{
  "abstract": "{ \"name\": \"session_high_low_time_of_day_reversion\", \"source\": \"Well-documented intraday mean-reversion effect (e.g., \\\"time-of-day\\\" reversal patterns in intraday FX, described in Larry Connors / CMT literature)\", \"type\": \"filter_flag\", \"rule\": \"If current time is within last 2 hours of a 4H bar session (i.e., 10:00-12:00 for a 10:00-14:00 bar), and price has traded beyond prior day's high or low by at least 0.25 ATR(14) but closes back inside prior day's range, then flag as high-probability reversal zone (no new entry).\", \"pseudocode\": \"\\nif bar_end_hour in {2,3} of 4H session:\\n if high > prev_day_high + 0.25*ATR14 and close < prev_day_high:\\n flag_reversal_long = true\\n if low < prev_day_low - 0.25*ATR14 and close > prev_day_low:\\n flag_reversal_short = true\\nelse:\\n flags false\", \"why_it_works\": \"Late-session reclaims of prior day extremes after false breakouts exploit liquidity sweeps and end-of-session positioning, a classic intraday mean-reversion ef\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/bj7dav8x52f7k.bib",
  "cited_by": 0,
  "doi": "10.5281/zenodo.23553694",
  "fulltext_url": null,
  "id": "bj7dav8x52f7k",
  "issns": [],
  "landing_url": "https://zenodo.org/records/23553694",
  "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/bj7dav8x52f7k.ris",
  "sources": [
    {
      "first_seen": "2026-11-05T12:21:19Z",
      "native_id": "23553694",
      "source": "zenodo",
      "url": "https://zenodo.org/records/23553694"
    }
  ],
  "subjects": [],
  "title": "New edge proposed: session_high_low_time_of_day_reversion — E8 Intelligence Research",
  "title_text": "New edge proposed: session_high_low_time_of_day_reversion — E8 Intelligence Research",
  "type": "preprint",
  "updated_at": "2026-11-05T12:21:19Z",
  "url": "https://research.draconitic.com/paper/bj7dav8x52f7k",
  "venue": "Zenodo",
  "versions": []
}