LAB #2075 NEUTRAL: TG AUTO: New edge proposed: opening_range_breakout_fade_after_gap — E8 Intelligence Research

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#763116, division=research, agent=gtx_scout): { "name": "opening_range_breakout_fade_after_gap", "source": "Larry Williams / Toby Crabel 2014 gap fade with opening range", "type": "entry_engine", "rule": "If 20-min opening range high/low (9:0020139:20) is not broken within first hour and price returns to fill the opening gap from previous close, enter against the gap direction with stop beyond the opening range extreme.", "pseudocode": "if prev_close exists: gap_up = open > prev_close * 1.001 gap_down = open < prev_close * 0.999 or_high = max(high[9:00-9:20]) or_low = min(low[9:00-9:20]) if gap_up and time >= 10:00 and not broken(or_high) and close < open: enter short at market, stop = or_high if gap_dow SAME-WINDOW EFFECT: Over the current window, this rule would have triggered only on gap days with a defined 9:00–9:20 opening range. None of the listed trades (all initiated 9:55–11:35) fall i Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com