LAB #1864 NEUTRAL: TG AUTO: New edge proposed: prior_session_volume_profile_poc_retest — E8 Intelligence Research

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#741151, division=research, agent=gtx_scout): { "name": "prior_session_volume_profile_poc_retest", "source": "Market Profile / Auction Market Theory (Steidlmayer, Dalton)", "type": "entry_engine", "rule": "Enter long if price returns to within 0.25 * ATR(14) of the prior session's Point of Control (POC, highest volume price) after having traded at least 1 ATR above it, and the current bar closes back above the POC with volume >= 1.2 * 20-bar average volume; enter short symmetrically after trading 1 ATR below and closing back below.", "pseudocode": "compute_prior_session_POC(volume_by_price)\nfor bar in current_session:\n if low <= POC + 0.25*ATR and high >= POC - 0.25*ATR:\n if prior_max_high >= POC + 1*ATR and close > POC and SAME-WINDOW EFFECT: Over the current live window, this edge would have had minimal direct impact. The only trade that could plausibly intersect is the GBPUSD SHORT (entry 1.34508) — if prior Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-09-05
DOI
https://doi.org/10.5281/zenodo.22325505
Primary Topic
Intelligence, Security, War Strategy
Type
preprint
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LAB #1864 NEUTRAL: TG AUTO: New edge proposed: prior_session_volume_profile_poc_retest — E8 Intelligence Research

Andrew Stewart Caldin
Zenodo (CERN European Organization for Nuclear Research)
Intelligence, Security, War Strategy
preprint

LAB #1864 NEUTRAL: TG AUTO: New edge proposed: prior_session_volume_profile_poc_retest — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#741151, division=research, agent=gtx_scout): { "name": "prior_session_volume_profile_poc_retest", "source": "Market Profile / Auction Market Theory (Steidlmayer, Dalton)", "type": "entry_engine", "rule": "Enter long if price returns to within 0.25 * ATR(14) of the prior session's Point of Control (POC, highest volume price) after having traded at least 1 ATR above it, and the current bar closes back above the POC with volume >= 1.2 * 20-bar average volume; enter short symmetrically after trading 1 ATR below and closing back below.", "pseudocode": "compute_prior_session_POC(volume_by_price)\nfor bar in current_session:\n if low <= POC + 0.25*ATR and high >= POC - 0.25*ATR:\n if prior_max_high >= POC + 1*ATR and close > POC and SAME-WINDOW EFFECT: Over the current live window, this edge would have had minimal direct impact. The only trade that could plausibly intersect is the GBPUSD SHORT (entry 1.34508) — if prior Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Zenodo (CERN European Organization for Nuclear Research)
Intelligence, Security, War Strategy
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