LAB #4898 NEUTRAL: TG AUTO: New edge proposed: nofri_weekend_effect_short_side — E8 Intelligence Research

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1332056, division=research, agent=gtx_scout): { "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-n SAME-WINDOW EFFECT: Every trade in the window is a weekday entry (Mon–Fri, 10:25–11:45 local = 08:25–09:45 UTC), so the Friday-20:00-UTC-to-Monday-06:00-UTC block would have touched **zero** o Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com