Matrix Fractal Adaptive Breakout Strategy (MFAB)

Family: breakout · Regime: trending · Complexity: medium · Asset classes: FX, Equities, Crypto · Timeframes: H1, H4

Thesis

Market breakouts are most reliable when localized structural levels (Fractals) are breached in alignment with both an adaptive micro-trend (KAMA) and a macro-trend consensus (MTF MA), further confirmed by an increase in 'diagonal' price momentum (Matrix Trace).

Components

• Matrix Trace Utility (regime) — Acts as a momentum regime filter; the trace of a price-diagonal matrix captures the aggregate rate of change over non-contiguous intervals, filtering for 'stealth' momentum.
• MultiKAMA (TyphooN) (direction) — Provides the core directional trend bias. Its adaptive nature reduces noise during low-efficiency periods.
• Mn Fractal Store (entry) — Identifies high-probability breakout levels by storing historical pivot peaks/troughs that have survived local volatility.
• FractalScanner (exit) — Used for trailing stop exits and identifying local trend exhaustion points.
• Simple Panel Template (risk) — Provides the UI logic for calculating position size based on the distance between entry and the FractalScanner-defined SL.
• Multi Timeframe Moving Average Dashboard (volatility_filter) — Acts as a volatility/strength filter, ensuring that the breakout occurs in the direction of the higher-order aggregate trend.

Known failure conditions

• Matrix Trace remains flat or oscillates narrowly while price trends, indicating the diagonal sampling frequency is out of sync with market cycle.
• MultiKAMA exhibits 'stair-stepping' behavior in high-volatility sideways markets, leading to multiple false direction flips.
• Aggressive repainting of Mn Fractal Store levels during the right-side confirmation window (mSizeR).

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