LAB #882 NEUTRAL: TG AUTO: New edge proposed: consecutive_failures_reversal — E8 Intelligence Research

Abstract

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#637621, division=research, agent=gtx_scout): { "name": "consecutive_failures_reversal", "source": "George Soros's reflexivity theory / Al Brooks trend failure patterns", "type": "entry_engine", "rule": "Enter short after 2 consecutive failed attempts in the last 20 bars to breach the prior 10-bar high by at least 0.5 ATR, each failure closing below the high and leaving a distinct upper wick of at least 0.3 ATR, combined with the current bar closing below the 10-bar VWAP.", "pseudocode": "high10 = highest(high, 10); attempts = 0; for bar i=1 to 20: if high[i] >= high10+0.5*ATR20 and close[i] < high[i] and high[i]-max(open[i],close[i]) >= 0.3*ATR20: attempts += 1; if attempts >= 2 and close < VWAP(10): short_entry()", "why_it_work SAME-WINDOW EFFECT: Over the current trade window, this rule would not have triggered any of the listed trades, as none exhibit two consecutive failed breakout attempts above a 10-bar high wit Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com