Geometric Momentum Pivot Confluence
Family: hybrid · Regime: trending · Complexity: medium · Asset classes: FX, Equities, Crypto · Timeframes: 1H, 4H, D1
Thesis
Market trends are most tradable when momentum acceleration (RSIOMA) aligns with absolute momentum (ROC) within a stable geometric corridor (Pitchfork). By using label-array density as a regime filter, we avoid chaotic 'unstructured' noise, while the Heiken Ashi Chandelier ensures rapid exits when the internal trend volatility shifts.
Components
- Unsupported array abs label method (regime) — Used as a 'Structural Density Filter'. It counts the number of valid labels (pivots) in the lookback; a higher count implies a well-defined market structure suitable for Pitchfork analysis.
- Rate of Change (ROC) (direction) — Provides the primary directional bias by ensuring absolute momentum is positive for longs and negative for shorts.
- RSIOMA (RSI of Moving Average) (entry) — Acts as the execution trigger. By applying RSI to an EMA, it filters out noise and triggers on momentum acceleration relative to a smoothed baseline.
- Chandelier Exit (Heiken Ashi) (exit) — Provides a high-sensitivity trailing stop based on Heiken Ashi smoothed volatility to protect capital during rapid reversals.
- Auto Pitchfork (risk) — Defines the trade's physical boundaries. Entries must align with the median line slope, and stop-levels are derived from the parallel channels.
Known failure conditions
- Price consistently breaks Pitchfork boundaries without hitting Chandelier exits.
- ROC remains near zero during high RSIOMA volatility, indicating a lack of directional conviction.
- The label array size drops to zero, suggesting a vertical 'parabolic' move where structural analysis fails.
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