Logit-RSX Contraction Breakout Strategy
Family: breakout · Regime: trending · Complexity: high · Asset classes: Crypto (ATOMUSDT) · Timeframes: 15m
Thesis
This strategy hypothesizes that ATOMUSDT exhibits directional persistence following H1 volatility contraction (Inside Bars) when a logistic regression model predicts a high probability of trend continuation. By combining the ML-based logit score with the noise-filtered momentum of the RSX and Heikin-Ashi candles, we filter out false breakouts and enter only during high-velocity momentum pulses. The edge lies in the intersection of statistical prediction and multi-timeframe structure.
Components
- EA Conditions Display Template (regime) — Aggregates disparate signals (Logit, HA, Momentum) into a single logical buffer to ensure all conditions are met before entry.
- Momentum Oscillator (direction) — Acts as a primary directional filter, ensuring price velocity is aligned with the logit prediction.
- Relative Strength Quality Index (RSX) (entry) — The smoothed RSX provides the final trigger for entry, filtering out the noise inherent in raw RSI or Momentum oscillators.
- ATR SL Finder (exit) — Provides the primary dynamic exit levels based on realized volatility to capture trend extension.
- ATOM Coefficient Indicator (logit) (risk) — Provides the statistical core of the strategy; calculates the probability of direction based on trained market structure features.
- Heikin-Ashi Candles (confirmation) — Filters price action noise; requires trend color alignment to confirm the momentum pulse.
- Inside Bars (RSF Framework) (volatility_filter) — Identifies periods of volatility contraction on higher timeframes; breakout from these levels triggers the trade.
Known failure conditions
- Strategy AUC drops below 0.50 on new market data.
- Prolonged periods of high funding rates on ATOMUSDT exceeding the average daily capture.
- Breakdown of the correlation between RSX smoothing and logit probability shifts.
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).