Synthetic Cycle Sweep Hybrid

Family: hybrid · Regime: trending · Complexity: high · Asset classes: FX Majors, FX Crosses · Timeframes: H1, H4

Thesis

This strategy hypothesizes that significant market moves follow institutional liquidity raids (sweeps). By filtering these sweeps with relative currency strength and timing the entry with cycle-based momentum (DSP), we can enter trends at their inception point while using volatility-based stops (SuperTrend) to minimize premature exits.

Components

• Extrem SuperTrend (regime) — Establishes the macro-trend and provides a volatility-adjusted baseline for trend persistence.
• Currency Strength Matrix (All) (direction) — Ensures the trade is backed by cross-pair relative strength, avoiding isolated noise in a single pair.
• Ehlers Detrended Synthetic Price (DSP) (entry) — Acts as a precision trigger by identifying the cycle's inflection point once the trend and direction are confirmed.
• Ichimoku Kinko Hyo (exit) — Uses the Tenkan/Kijun relationship for trend exhaustion exits and the Kumo as a trailing support/resistance exit.
• The Daily Sweep (risk) — Provides the structural 'why' by identifying liquidity raids and defining the stop-loss level based on recent market structure.
• Donchian Channels (DC) (volatility_filter) — Filters for volatility expansion; entries are only valid if price is moving toward the channel extremes.

Known failure conditions

• CSM values remain near zero or flat for extended periods, indicating a lack of currency divergence.
• Price action remains trapped within the Donchian Channel mid-range for >50 bars.
• Daily Bias from TDS conflicts with Extrem SuperTrend for more than 3 consecutive sessions.

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