New edge proposed: multi_day_high_low_breakout_reversal_at_volume_climax — E8 Intelligence Research

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Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-09-17
DOI
https://doi.org/10.5281/zenodo.22805465
Primary Topic
Intelligence, Security, War Strategy
Type
preprint
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preprint

New edge proposed: multi_day_high_low_breakout_reversal_at_volume_climax — E8 Intelligence Research

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

New edge proposed: multi_day_high_low_breakout_reversal_at_volume_climax — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

{ "name": "multi_day_high_low_breakout_reversal_at_volume_climax", "source": "Al Brooks / Tom DeMark (volume climax at key levels)", "type": "entry_engine", "rule": "If a new 5-day high or low is made on the current bar and the bar's volume is >= 2.5x the 20-bar average volume, then fade (enter opposite direction) on the next bar open, with stop at the extreme of the climax bar and target at the 20-bar SMA.", "pseudocode": "if high >= highest(high, 5)[1] and volume >= 2.5 * sma(volume, 20)[1] then sell next bar open; stop = high + 0.1*ATR; target = sma(close, 20); if low <= lowest(low, 5)[1] and volume >= 2.5 * sma(volume, 20)[1] then buy next bar open; stop = low - 0.1*ATR; target = sma(close, 20); exit at target/stop/end of day", "why_it_works": "Extreme volume at a multi-day extreme signals climax exhaustion, leading to a mean-reversion snap back toward the average." } Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Zenodo (CERN European Organization for Nuclear Research)
Intelligence, Security, War Strategy
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New edge proposed: multi_day_high_low_breakout_reversal_at_volume_climax — E8 Intelligence Research — Andrew Stewart Caldin · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS