LAB #1873 NEUTRAL: TG AUTO: New edge proposed: overnight_range_directional_bias — E8 Intelligence Research
IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#741764, division=research, agent=gtx_scout): { "name": "overnight_range_directional_bias", "source": "Boris Schlossberg / Kathy Lien - FX market structure", "type": "filter_flag", "rule": "For the current daily bar, if the overnight range (00:00-07:00 UTC) closes in the top 25% of its own range and the previous day was an up day, then only take long entries; if the overnight range closes in the bottom 25% and the previous day was down, only take short entries; otherwise no directional bias.", "pseudocode": "prev_close = close of previous daily bar\nif prev_close > open of previous day: prev_trend = 'up'\nelse: prev_trend = 'down'\novernight_high = max high from 00:00 to 07:00 UTC\novernight_low = min low from 00:00 to 07:00 UTC\n **SAME-WINDOW EFFECT:** If this filter had been live, it would have blocked most of the losing shorts in the window. For example, the GBPUSD short (1.34508) on 2026-08-03 — the prior day was Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Authors
- Andrew Stewart Caldin
Publication Details
- Journal
- Zenodo (CERN European Organization for Nuclear Research)
- Published
- 2026-09-05
- DOI
- https://doi.org/10.5281/zenodo.22325853
- Primary Topic
- Data-Driven Disease Surveillance
- Type
- preprint