Matrix Float Sweep System

Family: hybrid · Regime: trending · Complexity: high · Asset classes: FX, Equities, Crypto · Timeframes: M15, H1

Thesis

Market reversals are most probable when a session-specific liquidity sweep coincides with the exhaustion of the local 'tradable float' (volume), provided the underlying trend structure (measured by the diagonal strength of a price matrix) remains intact. By entering only when price is 'sideways' (compressed) relative to its immediate history, we capture the transition from low to high volatility.

Components

• Matrix Trace Utility (regime) — Acts as a multi-lag momentum regime filter; an increasing trace suggests the 'diagonal' of price history is trending upward, providing a mathematical proxy for trend health.
• Array sort unsupported order (direction) — Interpreted as a market structure filter; when price remains within the 'unsorted' range of the last two bars (simulating the 2,1 array), it identifies a 'sideways' or 'trapped' liquidity state required for a breakout.
• Float Trader Indicator (entry) — Identifies volume-based exhaustion points where the cumulative liquid 'float' has turned over, signaling a potential reversal at support/resistance.
• MACD (exit) — Provides a standard momentum-shift exit signal to capture the meat of the move before exhaustion.
• The Daily Sweep (risk) — Uses ICT-style liquidity sweeps to define the 'protected' high/low for stop-loss placement and ensures trades align with daily bias.
• Corrected RSX (confirmation) — Filters out noise from the entry signal, ensuring that momentum is actively confirming the volume exhaustion before execution.

Known failure conditions

• Matrix Trace shows zero or negative correlation with price direction over 50 bars.
• Price frequently violates 'Daily Sweep' levels without significant volume turnover (FTI).
• Consecutive MACD whipsaws indicating a low-volatility 'chop' regime where MTU fails to define a slope.

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