LAB #4507 NEUTRAL: TG AUTO: New edge proposed: session_high_low_time_of_day_reversion — E8 Intelligence Research
- 1Independent Researcher, United Kingdom
Abstract
IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1276154, division=research, agent=gtx_scout):
{ "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
SAME-WINDOW EFFECT: Over the current trade window, this filter would have flagged only the GBPUSD LONG (wkjudas, 2026-09-01 15:08) — that entry occurred at 15:08, which is within the last 2 ho
Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
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BibTeX
@misc{caldin20264507,
title = {{LAB #4507 NEUTRAL: TG AUTO: New edge proposed: session_high_low_time_of_day_reversion — E8 Intelligence Research}},
author = {Andrew Stewart Caldin},
howpublished = {Zenodo},
year = {2026},
month = oct,
doi = {10.5281/zenodo.23553700},
url = {https://zenodo.org/records/23553700},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - LAB #4507 NEUTRAL: TG AUTO: New edge proposed: session_high_low_time_of_day_reversion — E8 Intelligence Research
AU - Andrew Stewart Caldin
PY - 2026
DA - 2026/10/22
PB - Zenodo
DO - 10.5281/zenodo.23553700
UR - https://zenodo.org/records/23553700
AB - IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1276154, division=research, agent=gtx_scout): { "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 SAME-WINDOW EFFECT: Over the current trade window, this filter would have flagged only the GBPUSD LONG (wkjudas, 2026-09-01 15:08) — that entry occurred at 15:08, which is within the last 2 ho Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
ER -