Fragmented Structure Grid Reversion

Family: mean_reversion · Regime: ranging · Complexity: medium · Asset classes: FX, Equities, Crypto · Timeframes: 15M, 1H

Thesis

If price action is sufficiently fragmented such that it cannot be aggregated into a cohesive structural trend (Regime), price will likely oscillate between fixed psychological grid levels (Risk) when reaching momentum exhaustion points (Entry).

Components

• Unsupported array.sum UDT method (regime) — Used as a 'Structural Failure' filter; the inability to aggregate discrete price points (UDTs) into a continuous sum represents a fragmented, non-trending regime.
• Minimal Fill Examples (direction) — Determines the local directional bias based on the gradient and crossover logic between the 10 and 20 SMAs.
• Relative Strength Index (RSI) (entry) — Triggers the entry when price reaches momentum exhaustion (overbought/oversold) within the identified direction.
• Moving Averages (Multi-Method) (exit) — Provides a smoothed trailing exit to capture the meat of the mean-reversion move before trend resumption.
• Grid Points Utility (risk) — Defines the trade geometry; stops and position sizing are mathematically tied to the 30-point fixed psychological grid.

Known failure conditions

• Price exhibits high autocorrelation (strong trending) that bypasses RSI exhaustion levels.
• Market volatility drops below the 30-point grid threshold, rendering the risk/reward ratio mathematically insolvent.
• The 'fragmented' regime (UDT sum failure) transitions into a 'unified' regime where simple linear aggregation (SMA) becomes dominant.

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.