Adaptive Jurik-KNN Structural Trend Breakout

Family: trend_following · Regime: trending · Complexity: high · Asset classes: Forex, Equities, Crypto · Timeframes: H1, H4

Thesis

Market expansion occurs when directional momentum (Bulls Power) and volume conviction (KNN SuperTrend) align to break the previous day's volatility bounds (Daily HL) while trend strength (ADX) is accelerating. By avoiding structural Supply/Demand zones, we enter moves with 'path of least resistance' characteristics.

Components

• Simple Moving Average (SimpleMA) (regime) — Establishes the macro-regime to ensure all trades align with the 50-period average price direction.
• Bulls Power (Elder Ray) (direction) — Confirms buying/selling pressure relative to the internal EMA, ensuring momentum is behind the price movement.
• ADX / Connectable [Azullian] (entry) — Acts as the primary entry trigger when DI lines cross and ADX confirms sufficient trend strength (above 20).
• Jurik Adaptive Envelope Bands (exit) — Uses adaptive volatility channels to identify exhaustion points for exits, minimizing give-back of profits during mean reversion.
• Supply & Demand Zones (NNFX) (risk) — Provides structural context to avoid 'buying into a ceiling' (Supply) or 'selling into a floor' (Demand) and defines risk levels.
• Volume SuperTrend AI (Expo) (confirmation) — A machine-learning volume filter that ensures price movement is supported by significant volume and historical proximity patterns.
• Daily High Low MTF (volatility_filter) — Ensures entries occur during expansion phases (outside previous day range) rather than inside narrow consolidation zones.

Known failure conditions

• ADX remains below 20 for extended periods, indicating a regime shift to range-bound chop.
• Volume SuperTrend AI signals flip frequently (whipsaw) in low-volume sessions (e.g., late NY/Asia).
• Price respects Daily High/Low levels as resistance/support rather than breaking through them.

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