LAB #2064 NEUTRAL: TG AUTO: New edge proposed: gamma_exhaustion_after_three_push — E8 Intelligence Research

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Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-09-11
DOI
https://doi.org/10.5281/zenodo.22702037
Primary Topic
Competitive and Knowledge Intelligence
Type
preprint
Controls
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preprint

LAB #2064 NEUTRAL: TG AUTO: New edge proposed: gamma_exhaustion_after_three_push — E8 Intelligence Research

Andrew Stewart Caldin
Zenodo (CERN European Organization for Nuclear Research)
Competitive and Knowledge Intelligence
preprint

LAB #2064 NEUTRAL: TG AUTO: New edge proposed: gamma_exhaustion_after_three_push — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

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

Zenodo (CERN European Organization for Nuclear Research)
Competitive and Knowledge Intelligence
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LAB #2064 NEUTRAL: TG AUTO: New edge proposed: gamma_exhaustion_after_three_push — E8 Intelligence Research — Andrew Stewart Caldin · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS