ATOM Logit-Cloud Structural Momentum

Family: trend_following · Regime: trending · Complexity: high · Asset classes: Crypto (ATOMUSDT) · Timeframes: 15m

Thesis

ATOMUSDT exhibits short-term predictive 'momentum clusters' on the 15m timeframe when market structure features (FVGs/Swing Pressure) align with medium-term trend direction (Ichimoku). By using a logistic regression model to trigger entries and a volatility-based stop to exit, we can capture these clusters while the UDT Point Delta filter prevents entries during periods of structural insignificance.

Components

• Imported UDT typed UDF params Test (regime) — Serves as a 'Minimum Activity Filter'; ensures that the delta between points is non-zero to avoid entering trades in stagnant markets where spreads would erode returns.
• Ichimoku Kinko Hyo (direction) — Provides the primary directional bias; entries are only permitted when price is on the trending side of the Kumo (Cloud).
• ATOM Coefficient Indicator (logit) (entry) — Acts as the high-probability trigger using hardcoded market structure features (FVGs, liquidity) specific to the ATOM 15m timeframe.
• TopTrend (BBands Stop) (exit) — Provides a volatility-adjusted trailing stop that locks in profits and defines the exit point once the trend bias reverses.
• Equity Line Projection (risk) — Used to calculate position size by projecting the equity impact of the TopTrend stop-loss level relative to the current account balance.

Known failure conditions

• ATOM Logit model AUC falls below 0.50 in live testing (indicating zero predictive power).
• Realized slippage on ATOMUSDT consistently exceeds 0.1% per trade, negating the logit edge.
• Market regime shifts to extreme low-volatility where TopTrend stops are triggered by noise rather than trend reversals.

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