ASI Structural Pitchfork Hybrid

Family: hybrid · Regime: trending · Complexity: high · Asset classes: Equities, Forex, Commodities · Timeframes: H1, H4, D1

Thesis

Market moves are only 'true' when cumulative price relationships (ASI) confirm a breakout from consolidation (Boxline). By entering at structural zones (SML) aligned with this momentum and managing risk via geometric volatility channels (Pitchfork), the strategy captures high-probability expansions and exits before the inevitable volatility-driven reversal (Mass Index).

Components

Accumulation Swing Index (ASI) (regime) — Used as a regime filter to ensure the 'true' cumulative momentum aligns with the price action, filtering out noise.
EMA with Switch-Based Length Reassignment (direction) — Provides a high-sensitivity trend direction baseline; though the switch logic is dormant, the fast EMA captures immediate directional bias.
SML — SUPPORT/RESISTANCE MATRIX (entry) — Identifies structural inflection points where price is likely to find liquidity for a move.
Mass Index (MI) (exit) — Detects range expansion 'bulges' followed by contractions, signaling a high probability of trend exhaustion/reversal for exits.
Auto Pitchfork (risk) — Uses fractal pivots to define geometric volatility channels; utilized for dynamic stop-loss placement.
Boxline (Range Breakout) (volatility_filter) — Filters for volatility expansion; entries are only valid following a clear range breakout to avoid 'choppy' ranging markets.

Known failure conditions

ASI fails to trend and oscillates around zero, indicating lack of 'true' price progress despite nominal volatility.
SML zones are frequently breached without reaction, suggesting a high-velocity environment where historical pivots are irrelevant.
Mass Index produces 'bulges' during parabolic moves, leading to premature exits in high-momentum trends.

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