Fourier-Momentum Structural Scaler (FMSS)

Family: hybrid · Regime: trending · Complexity: high · Asset classes: FX (specifically EUR/USD) · Timeframes: H1, H4

Thesis

EUR/USD trends are most robust when they exhibit a clear harmonic frequency (FSI) aligned with multi-timeframe momentum (ETV). By entering at structural midpoints (PiPi) rather than breakouts, we exploit mean-reversion within the trend. Furthermore, because FX volatility is mean-reverting, scaling down exposure when implied volatility (EVZ) is high provides a hedge against the exhaustion phases of cycles.

Components

• Ehlers Fourier Series Indicator (FSI) (regime) — Serves as a regime filter to ensure price action is currently adhering to a recognizable harmonic cycle rather than chaotic noise or parabolic exhaustion.
• Easy Trend Visualizer (ETV) (direction) — Provides the trend bias and confirms that the momentum (via triple ADX alignment) is sufficient to overcome the cyclic oscillations of the FSI.
• PiPi (Price Infrastructure & Position Interface) (entry) — Determines the specific entry 'Level Middle' (50% retracement) within the current market structure context to ensure entry occurs on a pullback.
• ATR SL Finder (exit) — Calculates dynamic volatility-based exit points to protect capital during adverse moves.
• Euro FX VIX (EVZ) Data Loader (risk) — Uses forward-looking volatility expectations (implied volatility) to scale position sizing; reducing exposure when market fear is high.

Known failure conditions

• EVZ data feed fails or remains stagnant for >24 hours.
• ETV's hardcoded ADX thresholds (35/30) are not reached for extended periods during low-volatility trending markets.
• Price action enters a 'sideways grind' where FSI cycles rapidly around zero while ADX remains just below the trigger threshold.

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