Matrix-Filtered Fractal Momentum (MFFM)

Family: breakout · Regime: trending · Complexity: high · Asset classes: FX, Equities, Crypto · Timeframes: H1, H4

Thesis

Market structure breakouts (Mn Fractals) are most reliable when accompanied by positive momentum (Average Force/MACD) and low market 'complexity' (Matrix Shape). By filtering for low transaction costs (Spread), we enter only when liquidity supports a high-probability extension, using QQE to exit before momentum fully reverts.

Components

• Matrix shape while read (regime) — Used as a complexity filter; a high sum of reshaped dimensions suggests excessive market churn or high-frequency volatility that violates the 'clean trend' assumption.
• Mn Fractal Store (direction) — Identifies structural 'breakout' levels. The strategy only trades in the direction of the most recently breached fractal peak or trough.
• Average Force (entry) — Acts as the trigger. The 0-line cross ensures the price is gaining velocity relative to its recent range before entering.
• QQE (Qualitative Quantitative Estimation) (exit) — The trailing volatility band provides a dynamic exit that tightens during high-volatility extensions and exits on momentum exhaustion.
• Spread Display and Alert (risk) — Mandatory cost filter. Prevents execution during news events or low-liquidity periods where the spread exceeds a fixed threshold.
• MACD Classic (3-Line) (confirmation) — Provides a secondary momentum confirmation to filter out weak 'Average Force' crosses that lack broader trend support.

Known failure conditions

• Prolonged low-volatility 'drift' where Average Force oscillates around zero without hitting QQE exit bands.
• Market environments where 'Matrix Shape' complexity remains constant despite price trending (filter failure).

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