GHOST-KOLA Momentum Expansion Strategy

Family: breakout · Regime: trending · Complexity: high · Asset classes: Equities, Forex, Commodities · Timeframes: M15, H1

Thesis

Market expansion phases are most sustainable when supported by aggressive order flow (proxied by CVD and Sentiment) and directional momentum (CCI). By filtering for a minimum volatility threshold (PAM) and entering on structural breaks (GOM), we can isolate high-probability breakouts while exiting at volatility extremes (Bollinger Bands). This edge exists due to the behavioral tendency of price to over-extend once a consensus among aggressive participants is reached.

Components

• GHOST — OrderFlow Intelligence (regime) — Serves as the primary regime filter to ensure trades are only taken when cumulative volume delta (CVD) and buying/selling sentiment align with the directional bias, confirming participant aggression.
• CCI Arrows (direction) — Provides the core momentum direction. The zero-line cross acts as a classic momentum oscillator filter to prevent trading against short-term price velocity.
• GOM KOLA SIDO — Full Integration (entry) — Acts as the execution trigger. The Supertrend component (st_dir) within this suite provides a structural breakout signal that confirms the higher-level regime and momentum.
• Bollinger Bands (Standard) (exit) — Used as a mean-reversion exit. Touching the opposite band signals that the initial expansion phase has likely reached a volatility extreme.
• ATR Heiken Ashi (risk) — Provides a smoothed volatility measure for stop-loss placement, accounting for Heiken Ashi's noise reduction to avoid premature exits during minor retracements.
• PAM (Price Action Master) - Volatility Filter Version (volatility_filter) — Ensures the strategy only executes when the market is sufficiently active (ATR > 2.23), filtering out the sideways chop typical of low-volatility environments.

Known failure conditions

• Extended periods where price trades between Bollinger Bands without touching outer boundaries (low volatility trap).
• Failure of CVD proxies to correlate with price movement (e.g., price rises on negative CVD), indicating the candle-geometry-based proxy is failing.
• Static PAM threshold (2.23) becomes obsolete due to a structural change in asset volatility (e.g., a currency pair moving from 50 pip daily range to 200).

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