LAB #4979 NEUTRAL: TG AUTO: New edge proposed: williams_vix_fix_capitulation_entry — E8 Intelligence Research
IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1338651, division=research, agent=gtx_scout): { "name": "williams_vix_fix_capitulation_entry", "source": "Larry Williams / Chris Moody VIX FIX (WVF), documented on TradingView and in Williams' volatility literature", "type": "entry_engine", "rule": "Enter long on close when Williams VIX FIX (highest high over 22 bars minus close, normalized by ATR(22)-style range, then SMA(50) and stddev(50) applied) crosses back above its upper Bollinger Band (2 std) from below, provided the same bar closes green and the prior bar's WVF was at or below the lower band.", "pseudocode": "wvf = (hhv(close,22) - close) / max(hhv(close,22) - llv(close,22), eps) * 100\nwvf_ma = sma(wvf, 50)\nwvf_sd = stdev(wvf, 50)\nupper = wvf_ma + 2*wvf_sd\nlower = w SAME-WINDOW EFFECT: Nothing would have changed. Every trade in the window above is a `rizzy5m`/`rizzy7m` short or long on FX majors, and the WVF capitulation signal is a long-only, panic-rever 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
- 2026-10-31
- DOI
- https://doi.org/10.5281/zenodo.23831082
- Primary Topic
- Financial Markets and Investment Strategies
- Type
- preprint