LAB #4794 HARMFUL: TG AUTO: New edge proposed: smb_effect_session_bias_filter — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: IDEA: AUTO-FORWARDED from the Telegram/breakthrough stream (#1324177, division=research, agent=gtx_scout): { "name": "smb_effect_session_bias_filter", "source": "Binay, Donmez & Uysal (2017) 'The Impact of Macroeconomic News on the Intraday Seasonality of Gold Prices' + classic SMB/intraday-reversal studies; documented in Gold intraday seasonality research and 'Intraday Momentum' literature (Gao, Han, Li, Zhou 2018)", "type": "filter_flag", "rule": "Flag a long entry only if the current 4H bar's open timestamp hour (UTC) is in [08,12) and the prior 4H bar closed green; flag a short only if the hour is in [12,16) and prior 4H bar closed red \u2014 otherwise suppress the signal.", "pseudocode": "h = bar.timestamp.hour (UTC)\nprev_green = prev.close > prev.open\nprev_red = prev.close < prev SAME-WINDOW EFFECT: The filter would have rejected nearly every trade in the window, because the rule's clock logic is inverted relative to how these signals actually fire. Every logged entry 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: W7224447624