Expansion Delta Structural Hybrid
Family: hybrid · Regime: trending · Complexity: high · Asset classes: FX, Equities, Crypto · Timeframes: H1, H4, D1
Thesis
This strategy hypothesizes that momentum is most sustainable when the absolute magnitude of candle bodies in the direction of the trend (expansion) exceeds the magnitude of pullbacks, confirmed by a reclaim of volume-weighted structural levels. By entering only when price is not yet at its statistical Bollinger limit, the strategy seeks to capture the 'meat' of a trend move after institutional participation is signaled by the WaveTrend score.
Components
- Size Highs and Lows 2 (regime) — Acts as the regime filter by determining whether bullish or bearish candle bodies are currently achieving greater magnitude peaks within the lookback window.
- Momentum Oscillator (direction) — Provides a secondary directional filter to ensure price velocity is aligned with the candle-size regime.
- WaveTrend v3 [WavesUnchained] (entry) — The primary trigger; uses a combination of CCI-based momentum and a volume/structure 'Score' to ensure the entry is supported by institutional order flow.
- Ichimoku Kinko Hyo (exit) — The Kijun-sen serves as the trailing trend exit, ensuring the position is held until the medium-term equilibrium is breached.
- GAS Price Levels (risk) — Determines dynamic structural support/resistance levels for initial stop-loss placement using its internal ATR/BB logic.
- Bollinger Bands Edge Cases Utility (volatility_filter) — Used as a 'mean reversion' sanity check; prevents entering trades when price is already at an extreme edge (statistical outlier).
Known failure conditions
- The Alignment Score consistently produces 'na' or stays at 0 during high-volatility breakouts.
- Asset price fluctuates within a range smaller than the raw candle body delta (maxDelta) of SHL2.
- Multiple consecutive signals occur while price is pinned to the Kijun-sen during low-volatility drift.
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