New edge proposed: opening_range_breakout_with_prior_day_midpoint_reclaim — E8 Intelligence Research

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Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-09-18
DOI
https://doi.org/10.5281/zenodo.22824134
Primary Topic
Intelligence, Security, War Strategy
Type
preprint
Controls
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preprint

New edge proposed: opening_range_breakout_with_prior_day_midpoint_reclaim — E8 Intelligence Research

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

New edge proposed: opening_range_breakout_with_prior_day_midpoint_reclaim — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

{ "name": "opening_range_breakout_with_prior_day_midpoint_reclaim", "source": "Standard intraday mean-reversion literature (e.g., Al Brooks, Chris Svorcik)", "type": "entry_engine", "rule": "Enter short on a confirmed 5-minute close back below the prior day's mid-price (high+low/2) after the opening 30-minute range has broken above its high and later closes above the prior day's high, with a tight stop above the breakout extreme and target at the prior day's low.", "pseudocode": "if time==09:30: OR_high=highest(highs[09:30:10:00]); OR_low=lowest(lows[...]); prior_mid=(prior_high+prior_low)/2; if close>OR_high and close>prior_high and close>prior_mid: wait_for_fade; on first 5m close 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: opening_range_breakout_with_prior_day_midpoint_reclaim — E8 Intelligence Research — Andrew Stewart Caldin · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS