LAB #2278 NEUTRAL: TG AUTO: New edge proposed: prior_day_high_low_volume_climax_reversal — E8 Intelligence Research

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Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-09-16
DOI
https://doi.org/10.5281/zenodo.22786672
Primary Topic
Competitive and Knowledge Intelligence
Type
preprint
Controls
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preprint

LAB #2278 NEUTRAL: TG AUTO: New edge proposed: prior_day_high_low_volume_climax_reversal — E8 Intelligence Research

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

LAB #2278 NEUTRAL: TG AUTO: New edge proposed: prior_day_high_low_volume_climax_reversal — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#784195, division=research, agent=gtx_scout): { "name": "prior_day_high_low_volume_climax_reversal", "source": "Tom Williams / VSA (Volume Spread Analysis) - climax buying/selling after hitting prior day extremes", "type": "entry_engine", "rule": "Enter short when price touches the prior day high after a 3-bar rally and the touch bar has volume in the top 10% of the last 100 bars with a close in the bottom 40% of its range; enter long symmetrically at the prior day low after a 3-bar decline with a volume climax and close in the top 60% of its range.", "pseudocode": "if close > prior_high and bar_volume > percentile(volume, 90, 100) and close_position <= 0.4 and close < open then short; if close < prior_low and bar_volume > percent SAME-WINDOW EFFECT: Over the current 10-trade window, this edge would have triggered only on XAUUSD shorts at 4048.74 and 4051.79 if those bars met the volume-climax + close-position criteri Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Zenodo (CERN European Organization for Nuclear Research)
Decent work and economic growth
Competitive and Knowledge Intelligence
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LAB #2278 NEUTRAL: TG AUTO: New edge proposed: prior_day_high_low_volume_climax_reversal — E8 Intelligence Research — Andrew Stewart Caldin · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS