New edge proposed: kaufman_adaptive_momentum_reentry — 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.22841367
Primary Topic
Complex Systems and Time Series Analysis
Type
preprint
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preprint

New edge proposed: kaufman_adaptive_momentum_reentry — E8 Intelligence Research

Andrew Stewart Caldin
Zenodo (CERN European Organization for Nuclear Research)
Complex Systems and Time Series Analysis
preprint

New edge proposed: kaufman_adaptive_momentum_reentry — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

{ "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]):\n signal = long\nelif mirrored for short (close < KAMA - 0.25*ATR):\n signal = short", "why_it_works": "KAMA reduces noise and adapts to volatility, so a slope reversal after a quiet volume contraction signals a high-probability resumption of the dominant trend with less false breakouts." } 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
Complex Systems and Time Series Analysis
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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