Centered Cyclic Momentum Accelerator

Family: hybrid · Regime: mixed · Complexity: medium · Asset classes: Forex (Majors), Indices (DAX, SPX), High-Liquidity Crypto (BTC, ETH) · Timeframes: M15, H1

Thesis

This strategy hypothesizes that price reversals are most tradable when a cycle's center of gravity (Ehlers CG) shifts in alignment with both volume-weighted conviction (CMF) and accelerating momentum (DOsMA). By using a centered TMA to establish the 'fair value' regime and session-based ATR Fibonacci levels for risk, we aim to capture the meat of a cycle while exiting before the velocity (MOM) fully dissipates. The edge lies in filtering out low-acceleration moves that typically lead to whipsaws.

Components

• TMA CG 2024 (Centered Moving Average) (regime) — Acts as a dynamic price envelope. Despite repainting, it identifies the 'fair value' zone; entries are filtered to occur when price is mean-reverting from the outer bands toward the center.
• Chaikin Money Flow (NNFX Version) (direction) — Ensures that price moves are backed by actual accumulation/distribution (volume-weighted pressure) rather than low-liquidity spikes.
• Ehlers Center of Gravity (CG) (entry) — Provides the precise trigger point by identifying the balance point of the current cycle, aiming for 'zero-lag' entry at the moment of reversal.
• Momentum (MOM) (exit) — Detects when the velocity of the move has peaked and begun to decelerate, providing an early exit before a full trend reversal.
• ATR Fib (risk) — Provides structurally sound exit and stop-loss levels based on session volatility and Fibonacci expansion.
• Difference of OsMA (DOsMA) (confirmation) — Confirms that momentum is not just positive, but accelerating (the second derivative of price), filtering out weak 'drifting' moves.
• Commodity Channel Index (CCI) (volatility_filter) — Acts as a secondary volatility/momentum filter to ensure the market is not in an exhausted overbought/oversold state relative to its mean deviation.

Known failure conditions

• CMF remains flat near zero for extended periods, indicating a total lack of volume interest.
• Price oscillates rapidly across the TMA centerline during low-volatility 'squeeze' periods.
• Successive losses occur when Ehlers CG triggers crossovers in a market with no discernible cycle (random walk).

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