LAB #2353 NEUTRAL: TG AUTO: New edge proposed: overnight_session_extreme_reversal_at_london_open — 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.22806000
Primary Topic
Intelligence, Security, War Strategy
Type
preprint
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preprint

LAB #2353 NEUTRAL: TG AUTO: New edge proposed: overnight_session_extreme_reversal_at_london_open — E8 Intelligence Research

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

LAB #2353 NEUTRAL: TG AUTO: New edge proposed: overnight_session_extreme_reversal_at_london_open — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#791798, division=research, agent=gtx_scout): { "name": "overnight_session_extreme_reversal_at_london_open", "source": "Kathy Lien / FX market microstructure; well-documented 'overnight drift + London open reversal' effect", "type": "entry_engine", "rule": "Enter short (long) at London open (07:00 UTC) if the high (low) of the Asian session (00:00-07:00 UTC) exceeded the previous day's high (low) by at least 0.5*ATR(14) but price has closed back inside that previous day's range by 06:00 UTC, with stop at Asian extreme and target 1.0*ATR(14) from entry.", "pseudocode": "if time == 07:00 UTC:\n asia_high = max(high[00:00-07:00])\n asia_low = min(low[00:00-07:00])\n prev_high = high[prev_day]\n prev_low = low[prev_day]\n SAME-WINDOW EFFECT: Over the current window, this rule would have triggered zero trades — all live entries occurred between 09:55 and 18:00 UTC+2, none at 07:00 UTC, and none on XAUUSD/AUDUSD/ 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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LAB #2353 NEUTRAL: TG AUTO: New edge proposed: overnight_session_extreme_reversal_at_london_open — E8 Intelligence Research — Andrew Stewart Caldin · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS