Macro-Filtered POC Volatility Breakout

Family: breakout · Regime: trending · Complexity: high · Asset classes: Equities, FX, Commodities · Timeframes: H1, H4, D1

Thesis

Institutional interest is most visible when price departs from high-volume nodes (POC) with a surge in relative volatility (VR). By filtering these moves through a cross-market macro risk engine and a noise-corrected oscillator, we can distinguish genuine trend initiations from retail noise and liquidity hunts.

Components

• Volume Profile + Pivot Levels [ChartPrime] (regime) — Identifies the Point of Control (POC) as a magnet/anchor; trades are only taken when price breaks away from the POC with conviction.
• EMA with Switch-Based Length Reassignment (direction) — Provides the primary trend bias. Only long above EMA, short below. Uses the 'live' length setting.
• Volatility Ratio (VR) (entry) — Triggers entry when the current True Range exceeds historical ATR, signaling the start of a trend leg or breakout.
• Relative Vigor Index (RVI) (exit) — Exits positions when price closing relative to its range decelerates, indicating momentum exhaustion.
• Macro Risk Dashboard v8.2 (risk) — Dynamically scales position sizing and sets volatility-adjusted stops based on cross-market stress.
• Corrected RSX (confirmation) — Confirms that the volatility spike is directional and not noise, using the noise-filtered RSX logic.

Known failure conditions

• Macro Risk Dashboard third-party data feeds experience > 24h lag.
• Price action enters a 'low-volatility grind' where VR never exceeds 1.2 but the asset trends significantly.
• Volume Profile POC stays static for > 500 bars, suggesting a broken distribution or liquidity hole.

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