Adaptive Multi-Index OI Trend Hunter

Family: trend_following · Regime: trending · Complexity: high · Asset classes: Major FX Pairs (EURUSD, GBPUSD), Crypto (BTCUSDT) if OI data available · Timeframes: H1, H4

Thesis

Price trends are most robust when the underlying currency exhibits strength across all peers (Darwinex Index) and the trend is characterized by 'efficient' price movement (high KAMA Efficiency Ratio). By entering during brief momentum pullbacks (CCI) and sizing positions inversely to Open Interest spikes, the strategy avoids entering 'exhausted' trends where retail participants are over-leveraged and 'rekt' events are imminent.

Components

• MultiKAMA (TyphooN) (regime) — Acts as the primary trend filter; entries are only permitted when price is on the correct side of the adaptive KAMA to ensure efficiency-weighted trend alignment.
• Darwinex Labs Currency Index (direction) — Identifies underlying currency strength by aggregating performance across multiple pairs, ensuring the trade is backed by broad institutional flow rather than idiosyncratic pair noise.
• CCI / Connectable [Azullian] (entry) — Provides the trigger by identifying local mean-reversion pullbacks (oversold in an uptrend) within the established regime.
• SuperTrend (exit) — Serves as the volatility-adjusted trailing stop and final trend-exhaustion exit.
• Open Interest Suite [Aggregated] - By Leviathan (risk) — Determines position sizing based on crowd saturation (OI Delta) and sets the technical stop loss at the 'Rekt' liquidation price levels.
• Momentum Oscillator (confirmation) — Confirms that the rate of change is accelerating in the direction of the trend before entry.

Known failure conditions

• Darwinex Index and Price significantly diverge (e.g., EURUSD rises while EUR Index falls), indicating pair-specific manipulation.
• Open Interest remains flat during large price moves, suggesting a lack of institutional participation.
• MultiKAMA Efficiency Ratio stays below 0.2 for extended periods, indicating a permanent shift to a low-volatility range.

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