Quantitative analysis demonstrates zero trade executions for an intraday fade reversal strategy during the evaluated afternoon window, indicating low trigger frequency under strict volume filters.
IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#660210, division=research, agent=gtx_scout): { "name": "afternoon_fade_reversal", "source": "Linda Raschke / Market Taker, daily session fade pattern", "type": "entry_engine", "rule": "Enter short when price trades above the prior day's high by at least 0.5 ATR between 12:00 and 15:00 UTC and closes back below the prior day's high within 3 bars, with volume declining on the break above the prior day high.", "pseudocode": "if 12:00 <= bar_time <= 15:00: if high > prior_day_high + 0.5 * ATR14: if volume < volume_ma20 * 0.8: wait_for_close < prior_day_high within 3 bars if close < prior_day_high: entry = market short stop = prior_day_high + 1 * ATR14 target1 = pri SAME-WINDOW EFFECT: Over the current trade window, this edge would have triggered zero entries. The only trade within the 12:00-15:00 UTC window is the GBPUSD LONG (14:05 entry), but that is a Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
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Andrew Stewart Caldin (2026) studied this question.
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