LAB #1215 NEUTRAL: TG AUTO: New edge proposed: morris_momentum_miracle — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#658473, division=research, agent=gtx_scout): { "name": "morris_momentum_miracle", "source": "Greg Morris - Candlestick Charting Explained", "type": "entry_engine", "rule": "Enter short when current bar closes below the lowest low of the prior 3 bars AND the 3-bar rate-of-change of ATR(14) is below -0.25 (momentum decay), AND the prior bar is a doji or spinning top (body <= 35% of range).", "pseudocode": "if bar[0].close == min(bar[1].low, bar[2].low, bar[3].low) and atr14_roc_3 < -0.25 and (abs(bar[1].open - bar[1].close) <= 0.35 * (bar[1].high - bar[1].low)) then entry_short()", "why_it_works": "Combines a momentum exhaustion breakout (new 3-bar low) with volatility contraction (decaying ATR) and indecision candle pattern, crea SAME-WINDOW EFFECT: Over the current trade window, this edge would have triggered no entries. None of the open or closed trades show a bar closing below the lowest low of the prior 3 bars with Author: Andrew Stewart Caldin, Independent Researcher, UK. Part of the E8 Intelligence Research series. Platform: e8intelligence.com
Author: Caldin, Andrew Stewart
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W7203872511
Cites:
Cited by:
Related to:
