LAB #3003 NEUTRAL: TG AUTO: New edge proposed: opening_range_breakout_with_prior_day_range_percentile_filter — E8 Intelligence Research

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#863700, division=research, agent=gtx_scout): { "name": "opening_range_breakout_with_prior_day_range_percentile_filter", "source": "Larry Williams \u2014 'Long-Term Secrets to Short-Term Trading' (opening range breakout with range filtering)", "type": "filter_flag", "rule": "Only allow long trades if yesterday's high-low range is in the bottom 30% of the last 20 sessions' ranges (compression day); skip trade if today's opening range (first 30 min) is in the top 30% of the last 20 days' opening ranges.", "pseudocode": "if today is first bar of day:\n prior_range = high[prior_day] - low[prior_day]\n all_ranges = last 20 daily ranges\n if prior_range < percentile(all_ranges, 0.30):\n compressed = true\n else: compressed = fals SAME-WINDOW EFFECT: Over the current 10-trade window, this filter would have blocked most entries because prior-day compression (bottom 30% of 20-day range) is rare in trending FX/gold conditi Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com