New edge proposed: liquidity_trap_reversal_above_below_daily_level — E8 Intelligence Research

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Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-09-19
DOI
https://doi.org/10.5281/zenodo.22841118
Primary Topic
Competitive and Knowledge Intelligence
Type
preprint
Controls
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preprint

New edge proposed: liquidity_trap_reversal_above_below_daily_level — E8 Intelligence Research

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

New edge proposed: liquidity_trap_reversal_above_below_daily_level — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

{ "name": "liquidity_trap_reversal_above_below_daily_level", "source": "Al Brooks / Market profile liquidity concepts", "type": "entry_engine", "rule": "Enter short when 11-am EST price exceeds prior day high by >=1.2*ATR(14) but closes back below prior day high within 3 bars (5min), or enter long at mirror conditions below prior day low; stop at 1.5*ATR, target 2*ATR or breakeven after 1*ATR", "pseudocode": "for each day at 11:00 EST (bar_time >= 11:00):\n hh = max(high[prior_day])\n ll = min(low[prior_day])\n atr = ATR(14)[current_bar]\n if high[bar] > hh + 1.2*atr and close[bar] < hh:\n sell at close[bar]\n if low[bar] < ll - 1.2*atr and close[bar] > ll:\n buy at close[bar]\n stop = entry - signal_dir * 1.5*atr\n target = entry + signal_dir * 2*atr\n move stop to entry after profit >= 1*atr", "why_it_works": "Liquidity runs beyond obvious daily levels often trap breakout traders, and the immediate reclaim reveals the move as a false breakout with high reversion p 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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New edge proposed: liquidity_trap_reversal_above_below_daily_level — E8 Intelligence Research — Andrew Stewart Caldin · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS