LAB #4773 NEUTRAL: TG AUTO: New edge proposed: wyckoff_spring_after_volume_uptrend — E8 Intelligence Research
IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1322621, division=research, agent=gtx_scout): { "name": "wyckoff_spring_after_volume_uptrend", "source": "Richard Wyckoff (accumulation schematic spring; Tom Williams VSA follow-up)", "type": "entry_engine", "rule": "After 20-bar cumulative OBV slope is positive AND price closes below the lowest low of the prior 10 bars by at most 0.5*ATR14 on below-average volume (vol < 0.8*SMA20(vol)), enter long on the next bar's close back above that 10-bar low.", "pseudocode": "low10 = rolling_min(low, 10).shift(1)\nobv = cumsum(sign(close-close.shift(1)) * volume)\nup = obv - obv.shift(20) > 0\nspring = (low < low10) & ((low10 - low) <= 0.5*atr14) & (volume < 0.8*sma(volume,20))\nreclaim = close > low10\nif up and spring.shift(1) and reclai SAME-WINDOW EFFECT: This rule is a long-only entry engine, and every trade in the current window is a short (rizzy5m/rizzy7m) or a rejected short — so it would have fired on none of them. Zero Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Authors
- Andrew Stewart Caldin
Publication Details
- Journal
- Zenodo (CERN European Organization for Nuclear Research)
- Published
- 2026-10-29
- DOI
- https://doi.org/10.5281/zenodo.23755734
- Primary Topic
- Financial Markets and Investment Strategies
- Type
- preprint