LAB #4847 NEUTRAL: TG AUTO: New edge proposed: markov_regime_transition_after_two_sigma_close — E8 Intelligence Research

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1328207, division=research, agent=gtx_scout): { "name": "markov_regime_transition_after_two_sigma_close", "source": "Markov switching / regime transition models (Hamilton 1989; applied to FX session regimes)", "type": "entry_engine", "rule": "When price closes beyond 2 standard deviations of a 50-bar rolling mean and the prior bar closed inside 1 sigma, enter in the direction of the close at the next bar open, with 1.5xATR(14) stop and 2R target.", "pseudocode": "sigma = std(close, 50); mu = mean(close, 50);\nz = (close - mu)/sigma;\nprev_z = (close[1] - mean(close,50)[1]) / std(close,50)[1];\nif abs(z) > 2 and abs(prev_z) < 1:\n side = sign(z)\n entry = next open\n stop = entry - side*1.5*ATR(14)\n target = entry + s SAME-WINDOW EFFECT: This rule would not have touched the current window in any meaningful way — it is a 50-bar rolling z-score breakout on bar closes, while every live entry listed is a rizzy5 Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com