ATOM Logit-Smooth Momentum Hybrid

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

Thesis

The ATOMUSDT 15m market exhibits short-term trend persistence driven by specific structural imbalances (FVGs, liquidity). By filtering for periods where price-rate-of-change exceeds historical volatility and utilizing a 2nd-order low-pass filter to define the trend regime, we can enter trades using volume-weighted exhaustion signals (MFI) that align with a predictive logit model's directional bias, provided macro news shocks are absent.

Components

• Ehlers SuperSmoother Filter (regime) — Defines the trend regime to ensure trades align with low-lag momentum, filtering out noise.
• ATOM Coefficient Indicator (logit) (direction) — Provides the primary directional bias using logit regression of market structure features specific to ATOM.
• Money Flow Index (MFI) (entry) — Acts as a volume-confirmed entry trigger to catch mean-reversion entries within the broader trend.
• Gator Oscillator (exit) — Signals the 'sated' phase of a trend cycle to trigger exits before a reversal occurs.
• News Indicator NMNNFX (risk) — Used as a hard filter to prevent trading during high-impact news events which invalidate technical models.
• Annualized ROC / HV Ratios (volatility_filter) — Ensures the asset is providing sufficient return relative to its risk (volatility) before authorizing entries.

Known failure conditions

• The Logit model AUC drops below 0.50, indicating it is no better than random guessing.
• Protracted period of high volatility with negative ROC/HV ratio preventing any trade execution for >30 days.
• Structural change in ATOM liquidity that renders the hardcoded logit coefficients obsolete.

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