Logit-Structure Institutional Breakout (LSIB)

Family: hybrid · Regime: trending · Complexity: high · Asset classes: Crypto (specifically ATOMUSDT), FX (with recalibration) · Timeframes: 15M, D1

Thesis

Breakouts of daily market structure (Daily High/Low) are more likely to result in sustained trends when the short-term logistic probability of momentum (ATOM P) is high and the medium-term trend regime (Gann HiLo) is already aligned. Using exogenous institutional levels (Q-Levels) for risk provides a more robust stop-loss than simple ATR-based methods.

Components

• HiLo_04 (Gann HiLo Activator) (regime) — Establishes the core trend regime to ensure entries are aligned with the immediate moving average bias.
• Daily High Low MTF (direction) — Provides higher timeframe market structure context; breakouts of previous day's extremes serve as the directional trigger.
• ATOM Coefficient Indicator (logit) (entry) — Uses a logistic regression model to predict short-term momentum probability, filtering for high-conviction entries.
• Equity Line Projection (exit) — Used to visually project and manage exit targets based on realized account equity and floating P&L.
• Q-Levels V2.2 (risk) — Provides exogenous institutional levels (Gamma/SR) used for hard stop-loss placement and position sizing.
• Unsupported Array Percentile Linear Interpolation Box (volatility_filter) — Intended as a volatility gate based on range percentiles, though currently serves as a logical placeholder due to implementation errors.

Known failure conditions

• ATOM Coefficient Indicator P-values consistently hover between 0.45 and 0.55 (model entropy/decay).
• Q-Levels text string not updated, leading to stop losses based on stale institutional data.
• Price enters a low-volatility 'squeeze' where Gann HiLo whipsaws before daily levels are touched.

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