LAB #4993 NEUTRAL: TG AUTO: New edge proposed: kaminski_blanchet_ride_the_trend_intraweek_seasonality — E8 Intelligence Research
IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1339773, division=research, agent=gtx_scout): { "name": "kaminski_blanchet_ride_the_trend_intraweek_seasonality", "source": "Kaminski & Blanchet (2014) 'Ride the Trend' \u2014 S&P intraweek seasonal momentum pattern (Monday/Tuesday lows, Thursday highs) applied to FX/gold/crypto", "type": "entry_engine", "rule": "Enter long at the Wednesday 00:00 UTC bar open only if the prior 3 trading days (Mon-Tue-Wed-prior-week) closed with cumulative positive return and price > SMA50, exit at Friday 20:00 UTC close.", "pseudocode": "if timestamp.weekday()==2 and timestamp.hour==0:\n ret3 = close[-1]/close[-4] - 1\n if ret3 > 0 and close[-1] > sma(close,50):\n enter_long()\n exit_at_weekday_hour(4, 20)\n", "why_it_works": "Documented SAME-WINDOW EFFECT: Nothing would have changed. The rule only fires on Wednesday 00:00 UTC entries with a Friday 20:00 UTC exit — a 3.5-day hold. Every trade in the window above is a rizzy5m/r 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
- 2026-11-01
- DOI
- https://doi.org/10.5281/zenodo.23853138
- Primary Topic
- Financial Markets and Investment Strategies
- Type
- preprint