Logit-Fractal ATOM Expansion Strategy
Family: hybrid · Regime: trending · Complexity: high · Asset classes: Crypto (specifically ATOMUSDT) · Timeframes: 15m
Thesis
Market trends on ATOMUSDT are most exploitable when price expansion (Size Highs/Lows) follows a structural liquidity sweep (Fractal Model) and is validated by a logit-based momentum probability (ATOM Coefficient). The edge exists because major participants move price in large 'size' candles after clearing retail stops (Fractals), creating a high-probability window for trend continuation.
Components
- Size Highs and Lows 2 (regime) — Identifies if the current market expansion is driven by high-conviction large candles (delta of max bull vs max bear size) rather than low-volume grinding.
- Chandelier Exit (direction) — Provides the primary trend filter; entries are only permitted in the direction of the volatility-based trailing stop.
- UTBot Alerts (entry) — Acts as the tactical trigger, providing timely signals when price crosses the internal ATR-trailing threshold.
- ZigZag Color (Classic) (exit) — Identifies major structural reversals; a color change suggests the current swing is exhausted, serving as a trailing exit.
- ATOM Coefficient Indicator (logit) (risk) — Provides a probabilistic final filter and hard SL/TP levels based on a pre-trained logistic regression model.
- Open Source Fractal Model (confirmation) — Confirms the entry by ensuring a Market Structure Shift (MSS) or Change in Sub-structure (CISD) has occurred within the regime.
- Boxline (Range Breakout) (volatility_filter) — Filters out entries within consolidation; signals are only valid if a Boxline 'reset' (breakout) occurred within the last N bars.
Known failure conditions
- If the ATOM Coefficient score consistently hovers between 0.45 and 0.55 for more than 50 bars (model indecision).
- If the Size Highs and Lows 2 'maxDelta' stays near zero, indicating a low-liquidity or balanced 'doji' market regime.
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