Lorentzian-Step Manifold Breakout

Family: hybrid · Regime: trending · Complexity: high · Asset classes: FX, Indices, Crypto · Timeframes: 15m, 1h, 4h

Thesis

Market regimes exhibit 'manifold consistency' where specific momentum and volatility clusters repeat. By combining Lorentzian classification (to identify these clusters) with a Constant Range Channel (to identify structural breakouts), we can filter for high-probability trend continuations that have sufficient order-flow support (FVGs) and are not overextended relative to their VWAP balance.

Components

• Constant Range Channel (regime) — Establishes the structural 'step' of the market; price must be trending outside of a fixed range to permit trades.
• Lorentzian Classification (direction) — Uses manifold learning to identify if current multi-indicator clusters match historically profitable bullish or bearish outcomes.
• DEMA 200 & ADX Combined HUD (entry) — Acts as the execution trigger by requiring price to be above/below a fast-reacting DEMA while ADX confirms trend intensity.
• ATR Stop Loss Finder (exit) — Provides a volatility-adjusted exit point that expands or contracts based on recent price range.
• TimeBlocks (Multifunctional Period Separator) (risk) — Sets the daily/hourly range boundaries to prevent trading into overextended ranges and manages risk via VWAP balance.
• OrderBlock FVG Detector (confirmation) — Confirms entries by ensuring they occur near liquidity gaps or supply/demand zones, reducing low-probability 'chase' trades.
• SMA3x5+BB - pjdhiro (volatility_filter) — Acts as a volatility filter; price must be outside the Bollinger Basis to avoid 'churn' in tight consolidation.

Known failure conditions

• Price remains within the Constant Range Channel for >70% of a 24-hour period.
• ADX remains below 20 despite Lorentzian Direction signals.
• OrderBlock/FVG zones are consistently violated by price spikes without reversal.

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