Matrix-Filtered Volume Vacuum (MVV)

Family: trend_following · Regime: trending · Complexity: medium · Asset classes: FX, Equities, Indices · Timeframes: H1

Thesis

Market 'Key Zones' represent areas of low historical volume (liquidity gaps). In a trending market (confirmed by HiLo), a retest of these zones creates a vacuum effect where price moves rapidly through the gap in the direction of the trend. This edge is only valid when the market is numerically stable (Matrix TR = 0) and free from the exogenous volatility of news events.

Components

• Matrix Predicate Property Tester (regime) — Acts as a 'numerical regime' filter; when the True Range of the matrix symmetry test is 0, the underlying data structure is considered stable enough for technical signals.
• HiLo Activator (Pandini Version) (direction) — Establishes the dominant trend bias; trades are only taken in the direction of the HiLo channel.
• Dynamic Supply and Demand Zones [AlgoAlpha] (entry) — Identifies 'liquidity gaps' or low-volume nodes. These 'Key Zones' act as entry triggers when price retraces into them within a trend.
• ATR Fib (exit) — Provides fixed volatility-adjusted targets based on the session open, capturing mean-extension moves.
• News Indicator NMNNFX (risk) — Used to scale position size and define risk windows; entries are prohibited during high-impact news spikes.
• Money Flow Index (MFI) (confirmation) — Filters entries by ensuring that volume-weighted momentum supports the reversal from a Supply/Demand zone.

Known failure conditions

• Price consistently ignores 'Key Zones' with high volume, indicating the volume profile resolution is insufficient.
• The Matrix Tester toggles True Range (TR > 0) continuously, resulting in zero trade frequency.
• Static ATR input in ATR Fib fails to adapt to 30-day volatility shifts.

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