{
  "abstract": "{ \"name\": \"prior_session_open_volume_profile_poc_reversion\", \"source\": \"Market Profile / Volume Profile literature (Steidlmayer, Dalton)\", \"type\": \"filter_flag\", \"rule\": \"Only take long entries if current price is below the prior session's volume-weighted average price and the current bar's close is above the prior session's point-of-control price by at least 0.1 ATR, or short vice versa; else skip.\", \"pseudocode\": \"if session == new_day:\\n prev_poc = argmax(volume_at_price, prev_session)\\n prev_vwap = sum(typical*volume)/sum(volume, prev_session)\\nif signal_long:\\n pass if price < prev_vwap and close > prev_poc + 0.1*ATR\\n else skip\\nif signal_short:\\n pass if price > prev_vwap and close < prev_poc - 0.1*ATR\\n else skip\", \"why_it_works\": \"Filters entries to align with the market's prior value area, avoiding trades against the dominant volume concentration until a reclaim of the POC confirms a shift in control.\" }\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/5adj942m39pyh.bib",
  "cited_by": 0,
  "doi": "10.5281/zenodo.23465448",
  "fulltext_url": null,
  "id": "5adj942m39pyh",
  "issns": [],
  "landing_url": "https://zenodo.org/records/23465448",
  "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": "2026-10-19",
  "publisher": null,
  "ris": "https://research.draconitic.com/paper/5adj942m39pyh.ris",
  "sources": [
    {
      "first_seen": "2026-11-02T12:21:19Z",
      "native_id": "23465448",
      "source": "zenodo",
      "url": "https://zenodo.org/records/23465448"
    }
  ],
  "subjects": [],
  "title": "New edge proposed: prior_session_open_volume_profile_poc_reversion — E8 Intelligence Research",
  "title_text": "New edge proposed: prior_session_open_volume_profile_poc_reversion — E8 Intelligence Research",
  "type": "preprint",
  "updated_at": "2026-11-02T12:21:19Z",
  "url": "https://research.draconitic.com/paper/5adj942m39pyh",
  "venue": "Zenodo",
  "versions": []
}