Structural Squeeze Persistence Hybrid

Family: breakout · Regime: trending · Complexity: medium · Asset classes: FX, Equities, Crypto · Timeframes: H1, H4

Thesis

Market volatility moves in cycles of contraction and expansion. By identifying a macro-regime (Sherif Hilo) and a structural swing direction (ZigZag), we can enter trades when volatility expands (Squeeze Break) and momentum is persistent over at least a 3-bar window (Profile Miss), capturing the high-velocity portion of a move before exhaustion (TSI_CD).

Components

Sherif Hilo (regime) — Establishes the macro-regime to ensure trades are taken only in the direction of the long-term price extreme boundary.
ZigZag Color (Classic) (direction) — Filters direction based on confirmed market structure swings, preventing entry during counter-trend retracements.
Squeeze Break (John Carter) (entry) — Triggers entry upon volatility expansion (squeeze release) coupled with momentum alignment.
TSI Convergence Divergence (TSI_CD) (exit) — Detects momentum exhaustion early via signal line crossovers for timely exits before full reversals.
Relative Absolute Error (RAE) (risk) — Normalizes position sizing by scaling down when the current price deviation from the mean is high (unstable volatility).
Profile dynamic series history block miss (confirmation) — Acts as a 'persistence filter' by ensuring current price has meaningfully moved beyond the price level from 3 bars ago.
ATR SL Finder (volatility_filter) — Provides dynamic, volatility-adjusted stop loss levels to avoid premature stop-outs during expansion.

Known failure conditions

Sherif Hilo flips more than 3 times within 50 bars (regime breakdown).
RAE values consistently exceed 2.0, indicating the mean-reversion baseline is no longer representative.
Price remains within the ATR SL range for 20+ bars without hitting TP or SL.

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