LAB #2411 PROMISING: TG AUTO: New edge proposed: kaufman_adaptive_momentum_reentry — E8 Intelligence Research

{"IDEA:":[0],"AUTO-FORWARDED":[1],"from":[2,38,123],"the":[3,101,113,138],"Telegram/breakthrough":[4],"stream":[5],"(#799372,":[6],"division=research,":[7],"agent=gtx_scout):":[8],"{":[9],"\\"name\\":":[10],"\\"kaufman_adaptive_momentum_reentry\\",":[11],"\\"source\\":":[12],"\\"Perry":[13],"Kaufman's":[14],"Smarter":[15],"Trading":[16],"/":[17],"Kaufman":[18],"Adaptive":[19],"Moving":[20],"Average":[21],"(KAMA)":[22],"momentum":[23],"re-entry":[24],"after":[25],"trend":[26],"filter\\",":[27],"\\"type\\":":[28],"\\"entry_engine\\",":[29],"\\"rule\\":":[30],"\\"Enter":[31],"long":[32],"if":[33],"KAMA(10,2,30)":[34],"slope":[35,121],"turns":[36],"positive":[37,126],"negative":[39,124],"for":[40],"at":[41],"least":[42],"3":[43],"bars":[44],"and":[45,52,84],"price":[46],"closes":[47],"above":[48],"KAMA":[49,120],"by":[50],"0.25*ATR(14),":[51],"prior":[53],"5-bar":[54],"average":[55,60],"volume":[56,61],"is":[57],"below":[58],"20-day":[59],"(quiet":[62],"pullback);":[63],"short":[64],"mirrored.\\",":[65],"\\"pseudocode\\":":[66],"\\"KAMA":[67],"=":[68,73,77],"adaptive_ma(close,":[69],"10,":[70],"2,":[71],"30)\\\\nprev_slope":[72],"sign(KAMA[i-1]":[74],"-":[75,79],"KAMA[i-2])\\\\ncurr_slope":[76],"sign(KAMA[i]":[78],"KAMA[i-1])\\\\nif":[80],"curr_slope":[81],">":[82,90],"0":[83,87],"prev_slope":[85],"<=":[86],"and\\\\n":[88,94],"close[i]":[89],"KAMA[i]":[91],"+":[92],"0.25*ATR(14)[i]":[93],"avg(volume[i-5:i])":[95],"<":[96],"avg(volume[i-20:i]":[97],"SAME-WINDOW":[98],"EFFECT:":[99],"Over":[100],"listed":[102],"10-trade":[103],"window,":[104],"this":[105],"entry":[106],"filter":[107],"would":[108],"have":[109],"gated":[110],"most":[111],"of":[112,137],"rizzy5m/7m":[114],"signals":[115],"because":[116],"it":[117],"requires":[118],"a":[119],"flip":[122],"to":[125],"(or":[127],"vice":[128],"Author:":[129],"Andrew":[130],"Stewart":[131],"Caldin,":[132],"Independent":[133],"Researcher,":[134],"UK.":[135],"Part":[136],"E8":[139],"Intelligence":[140],"Research":[141],"series.":[142],"Platform:":[143],"e8intelligence.com":[144]}

Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-09-19
DOI
https://doi.org/10.5281/zenodo.22841371
Primary Topic
Competitive and Knowledge Intelligence
Type
preprint
Controls
|||
ALL TIME
JAN
FEB
MAR
APR
MAY
JUN
JUL
AUG
SEP
preprint

LAB #2411 PROMISING: TG AUTO: New edge proposed: kaufman_adaptive_momentum_reentry — E8 Intelligence Research

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

LAB #2411 PROMISING: TG AUTO: New edge proposed: kaufman_adaptive_momentum_reentry — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#799372, division=research, agent=gtx_scout): { "name": "kaufman_adaptive_momentum_reentry", "source": "Perry Kaufman's Smarter Trading / Kaufman Adaptive Moving Average (KAMA) momentum re-entry after trend filter", "type": "entry_engine", "rule": "Enter long if KAMA(10,2,30) slope turns positive from negative for at least 3 bars and price closes above KAMA by 0.25*ATR(14), and prior 5-bar average volume is below 20-day average volume (quiet pullback); short mirrored.", "pseudocode": "KAMA = adaptive_ma(close, 10, 2, 30)\nprev_slope = sign(KAMA[i-1] - KAMA[i-2])\ncurr_slope = sign(KAMA[i] - KAMA[i-1])\nif curr_slope > 0 and prev_slope <= 0 and\n close[i] > KAMA[i] + 0.25*ATR(14)[i] and\n avg(volume[i-5:i]) < avg(volume[i-20:i] SAME-WINDOW EFFECT: Over the listed 10-trade window, this entry filter would have gated most of the rizzy5m/7m signals because it requires a KAMA slope flip from negative to positive (or vice 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
AI Navigator

Ask Laika to Summarize, Analyze, and Connect papers live on the map.

Summarize Papers & Methodologies

Extract key findings, datasets, and comparative methods across publications.

Benchmark Rankings & Visual Analytics

Rank top research institutions, authors, funders, topics, and journals by Field-Weighted Citation Impact (FWCI) and paper volume with instant charts.

Connect Distant Disciplines

Bridge topological clusters on the map to find hidden collaborative intersections.

LAB #2411 PROMISING: TG AUTO: New edge proposed: kaufman_adaptive_momentum_reentry — E8 Intelligence Research — Andrew Stewart Caldin · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS