Fractal Momentum Session Breakout

Family: breakout · Regime: trending · Complexity: high · Asset classes: Equities, Major FX Pairs, Crypto High Caps · Timeframes: 15M, 1H

Thesis

Market trends are initiated by institutional order flow (Order Blocks) and confirmed by price velocity (Momentum). By entering only when price breaks historical structural pivots (Mn Fractals) during high-liquidity sessions (0930-1600), we can capture the meat of the move while using local swing exhaustion (FractalScanner) to exit before mean reversion.

Components

• Calendar Session Utility (regime) — Restricts trading to liquid market hours (0930-1600) to ensure momentum signals are backed by institutional volume.
• Flip Flop Indicator (direction) — Determines the bias based on structural breaks of the high-bull/low-bear levels, filtering for high-conviction trend shifts.
• Mn Fractal Store (entry) — Uses historical pivot peaks/troughs as breakout triggers for entry after a directional bias is established.
• FractalScanner (exit) — Provides trailing exit levels based on local swing highs/lows to capture trend extension while protecting capital.
• Sonarlab - Order Blocks (risk) — Defines the invalidation zone (Stop Loss) based on the supply/demand zone that initiated the momentum move.
• Momentum (MOM) (confirmation) — Confirms that the breakout has sufficient velocity to overcome the inherent lag of the fractal signals.

Known failure conditions

• Price spends >70% of the session within the Order Block zone without a breakout.
• High-frequency alternation of Flip Flop signals within a single session (whipsaw).
• Momentum (MOM) remains flat (zero-crossing) during fractal breaches.

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