Matrix Tech-Proxy Adaptive Trend Trader

Family: hybrid · Regime: trending · Complexity: high · Asset classes: Equities, Equity Indices (NASDAQ, S&P 500) · Timeframes: 5m, 15m

Thesis

The strategy assumes that high-probability trades occur when intraday market structure (S/R zones) aligns with a broader market sentiment regime (Tech proxies). By filtering for session-specific volatility (Opening Range) and confirming turning points with a zero-lag cyclic oscillator (Ehlers CG), we filter out noise. The adaptive McGinley Dynamic exit accounts for the non-linear nature of price movements during trend exhaustion, providing a more robust trailing mechanism than static averages.

Components

• V6 All Features Fixture (regime) — Acts as a broad-market sentiment filter using heavy-weight tech proxies (AAPL, MSFT, GOOGL) to define the 'risk-on' or 'risk-off' regime.
• XAU Trend Volatility Filter (XAU_TVF) (direction) — Provides the directional bias by quantifying the relationship between moving average divergence and volatility (ATR).
• SML — SUPPORT/RESISTANCE MATRIX (entry) — Identifies high-probability entry points within validated structural zones (pivot clusters).
• McGinley Dynamic (exit) — An adaptive exit mechanism that reacts more quickly to price acceleration than standard moving averages.
• Chandelier Exit (Heiken Ashi) (risk) — Calculates volatility-adjusted trailing stops and determines position sizing based on HA-smoothed price action.
• Ehlers Center of Gravity (CG) (confirmation) — Serves as a lead-indicator oscillator to confirm local cyclic turning points within the S/R zones.
• Trepidity Opening Range with Extensions (volatility_filter) — Filters trades based on the session's opening volatility, ensuring entries align with the primary intraday trend direction.

Known failure conditions

• Regime proxies (AAPL/MSFT/GOOGL) decouple from the traded index or asset.
• Extreme low-volatility environments where TrendScore remains near zero for extended periods.
• Frequent gaps through the S/R zones occurring during pre-market or news events.

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