{
  "abstract": "IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1205388, division=research, agent=gtx_scout):\n\n{ \"name\": \"session_high_low_reversal_at_extreme_volume\", \"source\": \"Richard Wyckoff / classic auction market theory (buying/selling climax)\", \"type\": \"filter_flag\", \"rule\": \"After a bar closes beyond the previous 20-bar high or low, pause and only enter a counter-trend position if the current bar's volume is >= 2.5x the 20-bar average volume and the following bar closes back inside the prior 20-bar range (i.e., the extreme break is a false breakout with climax volume).\", \"pseudocode\": \"for each completed bar b: if close(b) > highest(high, 20) or close(b) < lowest(low, 20): if volume(b) >= 2.5 * average(volume, 20): nextbar = b+1 if close(nextbar) < highest(high, 20) and close(nextbar)\n\nSAME-WINDOW EFFECT: Over the listed window, this filter would have primarily gated the rizzy5m/rizzy7m counter-trend shorts that fired near recent extremes. The AUDUSD short at 0.71366 (loss)\n\nAuthor: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com",
  "abstract_shown": true,
  "affiliations": [
    "Independent Researcher, United Kingdom"
  ],
  "article_type": null,
  "arxiv": null,
  "author_total": 1,
  "authors": [
    {
      "affs": [
        0
      ],
      "name": "Andrew Stewart Caldin"
    }
  ],
  "bibtex": "https://research.draconitic.com/paper/3mm1yrv99bsj3.bib",
  "cited_by": 0,
  "doi": "10.5281/zenodo.23409568",
  "fulltext_url": null,
  "id": "3mm1yrv99bsj3",
  "issns": [],
  "landing_url": "https://zenodo.org/records/23409568",
  "language": "eng",
  "licence": "CC-BY-4.0",
  "licence_label": "CC BY 4.0",
  "licence_source": "article",
  "licence_url": "https://creativecommons.org/licenses/by/4.0/",
  "metadata_licence": null,
  "native_subjects": [],
  "openalex": null,
  "pdf_url": null,
  "pmcid": null,
  "pmid": null,
  "published": "2026-10-16",
  "publisher": null,
  "ris": "https://research.draconitic.com/paper/3mm1yrv99bsj3.ris",
  "sources": [
    {
      "first_seen": "2026-10-30T12:18:29Z",
      "native_id": "23409568",
      "source": "zenodo",
      "url": "https://zenodo.org/records/23409568"
    }
  ],
  "subjects": [],
  "title": "LAB #4123 NEUTRAL: TG AUTO: New edge proposed: session_high_low_reversal_at_extreme_volume — E8 Intelligence Research",
  "title_text": "LAB #4123 NEUTRAL: TG AUTO: New edge proposed: session_high_low_reversal_at_extreme_volume — E8 Intelligence Research",
  "type": "preprint",
  "updated_at": "2026-10-30T12:34:29Z",
  "url": "https://research.draconitic.com/paper/3mm1yrv99bsj3",
  "venue": "Zenodo",
  "versions": []
}