Kijun-VA Session Momentum Flux

Family: trend_following · Regime: trending · Complexity: medium · Asset classes: FX Majors, Equity Indices (SPX500, DAX) · Timeframes: M15, H1

Thesis

Trend continuation is most reliable when momentum (MACD) is confirmed by increasing volume-weighted pressure (VA) during periods of above-average market activity (AV). By filtering entries that occur near fixed-point exhaustion levels (Kijun Envelope) and using session extremes for risk, we isolate moves that have structural support and sufficient 'fuel' to reach the next exhaustion point.

Components

• Kijun Sen Envelope (regime) — Acts as the primary trend filter (price relative to Kijun) and an exhaustion filter (envelope bands) to prevent entering at the end of a move.
• Volume Accumulation (VA) (direction) — Validates the MACD entry by ensuring price momentum is supported by volume-weighted pressure relative to the bar's midpoint.
• Connect MACD (Azullian) (entry) — Provides the primary execution trigger when momentum shifts in the direction of the macro trend.
• CCI / Connectable [Azullian] (exit) — Identifies momentum exhaustion to trigger exits before a full trend reversal occurs.
• Session Range (High/Low/Mid) (risk) — Defines the structural boundaries for risk placement and position sizing based on intraday volatility.
• Average Volume (AV) (volatility_filter) — Filters out low-liquidity periods where MACD signals are prone to whipsaws.

Known failure conditions

• Volume Accumulation (VA) stays flat or oscillates wildly during high-volatility events, indicating lack of consensus.
• Price remains pinned between the Kijun Sen and its Envelope bands for extended periods (low volatility squeeze).
• Broker tick volume does not correlate with actual market participation (common in some CFD environments).

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