LAB #2178 NEUTRAL: TG AUTO: New edge proposed: opening_range_breakout_with_poor_mans_volatility_squeeze — E8 Intelligence Research

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Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-09-14
DOI
https://doi.org/10.5281/zenodo.22742324
Primary Topic
Intelligence, Security, War Strategy
Type
preprint
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preprint

LAB #2178 NEUTRAL: TG AUTO: New edge proposed: opening_range_breakout_with_poor_mans_volatility_squeeze — E8 Intelligence Research

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

LAB #2178 NEUTRAL: TG AUTO: New edge proposed: opening_range_breakout_with_poor_mans_volatility_squeeze — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#773696, division=research, agent=gtx_scout): { "name": "opening_range_breakout_with_poor_mans_volatility_squeeze", "source": "Sheldon Knight / trading literature on opening range breakouts with volatility contraction", "type": "entry_engine", "rule": "If current 15-minute opening range ATR(14) is less than 0.5 * the prior day's ATR(14) (a volatility squeeze), enter on a 15-minute close above the opening range high with the 20-period EMA rising, or below the opening range low with the 20-period EMA falling; stop at the opposite side of the range, target 1.5 * range size.", "pseudocode": "\nif time == 09:45 (bar close of 15min after open):\n opening_range_high = max(high of first 15min bar)\n opening_range_low = min(low of fi SAME-WINDOW EFFECT: Over the current trade window, this rule would have been dormant — none of the listed trades occurred within the first 15-minute bar of a session, and the ATR-squeeze condi Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Zenodo (CERN European Organization for Nuclear Research)
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Intelligence, Security, War Strategy
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LAB #2178 NEUTRAL: TG AUTO: New edge proposed: opening_range_breakout_with_poor_mans_volatility_squeeze — E8 Intelligence Research — Andrew Stewart Caldin · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS