KNN-Sweep Momentum Institutional Hybrid

Family: hybrid · Regime: trending · Complexity: high · Asset classes: FX, Indices, Metals · Timeframes: M15

Thesis

Market trends are often preceded by liquidity grabs (Sweeps) near institutional levels (Pivots). By using a KNN-smoothed trend navigator to confirm the momentum shift (RSX) following such a sweep, we can enter high-conviction breakouts (UTBot) while filtering out the noise inherent in intraday volatility. The edge lies in the confluence of structural liquidity, momentum, and machine-learning pattern recognition.

Components

• Pivot Point S&R with GMT Correction (regime) — Defines the daily 'gravitational' center; price above P suggests a bullish regime, while S/R levels act as secondary targets.
• Corrected RSX (direction) — Filters out market noise to ensure momentum is genuine before entry. Values above 50 confirm bullish strength.
• UTBot Alerts (entry) — Provides the final volatility-adjusted trigger when price breaks the chandelier-style trailing stop.
• Ichimoku Kinko Hyo (exit) — Used for trend-following trailing exits, specifically utilizing the Kijun-sen (Base Line) as a dynamic exit threshold.
• The Daily Sweep (risk) — Identifies institutional liquidity grabs. Signals are only valid if they occur following a sweep of previous highs/lows.
• AI Trend Navigator [K-Neighbor] (confirmation) — Uses historical price state proximity to predict if the current trend is likely to persist or is an outlier.

Known failure conditions

• Price oscillates around the Central Pivot (P) for more than 4 hours without reaching R1 or S1.
• Average True Range (ATR) falls below the 30-day median, leading to UTBot whipsaws.
• The Daily Sweep bias conflicts with the KNN prediction for three consecutive sessions.

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.