LAB #2683 NEUTRAL: TG AUTO: New edge proposed: volatility_contraction_expansion_breakout — E8 Intelligence Research

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#827942, division=research, agent=gtx_scout): { "name": "volatility_contraction_expansion_breakout", "source": "Bollinger on Bollinger Bands (John Bollinger) \u2013 squeeze/expansion", "type": "entry_engine", "rule": "Enter long when a 20-period Bollinger Band width (upper-lower)/middle falls below its 20-period minimum for the prior 100 bars (squeeze) and then the next bar closes above the upper band; enter short conversely on close below lower band, with stop at the squeeze low/high and target 2x the average true range of the squeeze period.", "pseudocode": "if len<120: skip\nbb_mid = sma(close,20); bb_std = stdev(close,20)\nbandwidth = (bb_mid+2*bb_std - (bb_mid-2*bb_std))/bb_mid\nsqueeze_trigger = bandwidth < min(bandwidth[-10 **SAME-WINDOW EFFECT:** Over the listed 10-trade window, this entry engine would have triggered only on clear Bollinger squeezes followed by band closes — likely 1–2 setups at most (e.g., XA Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com