LAB #4390 NEUTRAL: TG AUTO: New edge proposed: prior_session_open_volume_profile_poc_reversion — E8 Intelligence Research

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1265473, division=research, agent=gtx_scout): { "name": "prior_session_open_volume_profile_poc_reversion", "source": "Market Profile / Volume Profile literature (Steidlmayer, Dalton)", "type": "filter_flag", "rule": "Only take long entries if current price is below the prior session's volume-weighted average price and the current bar's close is above the prior session's point-of-control price by at least 0.1 ATR, or short vice versa; else skip.", "pseudocode": "if session == new_day: prev_poc = argmax(volume_at_price, prev_session) prev_vwap = sum(typical*volume)/sum(volume, prev_session) signal_long: pass if price < prev_vwap and close > prev_poc + 0.1*ATR else skip signal_short: pass if price > prev_vwap SAME-WINDOW EFFECT: Over the current live window, this filter would have blocked the AUDUSD LONG (0.71755) because price was above prior VWAP and close was not below prior POC minus 0.1 ATR — Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com