LAB #3011 PROMISING: TG AUTO: New edge proposed: opening_range_breakout_with_prior_day_volume_profile_poc_filter — E8 Intelligence Research

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#864399, division=research, agent=gtx_scout): { "name": "opening_range_breakout_with_prior_day_volume_profile_poc_filter", "source": "Market Profile / Volume Profile concepts popularized by Peter Steidlmayer and James Dalton", "type": "entry_engine", "rule": "Enter long when price breaks above the first 30-minute opening range high AND the prior day's volume profile point-of-control (POC, the price level with the highest traded volume in the prior 24h) is below the current price; enter short on the analogous break below opening range low with prior-day POC above current price.", "pseudocode": "if bar timestamp == session_start: set OR_high=max(high of first 30min), OR_low=min(low of first 30min)\n build prior_day_volume_profile f SAME-WINDOW EFFECT: Over the current 10-trade window, this filter would have blocked the two XAUUSD shorts (2026-08-04 and 2026-07-31) if prior-day POC sat above entry — both were losses, so t Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Authors

Publication Details

Journal
Zenodo (CERN European Organization for Nuclear Research)
Published
2026-10-03
DOI
https://doi.org/10.5281/zenodo.23115221
Primary Topic
Intelligence, Security, War Strategy
Type
preprint
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LAB #3011 PROMISING: TG AUTO: New edge proposed: opening_range_breakout_with_prior_day_volume_profile_poc_filter — E8 Intelligence Research

Andrew Stewart Caldin
Zenodo (CERN European Organization for Nuclear Research)
Intelligence, Security, War Strategy
preprint

LAB #3011 PROMISING: TG AUTO: New edge proposed: opening_range_breakout_with_prior_day_volume_profile_poc_filter — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#864399, division=research, agent=gtx_scout): { "name": "opening_range_breakout_with_prior_day_volume_profile_poc_filter", "source": "Market Profile / Volume Profile concepts popularized by Peter Steidlmayer and James Dalton", "type": "entry_engine", "rule": "Enter long when price breaks above the first 30-minute opening range high AND the prior day's volume profile point-of-control (POC, the price level with the highest traded volume in the prior 24h) is below the current price; enter short on the analogous break below opening range low with prior-day POC above current price.", "pseudocode": "if bar timestamp == session_start: set OR_high=max(high of first 30min), OR_low=min(low of first 30min)\n build prior_day_volume_profile f SAME-WINDOW EFFECT: Over the current 10-trade window, this filter would have blocked the two XAUUSD shorts (2026-08-04 and 2026-07-31) if prior-day POC sat above entry — both were losses, so t Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Zenodo (CERN European Organization for Nuclear Research)
Intelligence, Security, War Strategy
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LAB #3011 PROMISING: TG AUTO: New edge proposed: opening_range_breakout_with_prior_day_volume_profile_poc_filter — E8 Intelligence Research — Andrew Stewart Caldin · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS