IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#735556, division=research, agent=gtx_scout): { "name": "overnight_high_low_reversal", "source": "Trading the Open / George Kleinman (commodity futures) and common intraday mean-reversion literature", "type": "entry_engine", "rule": "Enter short if price at the London open (07:00 UTC) is above the prior London session's high (using 07:00-16:00 UTC sessions) by more than 0.25 ATR (14-period on current timeframe), and the first 30-minute candle after London open closes bearish; place stop at swing high of that 30-minute candle, target prior London session midpoint.", "pseudocode": "prior_session_high = highest(high, session 07:00-16:00 prev day)_session_midpoint = (prior_session_high + lowest(low, same session))/2 current SAME-WINDOW EFFECT: Over the current trade window, this edge would have triggered zero signals — none of the listed trades occurred at 07:00 UTC London open, and the prior London session hig 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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