LAB #2670 NEUTRAL: TG AUTO: New edge proposed: range_expansion_index_reversion_after_volume_climax — E8 Intelligence Research

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#826551, division=research, agent=gtx_scout): { "name": "range_expansion_index_reversion_after_volume_climax", "source": "Toby Crabel / Richard Wyckoff (volume climax reversal)", "type": "entry_engine", "rule": "Enter short/long when the 14-period Range Expansion Index (REI) exceeds +60 or below -60, the last bar's volume is at least 2.5 times the 20-bar average volume, and the next bar's open is in the opposite direction of the prior close (e.g., if REI > +60 and prior close was near high, enter short on next bar open if price gaps or opens lower).", "pseudocode": "for each bar t:\n if REI(14) > 60 and volume[t] > 2.5 * SMA(volume,20)[t] and close[t] > open[t] and low[t] > low[t-1] and open[t+1] < close[t]:\n signal = short\n SAME-WINDOW EFFECT: Over the current window, this edge would have triggered only on extreme REI readings with a 2.5x volume climax — conditions that rarely co-occur on 15s-7m scalps. In the 10 Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com