Sunday Gap Institutional Momentum Scalper
Family: hybrid · Regime: trending · Complexity: high · Asset classes: US Equities (specifically DJIA/US30), Indices · Timeframes: 4H, D1
Thesis
Price momentum on high-cap indices like US30 respects institutional liquidity pools (SNAP) and weekly opening gaps as primary directional anchors. By entering only when trend intensity (TDFI) and momentum (ROC) align with the 'Alligator' trend, we can catch weekly expansions toward hardcoded structural boundaries (Probable H/L). The edge lies in the structural inertia of large-cap indices following a Sunday gap.
Components
- Sunday Opening Gap (regime) — Establishes the weekly sentiment regime based on gap-fill or gap-continuation behavior.
- SNAP HTF_LTF Indicator (direction) — Identifies institutional 'draw on liquidity' levels and 4H breaker blocks for directional bias.
- Rate of Change (ROC) (entry) — Provides the execution trigger by confirming momentum is moving in the direction of the structural bias.
- Restu Kaioh Scalping Indicator (exit) — Uses stochastic extremes to identify exhaustion points for profit taking.
- Probable High Low (risk) — Provides fixed structural boundaries for stop-loss and position sizing, acting as a 'hard deck' for the strategy.
- Bill Williams Alligator (confirmation) — Ensures the entry occurs during an active trend (alligator 'eating') rather than consolidation.
- Trend Direction and Force Index (TDFI) (volatility_filter) — Filters out low-volatility 'noise' by requiring a minimum trend intensity threshold before entry.
Known failure conditions
- Price moves significantly beyond the hardcoded 32889-33678 range, rendering the SL/Risk component mathematically impossible.
- Market regimes shift to high-frequency whip-sawing where the Sunday Gap is filled and reversed within the first 4 hours of trading.
- TDFI remains below the dead_zone for >10 consecutive sessions, indicating a structural volatility collapse.
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