New edge proposed: kaminski_blanchet_ride_the_trend_intraweek_seasonality — E8 Intelligence Research
Year: 2026
Type: preprint
Abstract: { "name": "kaminski_blanchet_ride_the_trend_intraweek_seasonality", "source": "Kaminski & Blanchet (2014) 'Ride the Trend' \u2014 S&P intraweek seasonal momentum pattern (Monday/Tuesday lows, Thursday highs) applied to FX/gold/crypto", "type": "entry_engine", "rule": "Enter long at the Wednesday 00:00 UTC bar open only if the prior 3 trading days (Mon-Tue-Wed-prior-week) closed with cumulative positive return and price > SMA50, exit at Friday 20:00 UTC close.", "pseudocode": "if timestamp.weekday()==2 and timestamp.hour==0:\n ret3 = close[-1]/close[-4] - 1\n if ret3 > 0 and close[-1] > sma(close,50):\n enter_long()\n exit_at_weekday_hour(4, 20)\n", "why_it_works": "Documented intraweek drift reflects institutional cash-flow cycles (mid-week deployment, pre-weekend de-risking) that produce persistent Wednesday-to-Friday momentum in trending markets." } 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: W7225060888