Matrix-State Volumetric Momentum Breakout

Family: trend_following · Regime: trending · Complexity: high · Asset classes: Equities, Crypto, FX · Timeframes: 1H, 4H, Daily

Thesis

Momentum breakouts (CCI) are most likely to result in sustained trends when they occur in alignment with a broader trend (MACD), exit a high-volume value area (Volume Map), and are not characterized by extreme exhaustion/distribution (CCC). By using McGinley Dynamic as an exit, the strategy adapts to changing market speed better than static moving averages.

Components

• Supported matrix.swap_columns Test (regime) — Used as a state-tracking regime filter to detect structural shifts by comparing current and previous support/resistance levels stored in a 1x2 matrix.
• MACD EMA Crossover Visualizer (direction) — Provides the primary directional bias; trades are only taken in the direction of the EMA spread.
• CCI Arrows (entry) — Acts as the tactical entry trigger when momentum crosses the zero-line midline.
• McGinley Dynamic (exit) — Used as a dynamic trailing stop and exit signal, as it adjusts its smoothing factor based on market speed.
• Volumatic Support/Resistance Levels [BigBeluga] (risk) — Defines the structural stop-loss placement and determines position sizing based on the volatility-weighted width of these levels.
• Volume by Level Map (confirmation) — Confirms entries by ensuring price is trading outside of high-volume nodes (HVN), indicating a breakout from value.
• Combined Candle Counter (CCC) Dev (volatility_filter) — Filters out entries during buying/selling climaxes or distribution days to avoid entering at the end of a move.

Known failure conditions

• Prolonged periods where price oscillates around the McGinley Dynamic line.
• Volume spikes that occur precisely at the moment of MACD crossover, creating 'fake' HVNs.
• Failure of the CCC Climax logic to detect exhaustion in low-liquidity environments.

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