MESA-Gator Adaptive Trend Follower

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

Thesis

Trends are most exploitable when price cycles (isolated via MESA filters) align with multi-timeframe institutional momentum (SMC Bias). By entering on the resolution of a filtered cycle within an efficient trend (VIDYA) and exiting when fractal volatility contracts (Gator), we capture high-velocity movements while using structural consolidation (Boxline) to define risk.

Components

• TF Bias Detector (SMC) (regime) — Establishes multi-timeframe confluence; ensures the execution timeframe (H1) aligns with broader sentiment and momentum (RSI > 50).
• Variable Index Dynamic Average (VIDYA) (direction) — Acts as a volatility-adjusted trend filter; its adaptive nature prevents entries during low-efficiency price action.
• Ehlers MESA Stochastic (MSTOCH) (entry) — Provides a noise-filtered cyclical entry point by removing trend-bias and spectral noise via the Roofing Filter.
• Gator Oscillator (exit) — Identifies trend exhaustion (the 'Sated' phase) where the distance between Alligator lines begins to contract.
• Boxline (Consolidation Zones) (risk) — Provides structural anchor points for stop-loss placement based on the most recent breakout zone.
• Absolute Strength Histogram (ASH) (confirmation) — Confirms that the net strength (Bulls - Bears) is directionally aligned with the trend before commitment.

Known failure conditions

• Frequent flips in H1 SMC Bias suggesting a range-bound market.
• MSTOCH remaining pinned at extremes (>0.9 or <0.1) while price consolidates, indicating a failure of the Roofing Filter to isolate the cycle.
• VIDYA flattening out, signifying a loss of price efficiency/volatility.

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