On the face of it the idea seems good. However when you do the math the amount of sand you would need to have an impact would be huge.

For instance, I have a vegitable garden that measures roughly 60 x 60 or 3600 sq.
feet which equals 518,400 square inches. A few years ago I scored 10 cubic yards of composted cow manure for nothing. I just had to borrow a dump truck from my father in law. Ten cubic yards is 270 cubic feet, or 466,560 cubic inches. So ten yards of cow manure spred on my garden equaled about .9 inches of manure evenly spred.
In order to help your heavy clay soil you would need even more sand per square foot. So unless you are willing to buy dump truck after dump truck of sand it would be better/cheaper to plant crops better suited to your soil type.

I also live in a red clay area here in Virginia so I know what its like. One big key is to not work the soil if it is saturated. I.E. it is so wet it sticks to everything.