Hull-Force Velocity Expansion Strategy

Family: hybrid · Regime: trending · Complexity: medium · Asset classes: FX Major Pairs, Equity Indices (CFDs), Liquid Commodities · Timeframes: H1, H4, D1

Thesis

The market exhibits 'momentum inertia' where a high-velocity move (ROC) following a low-lag trend shift (HMA) indicates institutional participation. By ensuring price is also in a dominant range position (AF), we filter for high-probability expansions, exiting only when volatility thresholds (SuperTrend) are breached.

Components

• Hull Moving Average (HMA) (regime) — Defines the short-to-medium term structural regime; its high sensitivity identifies the 'path of least resistance' for the HMA-defined trend.
• Average Force (direction) — Acts as a momentum filter to ensure price is positioned favorably within its recent high-low range, confirming the direction of the regime.
• Rate of Change (ROC) (entry) — Captures the immediate burst of price velocity required to confirm an entry into a trend-following expansion.
• SuperTrend (exit) — Provides a trailing volatility-based stop to capture maximum trend extension while exiting on clear state reversals.
• ATR SL Finder (risk) — Provides a volatility-adjusted initial stop loss offset from the entry candle to account for noise.

Known failure conditions

• HMA slope frequently flips signals within the duration of a single ROC period (period 12).
• Average Force stays at extreme levels (+0.4 or -0.4) while price moves inversely, indicating exhaustion ignored by the oscillator.
• Realized transaction costs (spread/slippage) exceed 30% of the ATR-based stop loss distance.

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