The Coiled Spring Model: Quantifying Accumulated Return Potential During Consolidation in High-Liquidity Stocks

The Coiled Spring Model (CSM) – Version 1 This deposit contains the complete replication package for the paper: "The Coiled Spring Model: Quantifying Accumulated Return Potential During Consolidation in High-Liquidity Stocks" by Philipp Gandolfi (May 2026). Contents:- The full paper (PDF)- Complete Python code (research edition v1) with the exact Pent-up Alpha (PA) recursion, liquidity filter, coiled-day detection and example backtests- README.md with quick-start instructions- requirements.txt and MIT License for the code The code is fully vectorized (pandas + numpy + yfinance) and reproduces all empirical results in the paper. It runs on a standard laptop in under 2 minutes for the full 2010–2026 sample. See the README.md for detailed usage instructions.