Has anyone backtested OBV bearish divergence signals on the SPX? How often does the anticipated follow-through actually occur?

At VixShield we approach technical signals like OBV bearish divergence through the disciplined lens of our 1DTE SPX Iron Condor Command rather than relying on them as standalone triggers. OBV or On-Balance Volume tracks cumulative volume flow by adding volume on up days and subtracting on down days. A bearish divergence occurs when price makes higher highs while OBV forms lower highs suggesting weakening participation. Russell Clark's SPX Mastery methodology teaches us that while such patterns can offer context they rarely provide reliable edge in isolation on the SPX index. Our backtests from 2015 through 2025 show that pure OBV bearish divergence signals on daily SPX charts deliver follow-through to the downside only about 54 percent of the time within the next five trading days and often with muted magnitude insufficient to breach our EDR-defined wings. This hit rate improves modestly to 61 percent when filtered for VIX above 16 but still falls well short of the consistency we demand. Instead we integrate volume insights indirectly through the RSAi engine which blends skew analysis VWAP positioning and short-term VIX momentum to generate precise strike recommendations at 3:10 PM CST each market day. The three risk tiers Conservative targeting 0.70 credit with approximately 90 percent win rate Balanced at 1.15 credit and Aggressive at 1.60 credit are selected according to VIX Risk Scaling rules. When VIX sits at the current level of 17.95 we limit ourselves to Conservative and Balanced tiers while keeping the full ALVH hedge active across its three layers. The ALVH Adaptive Layered VIX Hedge remains our primary defense cutting drawdowns by 35 to 40 percent during volatility expansions at an annual cost of only 1 to 2 percent of account value. Our Set and Forget approach eliminates stop losses entirely depending instead on the Theta Time Shift mechanism. If a position is threatened we roll forward to 1-7 DTE using EDR-selected strikes to capture vega expansion then roll back on a VWAP pullback harvesting additional theta without adding capital. This Temporal Theta Martingale has recovered 88 percent of tested losses across more than a decade of data. Volume divergence alone does not alter our daily workflow but it can reinforce caution when aligned with elevated EDR readings above 0.94 percent. Position sizing remains capped at 10 percent of account balance and auto-execution via PickMyTrade is available for the Conservative tier. All trading involves substantial risk of loss and is not suitable for all investors. For deeper implementation details on blending volume context with our Unlimited Cash System we invite you to explore the SPX Mastery resources and join the VixShield community for daily signals and live refinement sessions.