GEX-Mode Structural Cycle Strategy

Family: hybrid · Regime: trending · Complexity: high · Asset classes: Equities (NQ, NDX, QQQ) · Timeframes: 5m, 15m

Thesis

Bullish institutional flows are concentrated near GEX 'Walls' and AVWAP levels in NQ. When the 'Mode' of recent session performance indicates a bullish regime, breakouts from specific price pivots (confirmed by Volume Force and QQE) represent high-probability expansion phases that can be harvested using cycle-based exits (DSP). The edge exists because Gamma levels force hedging activity from market makers, providing liquidity for trend continuation.

Components

Mode of String Array (Compatibility Test) (regime) — Used to determine the 'Regime' by calculating the most frequent session outcome (Bullish/Bearish/Neutral) over a rolling window of the last 3 sessions.
Qualitative Quantitative Estimation (QQE) (direction) — Provides the primary trend direction and momentum filter; price must be above the trailing level for longs.
Bullish Pivot Detector (entry) — Provides the specific entry trigger when a structural resistance is breached following a red-candle sequence.
Ehlers Detrended Synthetic Price (DSP) (exit) — Acts as the cycle-based exit; identifies when the short-term trend-free cycle has reached a peak.
GEX Levels + Breakout Structure + Session AVWAP — NQ/NDX/QQQ (risk) — Defines hard risk levels (GEX Walls) and dynamic support (AVWAP) for stop-loss placement and sizing.
Volume Force (VF) (confirmation) — Confirms that the breakout is supported by volume-weighted buying pressure.
ATLS: Session Atlas (volatility_filter) — Restricts trading to high-volatility session overlaps and provides performance data for the Regime component.

Known failure conditions

Failure of GEX data strings to update (stale levels).
Price remains pinned at Zero Gamma level for extended periods, causing DSP whipsaws.
Inability to convert session performance strings into a valid mode array.

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