Society & Economicspreprint2026-10-12

LAB #4020 NEUTRAL: TG AUTO: New edge proposed: ruling_hour_of_day_seasonality_filter — E8 Intelligence Research

Open access0 citations

Abstract

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1193201, division=research, agent=gtx_scout): { "name": "ruling_hour_of_day_seasonality_filter", "source": "Larry Williams' 'Momentum' and known intraday seasonality studies (e.g., time-of-day effects in FX, gold, crypto)", "type": "filter_flag", "rule": "Only allow long entries between 08:00 and 11:00 UTC and short entries between 11:00 and 15:00 UTC, using the timestamp's hour and minute, and do not filter by day of week.", "pseudocode": "for each bar timestamp t:\n h = hour of t (UTC)\n if direction == 'long' and (h < 8 or h >= 11): skip\n if direction == 'short' and (h < 11 or h >= 15): skip\n proceed with entry", "why_it_works": "Markets exhibit recurring intraday directional patterns due to session overlaps and institu SAME-WINDOW EFFECT: Over the current live window, this filter would have blocked the GBPUSD LONG at 15:08 UTC+2 (13:08 UTC — outside the 08:00–11:00 long window) and the USDJPY SHORT at 14:36 Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com

// Source

View paper (DOI)Open access versionOpenAlexZenodo (CERN European Organization for Nuclear Research)Published 2026-10-12

Authors: Andrew Stewart Caldin