PiPi-Structural Momentum Reversion

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

Thesis

Market trends are initiated by institutional shifts (CHoCH) followed by high-velocity continuation (BOS). This strategy assumes that price will typically retrace to the 50% internal level (PiPi Level Middle) of a newly formed structure before the next leg of the trend begins. By entering on this structural 'fair value' and exiting via momentum exhaustion (CCI), we exploit the gap between structural shifts and trend saturation.

Components

• BOS_CHoCH_Detector (regime) — Defines the market regime by identifying institutional structure shifts (CHoCH) and continuation (BOS).
• Momentum (direction) — Ensures that the structural break is supported by directional velocity, filtering out low-volume 'fakeout' breaks.
• PiPi (Price Infrastructure & Position Interface) (entry) — Maps the 'Context' or range of the current swing to identify the Level Middle and Fib levels for precise entry.
• CCI / Connectable [Azullian] (exit) — Detects cyclical exhaustion; used to capture the meat of the move before momentum fades.
• Daily High Low MTF (risk) — Provides non-repainting structural boundaries for stop-loss placement based on daily volatility.

Known failure conditions

• Price enters a 'choppy' regime where CHoCH signals flip-flop without a follow-through BOS.
• Momentum remains near zero while price drifts through PiPi levels, indicating a lack of institutional interest.
• The Previous Day High/Low range is excessively tight (low volatility), leading to stops being triggered by minor noise.

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