{"id":"https://openalex.org/W7224898163","doi":"https://doi.org/10.5281/zenodo.23796539","title":"New edge proposed: markov_regime_transition_after_two_sigma_close \u2014 E8 Intelligence Research","display_name":"New edge proposed: markov_regime_transition_after_two_sigma_close \u2014 E8 Intelligence Research","publication_year":2026,"publication_date":"2026-10-30","ids":{"openalex":"https://openalex.org/W7224898163","doi":"https://doi.org/10.5281/zenodo.23796539"},"language":"en","primary_location":{"id":"doi:10.5281/zenodo.23796539","doi":"https://doi.org/10.5281/zenodo.23796539","is_oa":true,"landing_page_url":"https://doi.org/10.5281/zenodo.23796539","pdf_url":null,"source":{"id":"https://openalex.org/S4306400562","display_name":"Zenodo (CERN European Organization for Nuclear Research)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I67311998","host_organization_name":"European Organization for Nuclear Research","host_organization_lineage":["https://openalex.org/I67311998"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"},"volume":null,"type":"preprint","is_traditional":true,"indexed_in":["datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.5281/zenodo.23796539","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5153285007","display_name":"Andrew Stewart Caldin","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Caldin, Andrew Stewart","raw_affiliation_strings":["Independent Researcher, United Kingdom"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Independent Researcher, United Kingdom","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":["https://openalex.org/A5153285007"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":null,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":null,"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":null,"last_page":null},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.7919999957084656,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.7919999957084656,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.19189999997615814,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.006599999964237213,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/markov-switching-model","display_name":"Markov regime switching","score":0.8240000009536743},{"id":"https://openalex.org/keywords/regime-shifts","display_name":"tipping points","score":0.6470000147819519},{"id":"https://openalex.org/keywords/trading-rules","display_name":"trading rules","score":0.4429999887943268},{"id":"https://openalex.org/keywords/breakout-trading","display_name":"breakout trading","score":0.6190000176429749},{"id":"https://openalex.org/keywords/mean-reversion","display_name":"mean reversion","score":0.9210000038146973},{"id":"https://openalex.org/keywords/price-reversion","display_name":"price reversion","score":0.3959999978542328}],"concepts":[{"id":"https://openalex.org/C2778091849","wikidata":"https://www.wikidata.org/wiki/Q4959649","display_name":"Breakout","level":2,"score":0.7839999794960022},{"id":"https://openalex.org/C162307627","wikidata":"https://www.wikidata.org/wiki/Q204833","display_name":"Enhanced Data Rates for GSM Evolution","level":2,"score":0.5422999858856201},{"id":"https://openalex.org/C188721877","wikidata":"https://www.wikidata.org/wiki/Q103510","display_name":"Bar (unit)","level":2,"score":0.5396999716758728},{"id":"https://openalex.org/C2779182362","wikidata":"https://www.wikidata.org/wiki/Q17126187","display_name":"Session (web analytics)","level":2,"score":0.5128999948501587},{"id":"https://openalex.org/C62354387","wikidata":"https://www.wikidata.org/wiki/Q875399","display_name":"Boundary (topology)","level":2,"score":0.4846000075340271},{"id":"https://openalex.org/C48103436","wikidata":"https://www.wikidata.org/wiki/Q599031","display_name":"State (computer science)","level":2,"score":0.4442000091075897},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4198000133037567},{"id":"https://openalex.org/C2777185736","wikidata":"https://www.wikidata.org/wiki/Q7265603","display_name":"QUIET","level":2,"score":0.3727000057697296},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.3411000072956085},{"id":"https://openalex.org/C2779570065","wikidata":"https://www.wikidata.org/wiki/Q1754137","display_name":"Leading edge","level":2,"score":0.3375000059604645},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.3264999985694885},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3095000088214874},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.30799999833106995},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.28299999237060547},{"id":"https://openalex.org/C2777686260","wikidata":"https://www.wikidata.org/wiki/Q144037","display_name":"Calculus (dental)","level":2,"score":0.2687000036239624},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.2542000114917755},{"id":"https://openalex.org/C177264268","wikidata":"https://www.wikidata.org/wiki/Q1514741","display_name":"Set (abstract data type)","level":2,"score":0.2533000111579895},{"id":"https://openalex.org/C42475967","wikidata":"https://www.wikidata.org/wiki/Q194292","display_name":"Operations research","level":1,"score":0.25209999084472656},{"id":"https://openalex.org/C83415579","wikidata":"https://www.wikidata.org/wiki/Q161973","display_name":"Arc (geometry)","level":2,"score":0.25130000710487366}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.5281/zenodo.23796539","doi":"https://doi.org/10.5281/zenodo.23796539","is_oa":true,"landing_page_url":"https://doi.org/10.5281/zenodo.23796539","pdf_url":null,"source":{"id":"https://openalex.org/S4306400562","display_name":"Zenodo (CERN European Organization for Nuclear Research)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I67311998","host_organization_name":"European Organization for Nuclear Research","host_organization_lineage":["https://openalex.org/I67311998"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"},{"id":"doi:10.5281/zenodo.23796540","doi":"https://doi.org/10.5281/zenodo.23796540","is_oa":true,"landing_page_url":"https://doi.org/10.5281/zenodo.23796540","pdf_url":null,"source":{"id":"https://openalex.org/S4306400562","display_name":"Zenodo (CERN European Organization for Nuclear Research)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I67311998","host_organization_name":"European Organization for Nuclear Research","host_organization_lineage":["https://openalex.org/I67311998"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"}],"best_oa_location":{"id":"doi:10.5281/zenodo.23796539","doi":"https://doi.org/10.5281/zenodo.23796539","is_oa":true,"landing_page_url":"https://doi.org/10.5281/zenodo.23796539","pdf_url":null,"source":{"id":"https://openalex.org/S4306400562","display_name":"Zenodo (CERN European Organization for Nuclear Research)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I67311998","host_organization_name":"European Organization for Nuclear Research","host_organization_lineage":["https://openalex.org/I67311998"],"host_organization_lineage_names":[],"type":"repository"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":null,"is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"Preprint"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W7224834535","https://openalex.org/W7223202965","https://openalex.org/W7206150275","https://openalex.org/W7214172481","https://openalex.org/W7223202337","https://openalex.org/W7214087534","https://openalex.org/W7213492866","https://openalex.org/W7212270465","https://openalex.org/W7203635840","https://openalex.org/W7206149436"],"abstract_inverted_index":{"{":[0],"\"name\":":[1],"\"markov_regime_transition_after_two_sigma_close\",":[2],"\"source\":":[3],"\"Markov":[4],"switching":[5],"/":[6,75],"regime":[7],"transition":[8],"models":[9],"(Hamilton":[10],"1989;":[11],"applied":[12],"to":[13,131],"FX":[14],"session":[15],"regimes)\",":[16],"\"type\":":[17],"\"entry_engine\",":[18],"\"rule\":":[19],"\"When":[20],"price":[21],"closes":[22],"beyond":[23],"2":[24,79],"standard":[25],"deviations":[26],"of":[27,44,144],"a":[28,106,120],"50-bar":[29],"rolling":[30],"mean":[31],"and":[32,55,80,113],"the":[33,42,45,48,109,116,125,145],"prior":[34],"bar":[35,50],"closed":[36],"inside":[37],"1":[38],"sigma,":[39],"enter":[40],"in":[41],"direction":[43],"close":[46,107],"at":[47],"next":[49,89],"open,":[51],"with":[52],"1.5xATR(14)":[53],"stop":[54,91],"2R":[56],"target.\",":[57],"\"pseudocode\":":[58],"\"sigma":[59],"=":[60,64,67,71,85,88,92,97],"std(close,":[61],"50);":[62],"mu":[63],"mean(close,":[65],"50);\\nz":[66],"(close":[68],"-":[69,73,94],"mu)/sigma;\\nprev_z":[70],"(close[1]":[72],"mean(close,50)[1])":[74],"std(close,50)[1];\\nif":[76],"abs(z)":[77],">":[78],"abs(prev_z)":[81],"<":[82],"1:\\n":[83],"side":[84],"sign(z)\\n":[86],"entry":[87,93,98],"open\\n":[90],"side*1.5*ATR(14)\\n":[95],"target":[96],"+":[99],"side*2*(entry-stop)\",":[100],"\"why_it_works\":":[101],"\"Regime-switching":[102],"theory":[103],"implies":[104],"that":[105],"leaving":[108],"quiet":[110],"1-sigma":[111],"band":[112],"immediately":[114],"piercing":[115],"2-sigma":[117],"boundary":[118],"signals":[119],"low-probability-of-reversion":[121],"state":[122],"transition,":[123],"so":[124],"breakout":[126],"is":[127],"statistically":[128],"more":[129],"likely":[130],"extend":[132],"than":[133],"mean-revert.\"":[134],"}":[135],"Author:":[136],"Andrew":[137],"Stewart":[138],"Caldin,":[139],"Independent":[140],"Researcher,":[141],"UK.":[142],"Part":[143],"E8":[146],"Intelligence":[147],"Research":[148],"series.":[149],"Platform:":[150],"e8intelligence.com":[151]},"counts_by_year":[],"updated_date":"2026-11-01T11:40:01.658920","created_date":"2026-10-31T00:00:00"}