SGF Squeeze Confluence System

Family: breakout · Regime: trending · Complexity: medium · Asset classes: Equities, Forex, Indices · Timeframes: H1

Thesis

Price movement follows a cycle of volatility expansion and contraction. By identifying 'Squeezes' (low volatility) that resolve in the direction of multi-timeframe trend power and momentum, we can capture high-probability expansion phases. The use of a Savitzky-Golay filter removes micro-noise that often triggers false breakouts, while VWAP ensures we remain aligned with institutional volume until the move exhausts.

Components

• Multi Timeframe Moving Average Dashboard (regime) — Establishes the macro-regime confluence; trades are only taken when the majority of timeframes and MAs align to filter out counter-trend noise.
• Momentum Oscillator (direction) — Provides a high-frequency directional filter to ensure price is actually accelerating in the direction of the macro-trend.
• Bollinger Squeeze Advanced (entry) — The primary execution trigger, identifying the transition from low-volatility accumulation to high-volatility expansion.
• Daily Volume-Weighted Average Price (VWAP) (exit) — Acts as a dynamic intraday fair-value anchor; cross-unders (for longs) represent a loss of institutional volume support.
• Frankenstein Ultimate Pro - ATM Logic (risk) — Calculates volatility-adjusted stops using ATR and applies a fixed risk-to-reward ratio for trade consistency.
• Savitzky-Golay Filter (SGF) (volatility_filter) — Filters out micro-noise from the entry signal to ensure the breakout has sufficient polynomial smoothness to be considered a structural shift.

Known failure conditions

• VWAP remaining flat for >70% of the session (indicates low-volume ranging).
• MTF MA Dashboard flipping polarity >3 times in 10 bars (indicates trend breakdown).
• Squeeze release without Momentum Oscillator crossing the 100 level.

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