Cycle-Adaptive Swing Momentum Strategy

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

Thesis

Market trends are best entered during the expansion phase of the dominant cycle. By using the ASI to confirm 'true' price accumulation and the Chandelier HA to define volatility-based trend boundaries, we can isolate SAM momentum triggers that align with the underlying market structure, theoretically filtering out low-probability cyclical noise.

Components

• Accumulation Swing Index (ASI) (regime) — Acts as a structural filter to ensure the 'true' price action, accounting for high/low/close relationships, supports the direction of the trade.
• Chandelier Exit Heiken Ashi Variant (direction) — Provides a volatility-adjusted trend direction based on smoothed Heiken Ashi values to reduce noise in trend identification.
• Smoothed Adaptive Momentum (entry) — Triggers entries based on price momentum relative to the dominant market cycle, filtered for smoothness to avoid micro-volatility triggers.
• Connect MACD (Azullian) (exit) — Provides a momentum-based exit signal to capture the meat of the move before a full trend reversal.
• Average True Range (NNFX Version) (risk) — Determines dynamic stop-loss levels and position sizing based on recent realized volatility.

Known failure conditions

• Extended sideways price action where ASI oscillates around a flat mean.
• Breakdown of the Homodyne Discriminator's ability to find a dominant cycle (e.g., during high-impact news).
• Asset 'Limit Move' exceeds the manual 'T' parameter, causing SI calculation errors.

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