The London Stock Exchange open (08:00 UK time) is one of the most structurally consistent moments in any trading day. We fed 6 years of FTSE100 M15 data into Claude AI with no predetermined hypothesis. It identified four independently profitable strategies — none of which require indicators, discretion, or complex filters. Each enters once per qualifying session and exits mechanically.
Unconditional entry outperforms any first-candle filter. No confirmation needed — just buy Wednesday's open.
Consistent bearish Thursday drift across the dataset. 35pt TP captures the intraday move without overstaying.
Profitable every single year 2020–2026. If close > open → long. If close < open → short. Zero subjectivity.
Slight dip in 2024 — monitor macro regime. When gaps exceed 20 pts, mean reversion has been consistently profitable.
| Year | A · Wed ↑ | B · Thu ↓ | C · Scalp | D · Gap | Total |
|---|---|---|---|---|---|
| 2020 | +194 | +490 | +428 | +142 | +1,254 |
| 2021 | +196 | −6 | +33 | +288 | +511 |
| 2022 | −150 | +224 | +49 | +474 | +597 |
| 2023 | +295 | −66 | +99 | +16 | +344 |
| 2024 | +72 | −145 | +331 | −18 | +240 |
| 2025 | +210 | +154 | +177 | +418 | +959 |
| 2026 * | +114 | +75 | +48 | +140 | +377 |
| Total | +931 | +727 | +1,165 | +1,458 | +4,281 |
- A · Wed Long
- B · Thu Short
- C · Scalp
- D · Gap Fade
- A · Wed Long
- B · Thu Short
- C · Scalp
- D · Gap Fade
- Combined Total
| Day | Avg range | Avg body | Bull % | Best edge |
|---|---|---|---|---|
| Monday | 20.8 pts | −0.1 | 53% | none |
| Tuesday | 20.2 pts | +2.0 | 57% | weak |
| Wednesday | 20.2 pts | +2.0 | 55% | LONG ↑ |
| Thursday | 18.7 pts | +0.1 | 51% | SHORT ↓ |
| Friday | 18.9 pts | +0.7 | 55% | weak |
| Entry time | 08:00 London |
| Broker time (GMT+2 Summer) | 09:00 |
| Broker time (GMT+2 Winter) | 10:00 |
| Entry type | Market order at bar open |
| Strat A day | iDayOfWeek == 3 (Wed) |
| Strat B day | iDayOfWeek == 4 (Thu) |
| Max hold bars (M15) | 32 bars = 8 hours |
| Flat by | 16:00 London (close) |
| Wait for candle | 08:00–08:15 to close |
| Long condition | Close > Open |
| Short condition | Close < Open |
| Entry | Market on next bar open |
| Max hold bars | 4 bars = 1 hour |
| TP | 12 pts |
| SL | 8 pts |
| Run every day | Mon–Fri |
| Gap definition | Open − Prev close |
| Filter threshold | |gap| > 20 pts |
| Gap up → direction | SELL (fade) |
| Gap down → direction | BUY (fade) |
| TP | 30 pts |
| SL | 20 pts |
| Caution | Monitor 2024+ macro regime |
| Max 1 trade per session | per strategy |
| No trading | High-impact news days |
| Position sizing | Fixed % of equity |
| Time exit | Hard close at 16:00 London |
| BST/GMT offset | Dynamic in EA logic |
| Spread filter | Skip if spread > 3 pts |
Disclaimer: This report is for educational and informational purposes only. Past performance does not guarantee future results. Trading carries significant risk. We are not authorised or regulated by the FCA or any financial regulator.