Structural Cycle & Volume Confirmator

Family: hybrid · Regime: trending · Complexity: high · Asset classes: Equities, Forex, Commodities · Timeframes: H1, H4, D1

Thesis

Markets exhibit a 'structural drift' based on the frequency of bullish vs bearish closes over time. By combining this macro-bias with a second-order BandPass filter (SAK) to isolate cyclical swings and confirming these moves with volume-weighted indicators (MFI/VPCI), we can identify high-probability entries where trend and volume alignment coincide with cyclical peaks. The edge exists because price-only indicators ignore the cumulative frequency of candle types and the frequency-domain properties of price action.

Components

Known failure conditions

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