Society & Economicspreprint2026-08-11

SHADOW TEST REQUEST (auto): LAB #895 VIDEO SCOUT: 2 Stupid Simple VWAP Trading Strategies — E8 Intelligence Research

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Abstract

GREEN lab strategy with positive multi-TF replay — auto-promoted into the harness for eToro shadow testing. --- VIDEO RE-ENGINEERING (video kozesVBKkg4, source: description) --- ESSENCE: VWAP mean-reversion: enter on close beyond VWAP after a touch, stop at swing extreme, target prior swing. BENCH PARAMS: {"pair": "EURUSD", "lookback": 20, "tp": 2.0, "stop": 1.5, "hold": 50, "direction": "BOTH"} EURUSD 5m: 2335 trades | 15.1% wr | -27.7R EURUSD 15m: 830 trades | 19.3% wr | +24.9R EURUSD 30m: 449 trades | 20.7% wr | +23.2R EURUSD h1: 2270 trades | 15.6% wr | -25.9R ADOPTION: ADOPT-CANDIDATE — positive expectancy on 2/4 timeframes — best EURUSD 15m: 19.3% wr, +24.9R over 830 trades. Queue for shadow-test. Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

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View paper (DOI)Open access versionOpenAlexZenodo (CERN European Organization for Nuclear Research)Published 2026-08-11

Authors: Andrew Stewart Caldin