Quantitative model proposal demonstrates an equilibrium breakout strategy in financial markets, suggesting decisive midpoint crosses indicate intraday directional momentum.
{ "name": "thrust_through_prior_day_midpoint_with_close_beyond", "source": "Larry Williams' 'Long-Term Secrets to Short-Term Trading' 2013 midpoint pivot concept", "type": "entry_engine", "rule": "Enter long when price crosses above prior day's midpoint (high+low)/2 after having closed below it for at least 2 consecutive prior bars, and the current bar's close exceeds the midpoint by at least 0.1*ATR(14); enter short mirrored on the downside.", "pseudocode": "mid = (prev_high + prev_low)/2 close[1] < mid and close[2] < mid and close[0] > mid + 0.1*ATR14: long close[1] > mid and close[2] > mid and close[0] < mid - 0.1*ATR14: short", "why_it_works": "Midpoint acts as a psychological and volume-weighted equilibrium; a decisive thrust through it after a multi-bar rejection signals a shift in intraday control." } 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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