Float-ALMA Pivot Rotation Strategy

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

Thesis

The 'Float turnover' hypothesis posits that a significant trend shift or continuation occurs once the total tradable volume (the 'float') has been exchanged within a price swing. By using the Float Indicator to identify this turnover regime and Trendilo (ALMA momentum) to confirm the direction, we enter trades during the high-velocity phase of a new cycle. The edge is gained by timing entries on structural pivots (KOLA) and managing risk via market structure (Fractals), assuming that price direction is most persistent immediately following a full rotation of participant cost-basis.

Components

• Float Indicator (regime) — Identifies the market 'reset' point. When cumulative volume since the last swing low/high equals the float turnover, a new directional regime is likely to emerge as the average participant cost basis has rotated.
• Trendilo MT5 (direction) — Filters short-term noise via ALMA-smoothed variance. Provides the directional bias based on normalized momentum to ensure we are on the right side of the volume turnover.
• GOM KOLA SIDO — Full Integration (entry) — Provides high-probability entry triggers when price interacts with pivot-derived KOLA levels or breaks the internal Supertrend line within the confirmed regime.
• TopTrend (BBands Stop) (exit) — Acts as a dynamic trailing exit that tightens during high-volatility moves using Bollinger Band logic, protecting gains as the trend matures.
• Support and Resistance (Fractal-based) (risk) — Provides objective, structural price levels for hard stop-loss placement and position sizing calculation.
• Daily High Low MTF (volatility_filter) — Prevents 'buying the high' or 'selling the low' of the previous day's range unless a significant breakout is confirmed, filtering for mean-reversion or breakout context.

Known failure conditions

• Price enters a low-volume squeeze where the Float Indicator fails to reach turnover thresholds for extended periods.
• Frequent 'Spike' signals in GOM KOLA that do not lead to follow-through, common in low-liquidity environments.
• Daily range is less than the 20-day ATR, indicating volatility compression where TopTrend trailing stops are prone to whipsaw.

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.