Darvas-Jurik Grid Momentum Strategy

Family: trend_following · Regime: trending · Complexity: high · Asset classes: FX (Majors), Equities (Trend), Crypto (Top 10) · Timeframes: H1, H4

Thesis

Price momentum tends to accelerate or consolidate predictably at fixed psychological intervals (Grid Points) when a clear trend is established. By combining the trend-strength detection of ADX with the adaptive volatility-channel exits of Jurik, we can capture the core 'impulse' of a move while using the structural 'safe-zones' defined by Darvas Boxes to protect capital. The edge lies in the confluence of momentum, psychological structure, and adaptive volatility.

Components

• ADX / Connectable [Azullian] (regime) — Establishes a regime of sufficient trend strength to avoid the grid-whipsaw inherent in sideways markets.
• CCI / Connectable [Azullian] (direction) — Provides a momentum-based directional filter, ensuring we enter on a localized 'thrust' towards the next grid point.
• Grid Points Utility (entry) — Acts as the structural trigger; institutional liquidity often clusters at fixed point intervals (round numbers).
• Jurik Adaptive Envelope Bands (exit) — Provides a dynamic, volatility-adjusted take-profit target that adapts faster than standard Bollinger Bands to price acceleration.
• Darvas Boxes MetaTrader 5 (risk) — Defines the 'floor' or 'ceiling' of the current price range to set logical stop losses based on structural failure.

Known failure conditions

• ADX remains below 20 for >48 hours (prolonged range).
• Grid point intervals are smaller than the average 14-period ATR (stop-loss will be statistically hunted).
• Jurik Envelope width stays narrower than the spread/cost of trade execution.

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).