Lorentzian Force & Structure Hybrid

Family: hybrid · Regime: trending · Complexity: high · Asset classes: FX, Equities, Crypto · Timeframes: 15m, 1H, 4H

Thesis

Market edges exist where institutional liquidity sweeps (Daily Sweep) coincide with a structural shift (BOS/CHoCH) in a high-momentum environment (BBForce). By using a Lorentzian ML classifier to verify that the current price/momentum state resembles historically profitable analogues, the strategy enters trades when 'weak hands' have been flushed and the path of least resistance is aligned with higher-timeframe 'force'.

Components

• BBForce / Bollinger Bands Force (regime) — Ensures all three Bollinger components (Upper, Lower, Basis) are moving in the same direction, filtering out 'squeeze' phases or weak trends.
• BOS_CHoCH_Detector (direction) — Identifies structural shifts in the market; requires a formal break of swing levels to establish directional bias.
• Lorentzian Classification (entry) — Uses non-Euclidean distance to find historical analogues of current feature sets (RSI, ADX, etc.) to trigger the final entry.
• Parabolic SAR (exit) — Provides a non-subjective trailing exit that tightens as momentum accelerates.
• The Daily Sweep (risk) — Defines the stop loss based on the most recent institutional liquidity grab and ensures trade alignment with daily bias.
• Recursive Moving Average Unlimited (confirmation) — Acts as a high-fidelity noise filter; entry is only valid if price maintains the correct side of this recursive trend line.

Known failure conditions

• BBForce remains at 0 for extended periods, indicating a protracted low-volatility squeeze.
• Lorentzian Classification 'Voting' signals frequently flip-flop (signal noise in feature space).
• Parabolic SAR is repeatedly hit during the 'Confirmation' phase before significant movement occurs.

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