Sunday-Fractal Logit Momentum Breakout

Family: volatility · Regime: trending · Complexity: high · Asset classes: Crypto (specifically ATOMUSDT) · Timeframes: 15m

Thesis

The strategy hypothesizes that on ATOMUSDT, price movements that align with the Sunday Opening Gap, break a historic fractal level, and are confirmed by a logistic regression probability threshold (>0.55) represent high-conviction institutional breakouts that exhibit momentum persistence.

Components

• Sunday Opening Gap (regime) — Defines the weekly polar bias; if the gap is bullish, we prioritize long setups to follow the weekly momentum or fill the gap.
• Mn Fractal Store (direction) — Identifies established breakout levels and supply/demand zones for directional confirmation.
• MACD (entry) — Provides the final execution trigger via momentum shifts.
• UTBot Alerts (exit) — Uses ATR-based trailing logic to capture trend extensions while exiting early on volatility reversals.
• ATOM Coefficient Indicator (logit) (risk) — Determines position validity based on logistic probability and defines ATR-based SL/TP distances.
• Ichimoku Kinko Hyo (confirmation) — Validates that price is in a trending environment (above/below cloud) to filter mean-reversion noise.
• Standard Deviation (volatility_filter) — Ensures market activity is sufficient to overcome spreads and fees without entering during 'dead' hours.

Known failure conditions

• The ATOM Logit Coefficient AUC drops below 0.50, indicating the model is performing worse than random guessing.
• Prolonged periods of low volatility where Standard Deviation remains below its 80th percentile for the majority of the trade duration.
• Frequent fractal repainting leading to 'ghost' breakouts that vanish after the mSizeR window closes.

Explore the full interactive blueprint, parameter ranges and evidence on WOBR StrategyVerse, or generate this strategy as an MT4/MT5 Expert Advisor with QuantMogul AI Engine.