ATOM Logit-Momentum Hybrid Strategy

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

Thesis

This strategy hypothesizes that price movements in ATOMUSDT are non-random and predictable using a logistic regression model trained on market structure features (FVGs and Swing Liquidity). By applying a Fisher Transform cycle filter and a Trend Intensity (TII) check, we filter for high-probability momentum bursts. The Size Highs/Lows indicator further ensures that the trade is supported by actual candle body expansion (volatility), while the TopTrend manages the structural trailing risk. The edge resides in the synergy between statistical prediction (logit) and momentum confirmation.

Components

• Indicator Sample (Template) (regime) — Initialization gate; ensures the terminal has sufficient historical data (iBars) before calculating recursive indicators like Fisher.
• Fisher Transform (EarnForex) (direction) — Filters the primary trend bias by normalizing price distributions; used to ensure momentum is in favor of the trade.
• ATOM Coefficient Indicator (logit) (entry) — The primary trigger; uses a pre-trained logistic regression model to identify structural edges (FVG/Swing) on the 15m ATOM chart.
• Relative Vigor Index (RVI) (exit) — Used for early exit signal when price closing conviction wanes relative to its high-low range.
• TopTrend (BBands Stop) (risk) — Determines the dynamic stop-loss level and trailing mechanism based on Bollinger Band volatility.
• Trend Intensity Index (TII) (confirmation) — Confirms the strength of the trend deviation from the long-term mean to prevent entering on weak logit signals.
• Size Highs and Lows 2 (volatility_filter) — Acts as a volatility filter to ensure entry only occurs when candle body expansion (maxHigh vs maxLow) is significant.

Known failure conditions

• Strategy performs significantly differently on other assets, confirming logit model is overfit to ATOM.
• Prolonged ranging periods where TopTrend 'whipsaws' the stop before the RVI exit triggers.
• Persistent decline in volatility (measured by Size Highs/Lows) leads to signal stagnation.

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