MODEL ADOPTION #1917: REJECT — TG AUTO: New edge proposed: opening_range_breakout_with_prior_day_midpoint_direction_filte — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: DECISION: REJECT ELEMENT: No element survives. The 30-minute opening range is incompatible with our 15s–7m scalp horizon — by the time the OR confirms, most of our E8-timed entries have already fired or expired. The prior-day midpoint filter is directionally plausible but adds a session-start dependency that will cause missed entries on fast news days, and the proposed exit at the opposite OR boundary is far too wide for our sacred-geometry targets. EXPECTED IMPACT: If forced, win-rate might shift +3–5% on the filtered subset, but gross PnL would drop because we would miss strong momentum reversals that start against the prior-day midpoint (common in XAUUSD during London/NY transitions). Net effect: −0.2R to −0.5R per trade over 60 days due to missed winners and slippage on delayed entries. RISK: The 30-min OR window is broker/timezone-fragile; on 15s–7m scalps, the OR high/low is often breached and retested multiple times before the filter confirms, causing late entries with w 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: W7210289083
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