Adaptive Volume-Momentum Fusion (AVMF)

Family: trend_following · Regime: trending · Complexity: medium · Asset classes: FX, Equities, Commodities · Timeframes: H1, H4, D1

Thesis

Market trends are only sustainable when price efficiency (KAMA) and volume pressure (CMF) align; entering during momentum pullbacks (Stoch) within these conditions maximizes R:R, while zero-lag exits (MCNMA) mitigate the risk of trend exhaustion common in adaptive systems.

Components

• MultiKAMA (TyphooN) (regime) — Used as the primary trend filter; price must be on the correct side of this adaptive line to trade. Its efficiency ratio ensures we stay out of low-efficiency/sideways noise.
• Chaikin Money Flow (NNFX Version) (direction) — Confirms that the price movement is backed by volume-weighted buying/selling pressure, filtering out 'hollow' price moves.
• Stochastic Oscillator (entry) — Identifies local momentum exhaustion (pullbacks). By entering on a %K/%D cross within a trend, we capture the resumption of the primary move.
• McNicholl EMA (MCNMA) (exit) — Acts as a high-sensitivity, zero-lag trailing exit. Its multi-stage EMA structure allows for faster reaction to trend exhaustion than standard MAs.
• Williams Fractals (risk) — Provides objective market structure points for hard stop-loss placement, representing the most recent swing high/low.

Known failure conditions

• Extended periods of 'stair-stepping' in MultiKAMA where volatility is low but price drifts without trend.
• Consecutive stop-outs caused by 2-bar lag in Fractal confirmation during high-velocity reversals.
• CMF remaining near zero (neutral) while price exhibits high volatility, leading to missed entries or noise signals.

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