CSB (Cyclical Structure Breakout) System

Family: hybrid · Regime: trending · Complexity: high · Asset classes: FX, Equities, Indices · Timeframes: H1, H4

Thesis

Market structures (BOS/CHoCH) are most predictive of future price direction when they occur in high-conviction cyclical phases. By identifying 'spectral power' peaks via Ehlers ACP, we filter for regimes where institutional momentum is most likely to persist, using market structure as the precise trigger.

Components

• Ehlers Autocorrelation Periodogram (ACP) (regime) — Acts as the primary volatility/regime filter; entries only occur when the dominant cycle power is high (normalizedPower > 0.8), ensuring we trade in clear market phases.
• t_ma (Smoothed LWMA) (direction) — Provides a smoothed trend baseline. Alignment between the primary LWMA and its 6-period average ensures we are moving with established local momentum.
• BOS_CHoCH_Detector (entry) — Identifies technical market structure shifts. CHoCH indicates early reversals, while BOS indicates trend continuation within the cyclical regime.
• Ichimoku Kinko Hyo (exit) — The Kijun-sen (base line) serves as a dynamic trailing exit, capturing the meat of the trend while exiting when the mean is breached.
• ATR SL Finder (risk) — Provides volatility-adjusted risk levels based on the specific bar high/low where the structure break occurred.
• Momentum Oscillator (confirmation) — Filters out weak structure breaks by requiring the rate of change to be above (Long) or below (Short) the 100 baseline.

Known failure conditions

• Normalized ACP Power remains below 0.8 for extended periods (ranging/noise phase).
• Frequent whip-saws across the Ichimoku Kijun-sen in low-volatility environments.
• t_ma lag results in entries at the very end of a cyclical move.

Explore the full interactive blueprint, parameter ranges and evidence on WOBR StrategyVerse, or generate this strategy as an MT4/MT5 Expert Advisor with QuantMogul AI Engine.