GAS-Recursive Multi-Factor Trend Hub

Family: trend_following · Regime: trending · Complexity: high · Asset classes: Equities, Forex (Major Pairs), Crypto (High Cap) · Timeframes: M30, H1, H4

Thesis

Market trends are most reliable when HTF volume-weighted momentum aligns with short-term recursive smoothing. By filtering for volatility regimes (GAS) and structural breakouts (Boxline), an edge is gained by entering only when price momentum overcomes recursive resistance and exiting before cyclic decay (CG) manifests as a price reversal.

Components

• GAS Price Levels (regime) — Establishes the structural regime by weighing statistical price levels and alpha factors to filter out noise.
• Chandelier Exit Heiken Ashi Variant (direction) — Acts as the trend-following directional filter; it utilizes smoother HA values to reduce ATR whipsaws.
• Recursive Moving Average Unlimited (entry) — Provides the sensitive entry trigger; the multi-iteration aspect attempts to filter high-frequency noise while maintaining slope responsiveness.
• Ehlers Center of Gravity (CG) (exit) — Detects the loss of cyclic momentum to exit trades before a full trend reversal hits the trailing stop.
• Boxline (Dynamic Range Breakout) (risk) — Defines the physical boundaries for risk/stop-loss based on recent structural consolidation.
• Hull Moving Average (HMA) (confirmation) — Confirms the entry by ensuring short-term momentum (responsive HMA) aligns with the recursive MA.
• 200-Day Trend Background (Smoothed Volume Gradient) (volatility_filter) — Ensures trades are only taken when high-timeframe slope and volume-weighted volatility are in alignment.

Known failure conditions

• Prolonged low-volatility 'flat' price action where GAS price levels compress and Boxline ranges are too narrow to cover spread.
• Negative correlation between SMA200 slope and Alpha factor weighting in GAS Price levels.
• Execution on timeframes where HTF background strings ('240') are smaller than the chart timeframe.

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).