LAB #4931 NEUTRAL: TG AUTO: New edge proposed: twiggs_money_flow_52wk_extreme_filter — E8 Intelligence Research

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1334794, division=research, agent=gtx_scout): { "name": "twiggs_money_flow_52wk_extreme_filter", "source": "Twiggs Money Flow (Colin Twiggs); Wilder-style volume-weighted money flow applied to range-weighted true high/low/close", "type": "filter_flag", "rule": "Flag longs only when TMF(21) crosses above 0 and its 1-year (252-bar) percentile rank is > 80, and flag shorts only when TMF(21) crosses below 0 with 252-bar percentile rank < 20.", "pseudocode": "tmf = twiggs_money_flow(high,low,close,volume,period=21)\ncross_up = (tmf > 0) & (tmf.shift(1) <= 0)\ncross_dn = (tmf < 0) & (tmf.shift(1) >= 0)\npct = tmf.rolling(252).apply(lambda x: percentile_rank(x[-1], x))\nlong_flag = cross_up & (pct > 80)\nshort_flag = cross_dn & (pct < SAME-WINDOW EFFECT: This filter operates on a 252-bar (1-year) rolling percentile of TMF(21), which on a 15s–7m scalp horizon is effectively a static regime descriptor, not a timing gate — it Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com