Persistence-Intensity Momentum Synchronizer

Family: trend_following · Regime: trending · Complexity: high · Asset classes: Equities, Forex, Commodities · Timeframes: H1, H4, D1

Thesis

Trend following is most effective when price persistence (Autocorrelation) is high and institutional volume (Intraday Intensity) confirms directional conviction. By requiring synchronization across three ADX timeframes (ETV), the strategy filters for structural momentum shifts. The edge lies in avoiding 'fake' breakouts by ensuring statistical persistence and volume accumulation align before entry, using local market structure (Fractals) for objective risk anchoring.

Components

• Autocorrelation Function (ACF) (regime) — Acts as the regime filter; positive ACF indicates trend persistence, while zero/negative suggests mean-reversion or noise.
• Intraday Intensity Index (III) (direction) — Provides volume-weighted directional bias, ensuring the trend is backed by institutional accumulation/distribution rather than retail volatility.
• Easy Trend Visualizer (ETV) (entry) — Acts as the execution trigger by requiring triple-period ADX alignment, ensuring structural momentum is synchronized across different lookbacks.
• Bears Power (exit) — Identifies the resurgence of seller strength (for longs) or buyer strength (for shorts) as an early warning for trend exhaustion.
• Williams Fractals (risk) — Provides hard price-structure anchors for stop-loss placement, respecting the 2-bar confirmation lag.
• Fisher-based Scalping Indicator (confirmation) — Confirms that the price is at a favorable cyclical position and not at an extreme exhaustion point before entry.

Known failure conditions

• ACF remains consistently negative or near zero, indicating a persistent mean-reverting environment.
• ETV triple ADX alignment occurs at the tail end of a move, leading to 'buying the top' despite volume support.
• Williams Fractal stop-losses are too wide for the specific volatility, resulting in poor R:R ratios.

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