Quantitative Divergence Framework Institutional Spec

Signal Classification, Algorithmic Filtering & Risk Architecture

Target Risk-Reward

1 : 2.5 +

Minimum 1:1.5 T1 Partial

Filtering Expectancy Gain

+142%

vs Unfiltered Raw Divergence

Indicators Evaluated

10 Core

RSI, RVI, MACD, MFI & More

Regime Circuit Breaker

ADX > 30

Disables Counter-Trend Reversals

01 Core Mechanics & Signal Classification

Regular Bullish Macro Reversal

Downward price displacement persists due to trailing sell stops, but momentum rate-of-change decelerates.

Regular Bearish Macro Reversal

Price reaches new structural highs, but kinetic buying volume decelerates. Supply absorbs buying force.

Hidden Bullish Continuation

Counter-trend pullback exhausts short-term momentum completely without damaging structural price support.

Hidden Bearish Continuation

Counter-trend rally consumes substantial momentum pushing oscillator up, but fails to break structural resistance.

Visual Trajectory Inspector

Pivot Identification Math

Quantitative systems utilize an N-bar pivot mechanism to eliminate chart bias:

Pivot High: High[t] > max(High[t-N]…High[t+N])
Pivot Low: Low[t] < min(Low[t-N]…Low[t+N])

Indicator Performance Radar

Interactive Sizing Calculator

Risk ($):$1,000.00
Stop Price:$143.00
Units:142 Units

Strategy Backtest Equity Growth

MTF Confluence vs Win Rate

Volume Delta & Momentum Decoupling Plot

Quantitative Divergence Trading Framework

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