Oracle-QQE Percentile Momentum Scalper

Family: trend_following · Regime: trending · Complexity: medium · Asset classes: Equities, Forex · Timeframes: 15M

Thesis

Intraday market moves are most reliable when short-term price momentum (3-period median) aligns with the volume-weighted daily trend (VWMA/DMA5). By triggering entries only when QQE volatility-adjusted momentum confirms this alignment, we capture the high-velocity 'meat' of a session move while using structural session extremes (Session Range) and historical volatility levels (Pivots) to define a clear risk/reward boundary. This edge exists because it filters out low-conviction noise through the reactive percentile filter while respecting institutional volume levels.

Components

Linear percentile single hole length 3 percentage 50 v1 (regime) — Serves as a high-frequency regime filter to ensure current price is 'leading' its immediate median, filtering out micro-reversions.
Oracle Probes 15M Intraday Suite (direction) — Establishes the primary intraday trend direction through the interplay of volume-weighted price (VWMA) and daily mean (DMA5).
QQE (Qualitative Quantitative Estimation) (entry) — Provides the specific entry trigger by identifying momentum thrusts that exceed volatility-adjusted RSI bands.
Pivot Point S&R with GMT Correction (exit) — Provides objective, non-dynamic price targets based on the previous day's volatility.
Session Range (High/Low/Mid) (risk) — Defines the structural 'floor' and 'ceiling' of the current session to anchor stop-loss placement and risk calculations.

Known failure conditions

Price frequently hits Session Midpoint before reaching Pivot S1/R1, indicating a lack of directional conviction.
The Linear Percentile (3) oscillates around price more than 4 times within a single 15M candle, indicating extreme noise.
Oracle Probes DMA5 and VWMA show frequent 'braiding' (crossing back and forth), signifying a non-trending regime.

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