LAB #4390 NEUTRAL: TG AUTO: New edge proposed: prior_session_open_volume_profile_poc_reversion — E8 Intelligence Research

@misc{caldin20264390,
  title = {{LAB #4390 NEUTRAL: TG AUTO: New edge proposed: prior_session_open_volume_profile_poc_reversion — E8 Intelligence Research}},
  author = {Andrew Stewart Caldin},
  howpublished = {Zenodo},
  year = {2026},
  month = oct,
  doi = {10.5281/zenodo.23465450},
  url = {https://zenodo.org/records/23465450},
  note = {CC BY 4.0},
}

TY  - UNPB
TI  - LAB #4390 NEUTRAL: TG AUTO: New edge proposed: prior_session_open_volume_profile_poc_reversion — E8 Intelligence Research
AU  - Andrew Stewart Caldin
PY  - 2026
DA  - 2026/10/19
PB  - Zenodo
DO  - 10.5281/zenodo.23465450
UR  - https://zenodo.org/records/23465450
AB  - IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1265473, division=research, agent=gtx_scout):  { "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  SAME-WINDOW EFFECT: Over the current live window, this filter would have blocked the AUDUSD LONG (0.71755) because price was above prior VWAP and close was not below prior POC minus 0.1 ATR —  Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
ER  -