: steep increases over shorter windows produce larger volumes. If you want, the next step is to turn this geometric “volume” into: • a Bayesian feature • a momentum-structure indicator • a volatility-weighted signal • a classification predictor for the probability of future price moves We can also compute: • full rolling tetrahedral volumes • normalized volumes • their cross-correlation with future returns • ROC/AUC for predictive strength Just say the word and I’ll run the next stage locally in Python: building a full volumetric back-tested signal from this geometry.
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