Fractal Daily Structure Breakout (FDSB)

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

Thesis

Price breakouts from periods of fractal chaos are most likely to sustain when they align with daily structural levels and long-term institutional volume conviction, as these points represent high-liquidity zones where imbalance leads to trend expansion.

Components

• Fractal Chaos Bands (FCB) (regime) — Defines the boundary of market 'noise'. Entry occurs only when price exits the 'chaos' zone to capture expansion.
• 200-Day Trend Background (Smoothed Volume Gradient) (direction) — Ensures trades align with the long-term institutional trend and filters low-conviction moves via volume-scaled opacity.
• Daily High Low (entry) — Provides a clear market structure breakout point based on the previous day's extreme.
• QQE (Qualitative Quantitative Estimation) (exit) — Detects subtle momentum shifts and exhaustion to exit before price fully reverses.
• Parabolic SAR (risk) — Provides a dynamic, volatility-adjusted trailing stop-loss that accelerates during strong trends.
• Roshaneforde Pivot Levels (confirmation) — Acts as a confirmation layer by ensuring local reversal candles (pivots) have been breached.
• ADX / Connectable [Azullian] (volatility_filter) — Filters out low-volatility environments and ensures the trend has sufficient 'strength' to sustain a breakout.

Known failure conditions

• ADX remains below 20 for more than 5 consecutive daily sessions (volatility collapse).
• Price frequently crosses the Daily High/Low without directional follow-through (whipsaw regime).
• PSAR dots flip more than 3 times within a single FCB range.

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