Adaptive Pitchfork Cycle Trader

Family: hybrid · Regime: mixed · Complexity: high · Asset classes: Equities (US30/Dow Jones Index) · Timeframes: 15m, 1H

Thesis

The strategy hypothesizes that the US30 index exhibits mean-reverting behavior within structural channels (Pitchforks) when momentum, adjusted for the market's dominant cycle (SAM), shifts in favor of a fast trend (EMA). It further assumes that price action remains 'pinned' to historical institutional levels (PHL), providing a structural edge for risk-managed entries during high-volatility expansions.

Components

• Auto Pitchfork (regime) — Defines the structural boundaries of the current price action using recent fractal pivots to identify the trend channel.
• EMA Dynamic Selector Test (direction) — Acts as a fast-reaction trend filter to ensure entries align with immediate micro-trend direction.
• Smoothed Adaptive Momentum (entry) — Triggers entries by identifying momentum shifts that are dynamically tuned to the market's dominant cycle length.
• CCI / Connectable [Azullian] (exit) — Signals the exhaustion of momentum for exits, specifically looking for mean reversion from overextended levels.
• Probable High Low (risk) — Provides hardcoded institutional 'pivot zones' used for absolute risk floor/ceiling and position sizing.
• Standard Deviation (volatility_filter) — Ensures trades are only taken during periods of sufficient market expansion to overcome spread and slippage.

Known failure conditions

• Price action moves significantly away from the hardcoded 33,000 range, rendering the Risk component obsolete.
• Market enters a 'cycle-less' trending state where the Homodyne Discriminator fails to find a dominant frequency.
• Frequent redrawing of Pitchfork pivots leads to 'whipsaw' regime classification.

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