Log-Adaptive Liquidity Exhaustion System

Family: hybrid · Regime: trending · Complexity: high · Asset classes: Crypto, Growth Equities, FX · Timeframes: 15M, 60M

Thesis

Market reversals at key liquidity zones are only valid when institutional volume (Float Trader) is reset and broader momentum (Log-Ichimoku) confirms the shift. The Dynamic EMA serves as a non-arbitrary, growing lookback that filters out trades against the asset's historical maturity curve. Entry occurs when short-term exhaustion (Force Index) aligns with long-term structure.

Components

• Unsupported Dynamic EMA Length Test (regime) — Provides an ultra-long-term 'anchor' regime filter; price above this line indicates an uptrend relative to the entire history of the asset.
• Modern Ichimoku Cloud [GBB] (direction) — Determines directional momentum and ensures market volatility is sufficient (via Grade) to support a trend follow-through.
• Float Trader Indicator (entry) — Identifies market structure pivots by tracking cumulative volume exhaustion between price swings.
• MultiKAMA (TyphooN) (exit) — Provides a volatility-adaptive exit signal that tightens during high efficiency and widens during noise.
• Reversal Engine Score v1 (risk) — Calculates ATR-based stop-loss levels and risk-reward targets based on liquidity sweep mechanics.
• Force Index (NNFX Variant) (confirmation) — Confirms entry by ensuring price movement is backed by expanding volume.
• Logarithmic Transformation (LOG) (volatility_filter) — Normalizes price data for the Force Index and Ichimoku calculations to stabilize variance in high-volatility assets.

Known failure conditions

• Price remains stagnant for long periods, causing the Dynamic EMA to become an unreachable 'flatline' due to extreme smoothing.
• Cumulative volume resets occur too frequently in low-liquidity environments, triggering false signals.
• Market volatility drops below the PercentileRank threshold of the Modern Ichimoku cloud for extended periods.

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