Fractal Chaos Momentum Breakout

Family: breakout · Regime: trending · Complexity: medium · Asset classes: Equities, FX, Crypto · Timeframes: 15m, 30m, 1H

Thesis

Market participants often cluster orders around confirmed historical fractal pivots. By filtering for sessions with high institutional participation (09:45-16:15) and requiring momentum confirmation (MACD), we can exploit the 'breakout' move that occurs when the Fractal Chaos Bands expand, indicating a transition from range to trend. The edge lies in identifying 'clean' structural breaks while using trailing volatility bands (FCB) to manage risk during the impulse move.

Components

• Unsupported array.sum UDT method (regime) — Serves as a logic gate; if the market structure data cannot be aggregated/validated via standard methods, the strategy defaults to the most recent confirmed fractal level.
• Mn Fractal Store (direction) — Identifies structural pivot levels to determine the primary directional bias through historical peak/trough storage.
• Best Volume Trend Expert (entry) — Provides the execution trigger by combining price-relative-to-support, MACD alignment, and time-of-day filters.
• MACD (exit) — Used for the exit signal when momentum fades or reverses against the entry direction.
• Fractal Chaos Bands (FCB) (risk) — Defines the 'chaos' boundaries; used for dynamic stop-loss placement and position sizing based on the width of the price range.

Known failure conditions

• Prolonged sideways consolidation where Fractal Chaos Bands compress and produce frequent whipsaws.
• Market regime shifts where the 09:45-16:15 window lacks sufficient liquidity or volatility (e.g., holiday sessions).
• Failure of manual trendline inputs to capture shifting market angles, rendering the Trend Expert logic static.

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