Macro-Filtered Structural Cycle Hybrid

Family: hybrid · Regime: trending · Complexity: high · Asset classes: FX, Equities, Indices · Timeframes: H1, H4

Thesis

Market structure shifts (CHoCH/BOS) represent institutional repositioning, but they are prone to failure in two scenarios: 1) Systemic liquidity shocks (high macro risk) and 2) Low-volatility noise (low VHF). By combining a Macro Risk Dashboard to filter systemic stress with a Vertical Horizontal Filter to ensure trend presence, we isolate structural signals that have the highest probability of follow-through. Fisher cycles and Average Force serve as momentum 'gates' to ensure the structural shift is not an isolated outlier but part of a coordinated momentum move.

Components

• Macro Risk Dashboard v8.2 (regime) — Filters out high-stress environments where technical patterns fail due to liquidity shocks or systemic risk.
• Fisher-based Scalping Indicator (direction) — Ensures the trade is aligned with the broader cyclical momentum phase.
• TradeEase (entry) — Provides the specific market structure trigger (CHoCH or BOS) to initiate the position.
• Pivot Point S&R with GMT Correction (exit) — Provides objective, volatility-derived horizontal targets (R1-R3/S1-S3).
• ATR SL Finder (risk) — Dynamically adjusts stop-loss distance based on current market volatility to prevent premature stop-outs.
• Average Force (confirmation) — Confirms momentum by requiring price to be in the upper/lower half of its recent range.
• Vertical Horizontal Filter (VHF) (volatility_filter) — Ensures the market is sufficiently trending to support a structural breakout; filters out 'chop'.

Known failure conditions

• Macro Risk Dashboard composite stays above 80 for extended periods (systemic regime shift).
• Price consistently reaches ATR stop-loss before hitting S1/R1 targets, indicating the ATR multiplier is too tight for current noise levels.
• Market enters a 'death chop' where VHF remains below 0.25 but TradeEase generates frequent BOS signals.

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