LAB #4030 NEUTRAL: TG AUTO: New edge proposed: sell_the_news_buy_the_rumor_after_high_volume_climax — E8 Intelligence Research

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1194230, division=research, agent=gtx_scout): { "name": "sell_the_news_buy_the_rumor_after_high_volume_climax", "source": "Classic market adage; documented in event-driven literature (e.g., 'The Devil's Trade' by Ed Seykota)", "type": "filter_flag", "rule": "After a bar with volume >= 2x 20-period average and close in the top 10% of its range, require the next two bars to close below the previous bar's close to flag a reversal short entry; entry is on the close of the second lower close, stop at the high of the climax bar, target 1.5x ATR.", "pseudocode": "vol_surge = volume >= 2 * SMA(volume,20)\nclimax_top = close >= low + 0.9 * (high - low)\nif vol_surge and climax_top:\n if close[1] < close[0] and close[2] < close[1]:\n s SAME-WINDOW EFFECT: Over the current trade window, this filter would have had zero direct impact — none of the listed live trades were triggered by a 2x volume climax bar with a top-10% close, Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com