SGF-Gator Structural Cycle Trader

Family: trend_following · Regime: trending · Complexity: high · Asset classes: Forex, Equities, Indices · Timeframes: H1突破突破突破突破突破, H4突破突破突破突破突破突破

Thesis

Market trends are most exploitable when price structural breaks (GOM KOLA) align with low-lag polynomial direction (SGF) during periods of confirmed volatility expansion (Gator Oscillator). By waiting for the Gator 'Eating' phase, the strategy avoids the 'noise' of the SGF in ranging markets, while the SGF provides a cleaner directional filter than traditional moving averages, leading to better entry timing.

Components

• Gator Oscillator (regime) — Used as a regime filter to ensure the market is in an active 'Eating' phase (volatility expansion) rather than 'Sleeping' (range-bound).
• Savitzky-Golay Filter (SGF) (direction) — Provides a noise-reduced directional bias using local polynomial regression to identify the primary trend without the lag of standard moving averages.
• GOM KOLA SIDO — Full Integration (entry) — Triggers entries based on Supertrend direction changes (st_dir) and spike threshold crossings near structural KOLA pivot zones.
• MACD (exit) — Captures momentum exhaustion signals to exit trades before the trend fully reverses.
• GAS Price Levels (risk) — Uses the dynamic Bollinger Band and Alpha-weighted structural levels to define stop-loss placement and volatility-adjusted position sizing.
• ATR Heiken Ashi (volatility_filter) — Filters out low-volatility periods where the Gator might produce false 'Awakening' signals by requiring a minimum smoothed ATR threshold.

Known failure conditions

• Consecutive losses during high-volatility whipsaws where SGF slope changes rapidly.
• Price remains within a KOLA zone for extended periods without a clean breakout.
• Gator Oscillator remains in 'Sated' (red) bars while SGF indicates a strong trend (divergence of volatility and direction).

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