Low-Price Session Momentum Breakout (LPSMB)

Family: breakout · Regime: trending · Complexity: high · Asset classes: Low-priced Equities, Penny Stocks, Low-value Crypto-assets · Timeframes: M15, H1

Thesis

Assets crossing the $2 threshold during high-liquidity market sessions (London/NY) exhibit momentum persistence that can be captured by volatility-adjusted trailing stops, provided external news shocks are filtered out.

Components

• Unsupported array.sum UDT method (regime) — Used as a logical circuit breaker; if market data complexity exceeds the system's ability to 'sum' or aggregate structure (simulated by the diagnostic failure), the regime is considered too fragmented for the strategy.
• Momentum (MOM) (direction) — Provides the directional bias; we only enter in the direction of the absolute price velocity.
• Plotshape Test Indicator (entry) — Acts as a price-floor filter. The hardcoded 'Close > 2' requirement restricts the strategy to assets that have crossed out of the extreme 'sub-penny' regime but are still in a low-value growth phase.
• Chandelier Exit Heiken Ashi Variant (exit) — Provides a tight, volatility-based trailing stop that accounts for the smoothed trends inherent in Heiken Ashi candles.
• News Indicator NMNNFX (risk) — Prevents entry during high-volatility event windows and scales position size inversely to the news impact level.
• Market Sessions (DarthBuddha) (volatility_filter) — Filters for liquidity; momentum signals are only valid when major global sessions (London/NY) are active, ensuring sufficient volume for the Close > 2 breakout.

Known failure conditions

• Strategy fails if the asset price stays consistently above 10, rendering the 'Close > 2' entry logic obsolete.
• Failure if the .ex5 dependency for the Chandelier Exit is missing from the local terminal environment.
• Total failure if the Array.Sum UDT error prevents script execution in a live environment (logical paradox).

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