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

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
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LAB #4979 NEUTRAL: TG AUTO: New edge proposed: williams_vix_fix_capitulation_entry — E8 Intelligence Research

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

LAB #4979 NEUTRAL: TG AUTO: New edge proposed: williams_vix_fix_capitulation_entry — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

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

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