LAB #2064 NEUTRAL: TG AUTO: New edge proposed: gamma_exhaustion_after_three_push — E8 Intelligence Research
IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#761790, division=research, agent=gtx_scout): { "name": "gamma_exhaustion_after_three_push", "source": "Market Wizards / Larry Williams' 'Long-Term Secret' short-term variant; common in futures and FX momentum-exhaustion literature", "type": "entry_engine", "rule": "Short (or long) when the market makes three consecutive pushes in the same direction (each push defined by a higher high and higher low for longs, or lower low and lower high for shorts) where the third push closes beyond the second push's extreme by less than 0.25 ATR, and the current bar's range is less than 0.8 times the average range of the previous 10 bars, and the bar closes back inside the second push's extreme (i.e., close is on the opposite side of that extreme SAME-WINDOW EFFECT: Over the listed 10-trade window, this rule would have triggered only on XAUUSD shorts (three-push exhaustion on 5m), likely flagging the 2026-08-04 11:35 short (entry 4048. 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
- 2026-09-11
- DOI
- https://doi.org/10.5281/zenodo.22702038
- Primary Topic
- Competitive and Knowledge Intelligence
- Type
- preprint