Alpha-Adaptive Adaptive Momentum Expansion (AAME)

Family: trend_following · Regime: trending · Complexity: high · Asset classes: Forex, Equities, Indices · Timeframes: M15, H1

Thesis

Market momentum is most tradeable when alpha-based structural expansion (GAS) coincides with high efficiency in price movement (MultiKAMA ER). By requiring confirmation from a multi-indicator dashboard (GFRMa) and ensuring liquidity (Spread Monitor), we enter trades at the start of 'expansion phases' where the reward-to-risk ratio, anchored by fractals and daily pivots, is statistically in the trader's favor.

Components

• GAS Price Levels (regime) — Acts as the primary regime filter, utilizing Alpha factors (238, 51, 262) to ensure the market is in a state of structural expansion rather than mean reversion.
• MultiKAMA (TyphooN) (direction) — Determines the adaptive trend direction, filtering out noise in low-volatility periods via the Efficiency Ratio.
• MACD (entry) — Provides the specific execution trigger based on momentum acceleration (Histogram rising) and signal line crossovers.
• Pivot Point S&R with GMT Correction (exit) — Provides objective, session-based profit targets (S1-S3, R1-R3) that account for broker-specific time offsets.
• Support and Resistance (Fractal-based) (risk) — Sets dynamic, market-structure-based stop loss levels derived from Bill Williams fractals.
• GFRMa Pivot HTF3 Dashboard (confirmation) — Confirms entries using multi-indicator confluence (RSI/CCI) projected from higher timeframes to ensure momentum is synchronized across scales.
• Spread Monitor (Tick-Level) (volatility_filter) — Prevents entry during periods of toxic liquidity or excessive slippage potential.

Known failure conditions

• Price repeatedly hits Fractal stop losses before reaching Pivot R1/S1 targets, suggesting 'saw-tooth' volatility.
• Alpha 238/51 factors remain flat during periods of significant price movement (alpha decay).
• Spread spikes consistently exceed the average candle body size, making the risk/reward ratio mathematically untenable.

Explore the full interactive blueprint, parameter ranges and evidence on WOBR StrategyVerse, or generate this strategy as an MT4/MT5 Expert Advisor with QuantMogul AI Engine.