{
  "abstract": "{ \"name\": \"prior_day_close_distance_reversion_filter\", \"source\": \"Mean-reversion literature / Larry Connors & Cesar Alvarez (Short-Term Trading Strategies That Work)\", \"type\": \"filter_flag\", \"rule\": \"Enter only when current price is within 0.1 ATR (14-period) above or below prior day's close, and the prior day's close was beyond 2.0 ATR from its 20-day moving average (using ATR of prior day).\", \"pseudocode\": \"atr14 = ATR(14); prior_close = close[1]; prior_atr = ATR(14)[1]; sma20_close = SMA(close,20)[1]; dist_from_sma = abs(prior_close - sma20_close) / prior_atr; current_dist = abs(close - prior_close) / atr14; if (current_dist <= 0.1 AND dist_from_sma > 2.0) then filter=true;\", \"why_it_works\": \"Extreme prior-day dislocation from its 20-day mean followed by a stall near prior close suggests fading the extended move is statistically favored based on short-term reversion studies.\" }\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/68xymdfyqar1g.bib",
  "cited_by": 0,
  "doi": "10.5281/zenodo.23553612",
  "fulltext_url": null,
  "id": "68xymdfyqar1g",
  "issns": [],
  "landing_url": "https://zenodo.org/records/23553612",
  "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": "2026-10-22",
  "publisher": null,
  "ris": "https://research.draconitic.com/paper/68xymdfyqar1g.ris",
  "sources": [
    {
      "first_seen": "2026-11-05T12:21:20Z",
      "native_id": "23553612",
      "source": "zenodo",
      "url": "https://zenodo.org/records/23553612"
    }
  ],
  "subjects": [],
  "title": "New edge proposed: prior_day_close_distance_reversion_filter — E8 Intelligence Research",
  "title_text": "New edge proposed: prior_day_close_distance_reversion_filter — E8 Intelligence Research",
  "type": "preprint",
  "updated_at": "2026-11-05T12:21:20Z",
  "url": "https://research.draconitic.com/paper/68xymdfyqar1g",
  "venue": "Zenodo",
  "versions": []
}