Chan-Kumo GARCH Structural Liquidity Strategy

Family: trend_following · Regime: trending · Complexity: high · Asset classes: Equities, Forex, Crypto · Timeframes: H1, H4, D1

Thesis

This strategy hypothesizes that institutional order flow is most visible at the convergence of recursive structural exhaustion (Chan Lun signals) and volume-defined liquidity gaps. By entering only when price aligns with macro momentum (Ichimoku Cloud) and at 'cheap' structural levels, the strategy seeks to capture high R:R moves while using GARCH-derived volatility to normalize risk across different market environments. The edge lies in filtering noisy 'market structure' signals with real-time volume intensity data.

Components

Known failure conditions

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