Rank-Fisher Volumetric Channeler

Family: hybrid · Regime: trending · Complexity: medium · Asset classes: FX, Equities, Indices · Timeframes: H1, H4, D1

Thesis

The strategy hypothesizes that sustainable price movements occur only when statistical trend consistency (RCI) aligns with volume-backed accumulation (CMF) and breaks cyclical momentum thresholds (Fisher/CCI). By using fractal geometry (Pitchfork) for risk and a speed-adaptive average (McGinley) for exits, the system seeks to capture the meat of a trend while filtering for structural validity.

Components

Rank Correlation Index (regime) — Identifies the broad cyclical regime; ensures price is positively correlated with time (upward drift) for longs and negatively for shorts.
Fisher-based Scalping Indicator (direction) — Detects the immediate momentum/cycle turning point within the larger RCI regime using the Fisher transformation.
Commodity Channel Index (Rosasurfer Framework) (entry) — Provides the specific entry trigger when price breaks the +/- 100 threshold, signaling a local momentum breakout.
McGinley Dynamic (exit) — Acts as a noise-filtering trailing stop that adapts to market speed, preventing premature exits during low-volatility drifts.
Auto Pitchfork (risk) — Defines the structural boundaries (Lower/Upper parallels) for stop-loss placement and determines volatility-adjusted position sizing.
Chaikin Money Flow (NNFX Version) (confirmation) — Validates the entry by ensuring momentum is backed by actual buying/selling pressure (accumulation/distribution).

Known failure conditions

RCI stays pinned at +/- 100 for extended periods while price trades sideways (regime failure).
Price frequently crosses the McGinley Dynamic in a 'sawtooth' pattern during low-volatility ranging.
Auto Pitchfork fails to find valid pivots for > 50 bars, leaving the strategy without risk parameters.

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