New edge proposed: session_open_high_low_noise_spike_reversion — 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.22805938
Primary Topic
Intelligence, Security, War Strategy
Type
preprint
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preprint

New edge proposed: session_open_high_low_noise_spike_reversion — E8 Intelligence Research

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

New edge proposed: session_open_high_low_noise_spike_reversion — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

{ "name": "session_open_high_low_noise_spike_reversion", "source": "Larry Williams / short-term mean reversion literature", "type": "filter_flag", "rule": "If the first 30 minutes of a session has its high-low range exceed 2.5 times the average 30-minute high-low range of the previous 5 sessions, then only allow short entries below the opening range low and long entries above the opening range high after a 0.3 ATR pullback from the range edge.", "pseudocode": "if session_time == 09:30-10:00:\n range30 = high30 - low30\n avgRange = mean(range30 of last 5 sessions)\n if range30 > 2.5 * avgRange:\n setFilter = true\n else:\n setFilter = false\n if setFilter:\n if entry == long and price > ORH:\n entry = wait for pullback >= 0.3*ATR from ORH\n if entry == short and price < ORL:\n entry = wait for pullback >= 0.3*ATR from ORL\n", "why_it_works": "Extreme initial range often indicates noise/overreaction, so waiting for a clear breakout with a pullback avoids 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: session_open_high_low_noise_spike_reversion — E8 Intelligence Research — Andrew Stewart Caldin · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS