Beta-Proxy Tech-Flow Momentum Hybrid

Family: hybrid · Regime: trending · Complexity: high · Asset classes: Equities, Crypto (Tech-correlated), US Indices (NAS100) · Timeframes: 30m, 1H

Thesis

The hypothesis is that the profitability of momentum-based entries is significantly enhanced when aligned with the directional flow of institutional capital into 'bellwether' technology stocks. By using AAPL, MSFT, and GOOGL as a regime filter, we identify high-probability risk-on environments. The edge exists because volume accumulation (A/D) combined with volatility-adjusted momentum (TDI) filters out retail noise, while CCI captures the mathematical exhaustion of these institutional waves.

Components

• V6 All Features Fixture (regime) — Acts as a 'Market Beta' proxy by tracking the price action of leading tech stocks (AAPL, MSFT, GOOGL) to define the broader risk-on/risk-off environment.
• Accumulation/Distribution (A/D) Index (direction) — Filters signals by ensuring that price movements are supported by cumulative volume flow, reducing exposure to low-liquidity spikes.
• Traders Dynamic Index (TDI) (entry) — Generates specific entry signals by identifying momentum crossovers relative to volatility bands (Bollinger-style RSI).
• Commodity Channel Index (CCI) (exit) — Signals momentum exhaustion by identifying when price deviates significantly from its mean, providing a dynamic exit trigger.
• ATR SL Finder (risk) — Provides volatility-adjusted stop loss levels to ensure the trade has 'room to breathe' based on current market noise.
• DEMA 200 & ADX Combined HUD (confirmation) — Provides secondary trend confirmation, ensuring the local asset is in a strong, non-ranging trend above/below its long-term average.

Known failure conditions

• Failure of the V6 equity basket to correlate with the traded asset (de-correlation of tech sectors).
• Prolonged periods of low volatility where TDI stays flat within the Market Base Line.
• Rapid price gaps that the A/D Index fails to account for.

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