New edge proposed: nofri_weekend_effect_short_side — E8 Intelligence Research

{ "name": "nofri_weekend_effect_short_side", "source": "French (1980) 'Stock Returns and the Weekend Effect'; documented Monday-negative / pre-weekend-flat seasonal in equity indices, also observed in gold and BTC", "type": "filter_flag", "rule": "Block new long entries on Fridays after 20:00 UTC and re-enable them Monday after 06:00 UTC (i.e., only allow shorts or flat over the weekend gap).", "pseudocode": "ts = bar.timestamp_utc\nwd = ts.weekday() # Mon=0 ... Sun=6\nif wd == 4 and ts.hour >= 20: return 'block_long'\nif wd in (5,6): return 'block_long'\nif wd == 0 and ts.hour < 6: return 'block_long'\nreturn 'allow'", "why_it_works": "Systematic weekend risk-aversion and Monday-negative seasonality depress long-side expectancy while leaving short-side distributions largely intact." } Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com