Logit-Regime WatchTower Breakout

Family: breakout · Regime: trending · Complexity: high · Asset classes: Crypto (specifically ATOMUSDT), Equities (High Volume) · Timeframes: 15m

Thesis

Market breakouts are most sustainable when the underlying price action exhibits high risk-adjusted momentum (ROC/HV) and occurs with sufficient 'force' (TDFI) to overcome the noise of VWAP-anchored liquidity. By using a logistic regression model trained on ATOMUSDT market structure features, we can filter out false breakouts that lack the statistical probability of follow-through.

Components

• Annualized ROC / HV Ratios (regime) — Acts as the regime filter, ensuring we only trade when the risk-adjusted momentum is positive (bullish regime) or negative (bearish regime).
• MACD Classic (direction) — Confirms the medium-term price direction and momentum alignment.
• KandleKings™ WatchTower v1.0 (entry) — Triggers entries based on price/volume breakouts relative to VWAP and RSI thresholds.
• Q-Levels V2.2 (exit) — Provides structural profit-taking targets based on pre-defined gamma walls and resistance levels.
• ATOM Coefficient Indicator (logit) (risk) — Calculates risk parameters (SL/TP) and provides a final logistic probability filter for position validity.
• Trend Direction and Force Index (TDFI) (volatility_filter) — Filters out low-volatility 'dead zones' where the cubic force is insufficient to sustain a breakout.

Known failure conditions

• The logit model AUC drops below 0.50 in walk-forward testing.
• Manual Q-Levels are not updated for more than 48 hours, causing stale exit targets.
• Asset enters a prolonged sideways regime where ROC/HV oscillates around zero.

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