SMC-VIX Term Structure Intraday Hybrid

Family: hybrid · Regime: trending · Complexity: medium · Asset classes: Equities, Indices (SPX, NDX) · Timeframes: 15M, 1H

Thesis

Intraday price trends are most persistent when the volatility term structure (VIX/VIX3M) is in contango, indicating low institutional fear. By aligning H1 structural bias with M15 volume-weighted momentum and filtering for noise using a second-order digital filter (SAK), we can capture the meat of intraday moves with a trailing exit that respects the volatility-adjusted trend.

Components

• TF Bias Detector (SMC) (regime) — Provides the structural anchor, ensuring intraday trades align with the H1 trend and momentum bias.
• Rate of Change (ROC) (direction) — Captures the immediate momentum shift required to trigger an intraday move.
• Oracle Probes 15M Intraday Suite (entry) — Provides the precise execution trigger via VWMA crossovers and candle patterns after all higher filters align.
• HiLo Activator 02 (exit) — Provides a trailing trend-following exit that responds to price breakthroughs of local highs/lows.
• VIX Curve Regime (Simple) (risk) — Uses the VIX/VIX3M ratio to adjust risk and filter entries based on the volatility term structure (Contango vs. Backwardation).
• Swiss Army Knife Indicator (SAK) (confirmation) — Acts as a second-order low-pass filter to smooth price noise and confirm the trend without the lag of a standard SMA.

Known failure conditions

• VIX/VIX3M ratio remains in a narrow range near 1.0 for extended periods, providing no regime clarity.
• SMC Bias H1 and H4 consistently disagree, leading to zero trade signals.
• Intraday volatility exceeds the HiLo Activator staircase, causing immediate stops.

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