Gann-SuperTrend EVZ Volatility Scaler

Family: trend_following · Regime: trending · Complexity: medium · Asset classes: EUR/USD (primarily, due to EVZ dependency) · Timeframes: H1, H4

Thesis

The hypothesis is that EUR/USD trends are most exploitable when price action (Gann HiLo), volatility-adjusted support (SuperTrend), and realized momentum (MOM/ADX) align with high implied volatility (EVZ). By entering when market expectations for movement are rising, we avoid the 'death by a thousand cuts' common in sideways ranges. The edge relies on the persistence of directional volatility in the Euro FX market.

Components

HiLo Activator (Gann Style) (regime) — Establishes the macro-regime to ensure we only trade in the direction of the sustained trend.
SuperTrend (direction) — Acts as a secondary directional filter that accounts for ATR-based volatility, preventing entries during low-volatility drifts.
ADX Crossing INGM (entry) — Provides the tactical execution signal via DI crossover, identifying local momentum shifts.
AI - RSI Strategy (exit) — Used to exit positions when the momentum is exhausted (overbought for longs, oversold for shorts).
Parabolic SAR (risk) — Provides a trailing stop-loss that accelerates with the trend to protect capital and lock in profits.
Momentum (MOM) (confirmation) — Confirms that the rate of change is positive/negative in alignment with the entry signal.
Euro FX VIX (EVZ) Data Loader (volatility_filter) — Filters trades based on expected 30-day Euro volatility; avoids trading when the market expects no movement or extreme chaos.

Known failure conditions

EVZ remains below historical 20th percentile for extended periods (no movement).
ADX Crossing INGM signals occur frequently in a tight range, leading to stop-outs by the trailing PSAR.
RSI exit triggers immediately after entry due to high volatility.

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