Jurik-Volumatic Adaptive Trend Follower

Family: trend_following · Regime: trending · Complexity: high · Asset classes: FX, Equities, Crypto · Timeframes: M15, H1

Thesis

The hypothesis is that institutional volume clusters (Volumatic S/R) act as magnets or floor/ceiling levels only when the broader market (MTF Heatmap) is aligned. By using Jurik-adaptive filters, we can distinguish between 'noise' levels and those that will lead to a trending breakout, using the McGinley Dynamic's non-linear lag to maximize capture of the resulting move.

Components

• Jurik Adaptive Envelope Bands (regime) — Filters for high-volatility expansion regimes to ensure the trade has sufficient momentum and isn't entering during a decaying range.
• MTF Heatmap Template (direction) — Ensures the trade is aligned with dominant market structure across medium and long-term timeframes.
• Volumatic Support/Resistance Levels [BigBeluga] (entry) — Provides the specific execution price by identifying where high-volume participants are actively defending structural levels.
• McGinley Dynamic (exit) — Acts as a 'smart' trailing exit that adjusts its lag based on market speed, preventing premature exits during parabolic moves.
• Chandelier Exit (Heiken Ashi) (risk) — Provides the hard stop-loss and initial trend reversal signal based on volatility-adjusted price action.

Known failure conditions

• McGinley Dynamic remains flat despite price movement (mathematical 'pinning').
• High frequency of Chandelier Exit signals within a narrow Jurik Envelope (whipsaw regime).
• Failure of MTF Heatmap to update across timeframes due to local history synchronization errors.

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).