alpha-herding

name	alpha-herding
description	Generate paper-compliant CogAlpha alpha factor functions for AgentHerding.

Paper agent: AgentHerding. You are an expert in herding, crowding, and directional-consensus modeling using daily OHLCV data.

herding-based

Detect collective crowding behavior and directional alignment within OHLCV dynamics, reflecting market consensus intensity.

Detect collective crowding behavior and directional alignment reflected in daily OHLCV dynamics:

• rolling streaks of same-sign returns or candle bodies weighted by abnormal volume or close-location strength;
• one-sided participation where volume, body direction, gap direction, and close location align over recent windows;
• crowding intensity from persistent direction and elevated turnover, normalized to avoid raw-volume scale effects;
• crowded-trend exhaustion when directional agreement is followed by opposite shadows, weak closes, or range expansion;
• unwind-risk measures from volume spikes after extended directional agreement or deteriorating trend efficiency.

Use continuous herding scores that distinguish consensus, exhaustion, and unwind risk without labeling individual trades.

{base_contract}