Pitchfork-Gamma Structural Hybrid

Family: hybrid · Regime: trending · Complexity: medium · Asset classes: Equities, Indices, Crypto · Timeframes: 15m, 1H, 4H

Thesis

Institutional price levels (Q-Levels) represent high-conviction liquidity zones that act as high-probability reversal points when they coincide with the geometric boundaries of an Andrews Pitchfork. The edge is derived from identifying when momentum shifts (CCI/Mean Error) occur exactly at these structural intersections during periods of sufficient market participation (RVOL).

Components

• Auto Pitchfork (regime) — Defines the structural boundaries of the trend. Only trades in the direction of the median line or towards it from extremes.
• Commodity Channel Index (CCI) (direction) — Used to identify momentum recovery from oversold/overbought levels within the pitchfork channel.
• Q-Levels V2.2 (entry) — Identifies static horizontal liquidity pools (gamma walls/support) that act as the specific price trigger for entries.
• Momentum Oscillator (exit) — Exits the trade when the rate of change falls back below or above the 100-baseline, signaling the move is exhausted.
• RVOL (Relative Volume) (risk) — Scales position size based on activity intensity and determines stop-loss elasticity.
• Mean Error (ME) (confirmation) — Confirms the trade by ensuring the current bias (actual vs predicted error) aligns with the entry direction.
• PAM (Price Action Master) - Volatility Filter Version (volatility_filter) — Ensures the market is sufficiently active by only allowing trades when ATR is above the specified threshold.

Known failure conditions

• Price remains pinned to a Q-Level during a low-volatility period (theta burn).
• Pitchfork median line frequently shifts due to high-frequency fractal pivot updates.
• RVOL remains below 1.0 during the entire duration of a trend, suggesting lack of institutional participation.

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