LAB #4997 NEUTRAL: TG AUTO: New edge proposed: tharp_2atr_volatility_breakout_pullback — E8 Intelligence Research

IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1340347, division=research, agent=gtx_scout): { "name": "tharp_2atr_volatility_breakout_pullback", "source": "Van Tharp's 'Trade Your Way to Financial Freedom' - volatility-expansion breakout with pullback entry", "type": "entry_engine", "rule": "Enter long when close breaks above prior 20-bar high by >=0.5*ATR14, then next bar pulls back to within 0.25*ATR14 of that breakout level and closes bullish; mirror for shorts.", "pseudocode": "atr = ATR(14); hh = highest(high,20)[1]; ll = lowest(low,20)[1] close[1] > hh + 0.5*atr[1]: flag_long = true flag_long and low <= hh + 0.25*atr and close > open and close > hh: enter_long for short with ll flag_long if close < hh", "why_it_works": "Volatility-expansi SAME-WINDOW EFFECT: Almost nothing in the listed window would have changed. Every live entry shown is a `rizzy5m`/`rizzy7m` mean-reversion short (or USDCHF long) fired at a fixed clock time, n Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com