LAB #5014 NEUTRAL: TG AUTO: New edge proposed: bollinger_band_inside_bar_squeeze_breakout — E8 Intelligence Research

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1342104, division=research, agent=gtx_scout): { "name": "bollinger_band_inside_bar_squeeze_breakout", "source": "John Bollinger (Bollinger on Bollinger Bands) \u2014 the 'squeeze' setup", "type": "entry_engine", "rule": "When Bollinger Band Width (SMA20 \u00b1 2\u03c3) is in the lowest 10th percentile of the trailing 250 bars AND the current bar is an inside bar, enter on a stop break of the inside-bar high (long) or low (short), with initial stop at the opposite inside-bar extreme and target at 2R.", "pseudocode": "mid = SMA(close,20); sd = STD(close,20); upper = mid + 2*sd; lower = mid - 2*sd\nbw = (upper - lower) / mid; bw_pct = percentile_rank(bw, 250)\nis_squeeze = bw_pct <= 10\nis_inside = high < high[1] and low > low[1]\ni SAME-WINDOW EFFECT: Almost nothing in the listed window would have triggered. The live book is 100% rizzy5m/rizzy7m directional shorts and longs on FX/metals — no Bollinger-width percentile fi 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
2026-11-01
DOI
https://doi.org/10.5281/zenodo.23853584
Primary Topic
Financial Markets and Investment Strategies
Type
preprint
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LAB #5014 NEUTRAL: TG AUTO: New edge proposed: bollinger_band_inside_bar_squeeze_breakout — E8 Intelligence Research

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

LAB #5014 NEUTRAL: TG AUTO: New edge proposed: bollinger_band_inside_bar_squeeze_breakout — E8 Intelligence Research

Andrew Stewart Caldin
preprint en

Abstract

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1342104, division=research, agent=gtx_scout): { "name": "bollinger_band_inside_bar_squeeze_breakout", "source": "John Bollinger (Bollinger on Bollinger Bands) \u2014 the 'squeeze' setup", "type": "entry_engine", "rule": "When Bollinger Band Width (SMA20 \u00b1 2\u03c3) is in the lowest 10th percentile of the trailing 250 bars AND the current bar is an inside bar, enter on a stop break of the inside-bar high (long) or low (short), with initial stop at the opposite inside-bar extreme and target at 2R.", "pseudocode": "mid = SMA(close,20); sd = STD(close,20); upper = mid + 2*sd; lower = mid - 2*sd\nbw = (upper - lower) / mid; bw_pct = percentile_rank(bw, 250)\nis_squeeze = bw_pct <= 10\nis_inside = high < high[1] and low > low[1]\ni SAME-WINDOW EFFECT: Almost nothing in the listed window would have triggered. The live book is 100% rizzy5m/rizzy7m directional shorts and longs on FX/metals — no Bollinger-width percentile fi 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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LAB #5014 NEUTRAL: TG AUTO: New edge proposed: bollinger_band_inside_bar_squeeze_breakout — E8 Intelligence Research — Andrew Stewart Caldin · Zenodo (CERN European Organization for Nuclear Research) (2026) | TGRS Research Map | TGRS