Rank-Correlated Range Breakout System

Family: trend_following · Regime: trending · Complexity: high · Asset classes: FX, Equities, Crypto · Timeframes: H1, M30

Thesis

Market trends are most tradable when price movement is statistically correlated with time (Spearman Rank) and momentum shifts (CCI) align with range-based structural breakouts (SilverTrend), provided the underlying data stream is free of liquidity 'holes' (V54).

Components

• V54 stoch-independent-bound-holes (regime) — Used as a 'data integrity' and volatility regime filter; ensures the stochastic calculation is not hitting 'holes' or extreme saturation points before entry.
• SilverTrend Sv2 (direction) — Provides the primary trend direction based on range-relative thresholds across temporal offsets.
• CCI Arrows (entry) — Acts as the tactical trigger when price momentum crosses the zero-midline, signaling a shift in consensus.
• Ichimoku Kinko Hyo (exit) — The Kijun-sen (Base Line) serves as a dynamic trailing exit, representing the medium-term equilibrium.
• TimeBlocks (Multifunctional Period Separator) (risk) — Provides structural boundaries for stop losses and uses VWAP balance to normalize position sizing relative to session 'fair value'.
• Rank Correlation Index (confirmation) — Confirms the entry by ensuring the price trend has a high Spearman rank correlation with time, filtering out erratic spikes.

Known failure conditions

• SilverTrend Sv2 displays inconsistent historical signals due to buffer indexing errors during backtesting.
• Rank Correlation Index remains pinned at +/- 100 for extended periods while CCI whipsaws.
• Price remains within a single TimeBlock's High/Low range for more than 3 consecutive periods (low volatility failure).

Explore the full interactive blueprint, parameter ranges and evidence on WOBR StrategyVerse, or generate this strategy as an MT4/MT5 Expert Advisor with QuantMogul AI Engine.