IAE-ALMA Confluence Integrity System

Family: trend_following · Regime: trending · Complexity: high · Asset classes: Equities, Crypto, Forex · Timeframes: 1H, 4H, 1D

Thesis

Market momentum is most exploitable when technical confluence (IAE) aligns with smoothed price action (ALMA), provided that the underlying data feed is liquid and the market is not in a 'sideways' state as defined by ordinal price stasis. Behavioral edge is found in waiting for a consensus of 10 technical layers before entry.

Components

• Local non-scalar UDT typed-na history diagnostic (regime) — Acts as a 'Data Integrity Regime' filter; if the diagnostic detects 'na' in UDT history, it signals insufficient liquidity or data gaps, pausing the strategy.
• Array sort unsupported order (direction) — Utilized as a 'Sideways Regime' filter; if the price array remains static such that an attempted sort returns 'sideways' (no ordinal change), entry is inhibited.
• IAE — Technical Confluence Score (entry) — Provides the primary signal trigger by aggregating 10 layers of technical data; entry occurs when confluence exceeds a high-probability threshold.
• ADX / Connectable [Azullian] (exit) — Monitors trend exhaustion; an ADX reversal from peak levels provides the primary signal to exit before momentum fully dissipates.
• Chandelier Exit (risk) — Provides the hard stop-loss and trailing mechanism based on volatility (ATR), protecting capital from sudden trend reversals.
• Arnaud Legoux Moving Average (ALMA) (confirmation) — Used to confirm the immediate trend direction with reduced lag, ensuring the entry is aligned with Gaussian-smoothed momentum.

Known failure conditions

• IAE Score remains in the 40-60 range for extended periods (indecision).
• Market regime exhibits 'mean-reverting' behavior where ALMA crossovers lead to immediate reversal.
• Low-volume environments trigger the UDT 'na' diagnostic, causing high opportunity cost.

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