Map-Regime Jurik Adaptive Momentum

Family: trend_following · Regime: trending · Complexity: high · Asset classes: FX, Equities, Crypto · Timeframes: 1H, 4H, 1D

Thesis

Momentum signals (ROC) are high-noise but low-lag; by filtering them through a persistent market-regime state (Map) and a dynamic trend filter (EMA), we can isolate high-probability trend entries. The edge relies on the Jurik Adaptive Bands' ability to identify price exhaustion points more accurately than fixed-deviation channels (like Bollinger Bands) by using a dual-window volatility distribution.

Components

• Unsupported Map Template (regime) — Used as a persistent state-machine to store 'market regime' keys, preventing entry during volatile state transitions.
• EMA Dynamic Selector Test (direction) — Provides the primary trend filter; only momentum signals aligned with this EMA-based direction are valid.
• Rate of Change (ROC) (entry) — Provides the execution trigger via zero-line crosses, capturing short-term momentum bursts.
• Jurik Adaptive Envelope Bands (exit) — Acts as a volatility-elastic take-profit boundary that adapts to current price dispersion.
• Median Absolute Error (risk) — Determines the stop-loss distance and position size based on the recent 'error' or noise level of price relative to its mean.

Known failure conditions

• High-frequency 'sawtooth' price action where ROC crosses zero repeatedly without reaching Jurik bands.
• Sudden volatility spikes exceeding the 128-bar historical window of the Jurik distribution.
• Structural failure of the EMA selector logic in non-trending markets.

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