New edge proposed: vix_fixed_interval_volatility_breakout — E8 Intelligence Research

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Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-09-21
DOI
https://doi.org/10.5281/zenodo.22873986
Primary Topic
Complex Systems and Time Series Analysis
Type
preprint
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preprint

New edge proposed: vix_fixed_interval_volatility_breakout — E8 Intelligence Research

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

New edge proposed: vix_fixed_interval_volatility_breakout — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

{ "name": "vix_fixed_interval_volatility_breakout", "source": "Larry Williams' 'Long-Term Secrets to Short-Term Trading' (range expansion principle)", "type": "entry_engine", "rule": "Enter long if the current bar's high exceeds the highest high of the prior 7 bars by at least 1.0 * ATR(14), and the 5-bar ATR is above its 20-bar simple moving average; enter short on the symmetric low-break condition.", "pseudocode": "atr14 = ATR(14); atr5 = SMA(ATR(14),5); atr20 = SMA(ATR(14),20); if atr5 > atr20 and high > highest(high,7)[1] + atr14 then long_entry; if atr5 > atr20 and low < lowest(low,7)[1] - atr14 then short_entry;", "why_it_works": "Expansion of true range above recent consolidation signals institutional participation and the start of a directional move, as documented in volatility breakout literature." } Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Zenodo (CERN European Organization for Nuclear Research)
Complex Systems and Time Series Analysis
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New edge proposed: vix_fixed_interval_volatility_breakout — E8 Intelligence Research — Andrew Stewart Caldin · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS