NVI-ATM Institutional Flow Hybrid
Family: hybrid · Regime: trending · Complexity: medium · Asset classes: Equities, Indices · Timeframes: H1
Thesis
Institutional accumulation is most visible during low-volume 'quiet' periods (NVI). By identifying when the smart-money regime aligns with positive money flow (CMF) and a volatility-backed trend breakout (Frankenstein ATM), we can capture high-probability trend continuations. The 'Probable High Low' acts as a reality check, ensuring entries only occur within a historically significant 'Fair Value' range for the asset (e.g., US30).
Components
- Negative Volume Index (NVI) / Positive Volume Index (PVI) (regime) — Filters for the 'Smart Money' regime; the hypothesis is that price action on declining volume bars reveals institutional accumulation/distribution rather than retail noise.
- Chaikin Money Flow (NNFX Version) (direction) — Confirms that price strength is supported by volume distribution (buying/selling pressure) within the candle range.
- Frankenstein Ultimate Pro - ATM Logic (entry) — Combines high-speed TEMA for timing with LSMA for trend, requiring a volatility expansion (ATR multiplier) to trigger entry.
- Chandelier Exit (exit) — Provides a volatility-adjusted trailing stop to capture trends while protecting against parabolic reversals.
- Daily High Low MTF (risk) — Uses previous day high/low as structural support/resistance levels for initial stop-loss placement and risk definition.
- Probable High Low (volatility_filter) — Acts as a 'Global Zone' filter; trades are only permitted within this hardcoded range, assuming a specific historical price context for the chosen asset.
Known failure conditions
- The asset enters a multi-year price discovery phase outside the hardcoded Probable High Low range.
- Low volume periods (NVI focus) become dominated by HFT noise rather than institutional trend-positioning.
- Trailing stop (Chandelier) is consistently hit before the first R:R milestone of 1.5 is met due to widening ATR.
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