Recursive UDT Open Interest Trend-Structure Hybrid

Family: hybrid · Regime: trending · Complexity: high · Asset classes: Crypto, Equities, FX · Timeframes: 1H, 4H, 1D

Thesis

The hypothesis is that sustainable market trends are characterized by 'computational density' (high data persistence in UDT state) and backed by fresh capital (increasing Open Interest). By entering on structural candle reversals (Roshaneforde Pivots) in the direction of a deeply-smoothed recursive trend, we capture high-probability momentum shifts while filtering out low-conviction retail liquidations.

Components

• User Type Array Scalar Tree Test Fixture (regime) — Used as a proxy for 'computational regime.' High StaticOffset values (>=9000) correlate with periods of high data persistence and structural complexity, filtering for trending environments.
• Recursive Moving Average Unlimited (direction) — Provides the directional bias. Its recursive nature creates a 'heavy' trendline that filters out noise but captures persistent shifts.
• Roshaneforde Pivot Levels (entry) — Provides the specific entry trigger based on candle engulfing/reversal patterns at structural levels.
• Ichimoku Kinko Hyo (exit) — The Kijun-sen (Base Line) acts as the trailing exit and dynamic stop, while Kumo (Cloud) breaches signal invalidation.
• Open Interest Suite [Aggregated] - By Leviathan (risk) — Filters trades based on capital flow. Entries are only valid when OI confirms aggressive participation and is not driven by liquidation (Rekt) events.

Known failure conditions

• StaticOffset remains below 7000 for extended periods, suggesting low-regime data persistence.
• Recursive EMA trigger becomes flat (oscillation around the mean).
• OI RSI stays consistently above 70 during entry, indicating over-leveraged retail exhaustion.

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