Float Turnover POC Breakout

Family: breakout · Regime: trending · Complexity: high · Asset classes: Equities, Large-cap Crypto · Timeframes: 1H, 4H, 1D

Thesis

Market trends initiate only after a significant portion of the 'float' (available supply) has been turned over near high-volume nodes. By filtering for active volume environments using an array-sorting test and entering on volume-weighted price breaks, we capture the meat of a volatility expansion.

Components

• Array Sort Unsupported Order Test (regime) — Used as a 'logic-gate' regime filter; by attempting to sort a volatility array with an invalid 'sideways' string, we detect when price action is too erratic to be categorized as a stable range.
• Float Indicator (direction) — Tracks how much of the asset's float has turned over since the last local swing; high turnover indicates institutional participation in the current direction.
• Volume Profile + Pivot Levels [ChartPrime] (entry) — Provides the execution trigger by identifying breaks above/below the Point of Control (POC) and supply/demand pivots.
• Bollinger Bands (Standard) (exit) — Serves as the volatility-based exit target, identifying points of price exhaustion.
• Average True Range (NNFX Version) (risk) — Provides non-directional volatility measurement for dynamic stop-loss placement and position sizing.

Known failure conditions

• Price remains pinned at the Point of Control (POC) despite 100% float turnover.
• The 'sideways' sort test returns identical values over 10+ bars, indicating total market stagnation.
• Bollinger Bands contract to less than 0.5x ATR, indicating a volatility crush.

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).