Logit-RSX Contraction Breakout Strategy

Family: breakout · Regime: trending · Complexity: high · Asset classes: Crypto (ATOMUSDT) · Timeframes: 15m

Thesis

This strategy hypothesizes that ATOMUSDT exhibits directional persistence following H1 volatility contraction (Inside Bars) when a logistic regression model predicts a high probability of trend continuation. By combining the ML-based logit score with the noise-filtered momentum of the RSX and Heikin-Ashi candles, we filter out false breakouts and enter only during high-velocity momentum pulses. The edge lies in the intersection of statistical prediction and multi-timeframe structure.

Components

• EA Conditions Display Template (regime) — Aggregates disparate signals (Logit, HA, Momentum) into a single logical buffer to ensure all conditions are met before entry.
• Momentum Oscillator (direction) — Acts as a primary directional filter, ensuring price velocity is aligned with the logit prediction.
• Relative Strength Quality Index (RSX) (entry) — The smoothed RSX provides the final trigger for entry, filtering out the noise inherent in raw RSI or Momentum oscillators.
• ATR SL Finder (exit) — Provides the primary dynamic exit levels based on realized volatility to capture trend extension.
• ATOM Coefficient Indicator (logit) (risk) — Provides the statistical core of the strategy; calculates the probability of direction based on trained market structure features.
• Heikin-Ashi Candles (confirmation) — Filters price action noise; requires trend color alignment to confirm the momentum pulse.
• Inside Bars (RSF Framework) (volatility_filter) — Identifies periods of volatility contraction on higher timeframes; breakout from these levels triggers the trade.

Known failure conditions

• Strategy AUC drops below 0.50 on new market data.
• Prolonged periods of high funding rates on ATOMUSDT exceeding the average daily capture.
• Breakdown of the correlation between RSX smoothing and logit probability shifts.

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