Sigmoid Intensity Trend Tracker (SITT)

Family: trend_following · Regime: trending · Complexity: medium · Asset classes: FX, Equities, Crypto · Timeframes: H1, H4, D1

Thesis

Market trends are not linear; they follow a 'logistic' path of acceleration and exhaustion. By mapping price into a sigmoid-normalized range and confirming trend intensity (TII) only when price clears volatility-smoothed candles (MA-Candlesticks), we can isolate high-probability momentum bursts while using QQE to refine entry timing. The edge exists by identifying the 'meat' of the trend where directionality overcomes mean-reverting noise.

Components

• Logistic Function (SIGMOID) (regime) — Provides a normalized 0-1 scale to determine if the price is in a bullish ( > 0.5) or bearish ( < 0.5) state relative to its long-term midpoint.
• Trend Intensity Index (TII) (direction) — Validates that the price deviation from the 60-period MA (2n) is sufficiently one-sided to confirm trend strength.
• Qualitative Quantitative Estimation (QQE) with Alerts (entry) — Uses the smoothed RSI trailing stop logic to pinpoint precise entry timing within the established trend.
• CCI / Connectable [Azullian] (exit) — Identifies mean-reversion exhaustion points or momentum reversals to trigger exits before the trend fully collapses.
• Average True Range (NNFX Version) (risk) — Provides a volatility-adjusted stop-loss and position sizing unit to normalize risk across different market conditions.
• MA-Candlesticks (volatility_filter) — Acts as a volatility hurdle; entry only occurs when price clears the smoothed High/Low range, ensuring momentum is breaking through local noise.

Known failure conditions

• Consolidation periods where the price oscillates within the MA-Candlestick High/Low range for more than 20 bars.
• Sigmoid values hovering near 0.5 for extended periods, indicating a lack of directional bias.
• TII remaining between 45 and 55, signifying balanced price deviations.

Explore the full interactive blueprint with parameter ranges and evidence on WOBR StrategyVerse, or generate this strategy as an MT4/MT5 Expert Advisor with QuantMogul AI Engine (free download).