LAB #4886 NEUTRAL: TG AUTO: New edge proposed: baldwin_volatility_breakout_momentum_entry — E8 Intelligence Research

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1330920, division=research, agent=gtx_scout): { "name": "baldwin_volatility_breakout_momentum_entry", "source": "Balducci/Baldwin volatility-breakout momentum effect documented in CMT literature (Kaufman, Trading Systems and Methods) 2014 buying when a short EMA of true range is transitioning from low to rising while price breaks recent range", "type": "entry_engine", "rule": "Enter long when close > highest high of prior 5 bars AND current true range > 1.5 00d7 10-bar mean true range AND 10-bar mean true range > its value 3 bars ago (expanding volatility) AND close > SMA50.", "pseudocode": "tr = max(h-l, |h-pc|, |l-pc|)_tr = sma(tr, 10) close > highest(high[1], 5) and tr > 1.5*ma_tr and ma_tr > ma_tr[3] and close > s SAME-WINDOW EFFECT: This rule is a long-only breakout engine, but every trade in the live window is a short (rizzy5m/rizzy7m shorts on EURUSD, XAUUSD, AUDUSD, NZDUSD, GBPUSD, EURJPY, USDCAD) e Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com