Jurik-Volumatic Adaptive Trend Follower

Family: trend_following · Regime: trending · Complexity: high · Asset classes: FX, Equities, Crypto · Timeframes: M15, H1

Thesis

The hypothesis is that institutional volume clusters (Volumatic S/R) act as magnets or floor/ceiling levels only when the broader market (MTF Heatmap) is aligned. By using Jurik-adaptive filters, we can distinguish between 'noise' levels and those that will lead to a trending breakout, using the McGinley Dynamic's non-linear lag to maximize capture of the resulting move.

Components

• Jurik Adaptive Envelope Bands (regime) — Filters for high-volatility expansion regimes to ensure the trade has sufficient momentum and isn't entering during a decaying range.
• MTF Heatmap Template (direction) — Ensures the trade is aligned with dominant market structure across medium and long-term timeframes.
• Volumatic Support/Resistance Levels [BigBeluga] (entry) — Provides the specific execution price by identifying where high-volume participants are actively defending structural levels.
• McGinley Dynamic (exit) — Acts as a 'smart' trailing exit that adjusts its lag based on market speed, preventing premature exits during parabolic moves.
• Chandelier Exit (Heiken Ashi) (risk) — Provides the hard stop-loss and initial trend reversal signal based on volatility-adjusted price action.

Known failure conditions

• McGinley Dynamic remains flat despite price movement (mathematical 'pinning').
• High frequency of Chandelier Exit signals within a narrow Jurik Envelope (whipsaw regime).
• Failure of MTF Heatmap to update across timeframes due to local history synchronization errors.

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