LAB #4786 NEUTRAL: TG AUTO: New edge proposed: three_day_high_low_reversal_at_rsi_extreme — E8 Intelligence Research

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1323642, division=research, agent=gtx_scout): { "name": "three_day_high_low_reversal_at_rsi_extreme", "source": "Linda Raschke / Larry Connors short-term reversal setups (Street Smarts, 'Turtle Soup' lineage); documented in Connors' quantified mean-reversion studies", "type": "entry_engine", "rule": "Enter counter-trend when price makes a new 3-day high (short) or 3-day low (long) AND RSI(2) closes above 95 (for short) or below 5 (for long), exiting on close or when RSI(2) crosses 50.", "pseudocode": "hh3 = highest(high, 3); ll3 = lowest(low, 3)\nrsi2 = RSI(close, 2)\nif high == hh3 and rsi2 > 95: enter_short(next_open)\nif low == ll3 and rsi2 < 5: enter_long(next_open)\nexit if rsi2 crosses 50 or close crosses entry_bar_mid", " SAME-WINDOW EFFECT: This rule would not have touched the current window in any meaningful way — every live entry above is a rizzy5m/rizzy7m trend-continuation short or a USDCHF long, none of w 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
2026-10-29
DOI
https://doi.org/10.5281/zenodo.23755865
Primary Topic
Financial Markets and Investment Strategies
Type
preprint
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LAB #4786 NEUTRAL: TG AUTO: New edge proposed: three_day_high_low_reversal_at_rsi_extreme — E8 Intelligence Research

Andrew Stewart Caldin
11 links
Zenodo (CERN European Organization for Nuclear Research)
Financial Markets and Investment Strategies
preprint

LAB #4786 NEUTRAL: TG AUTO: New edge proposed: three_day_high_low_reversal_at_rsi_extreme — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1323642, division=research, agent=gtx_scout): { "name": "three_day_high_low_reversal_at_rsi_extreme", "source": "Linda Raschke / Larry Connors short-term reversal setups (Street Smarts, 'Turtle Soup' lineage); documented in Connors' quantified mean-reversion studies", "type": "entry_engine", "rule": "Enter counter-trend when price makes a new 3-day high (short) or 3-day low (long) AND RSI(2) closes above 95 (for short) or below 5 (for long), exiting on close or when RSI(2) crosses 50.", "pseudocode": "hh3 = highest(high, 3); ll3 = lowest(low, 3)\nrsi2 = RSI(close, 2)\nif high == hh3 and rsi2 > 95: enter_short(next_open)\nif low == ll3 and rsi2 < 5: enter_long(next_open)\nexit if rsi2 crosses 50 or close crosses entry_bar_mid", " SAME-WINDOW EFFECT: This rule would not have touched the current window in any meaningful way — every live entry above is a rizzy5m/rizzy7m trend-continuation short or a USDCHF long, none of w Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

Zenodo (CERN European Organization for Nuclear Research)
Financial Markets and Investment Strategies
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