What each indicator measures, its weight in the family score, and when the regime invalidates it. Total raw weight: 100.
Trend (EMA stack)
weight 20
Trend · key: trend
Alignment of the EMA20 / EMA50 / EMA200 stack. A bullish stack (20 > 50 > 200) supports longs; a bearish stack supports shorts.
Reading: Higher weight when the stack is aligned with the intended direction.
Invalidation: Disabled in range regimes where the EMAs cross repeatedly.
Momentum (MACD histogram)
weight 15
Momentum · key: momentum
Direction and magnitude of the MACD histogram. Positive histogram favours longs, negative favours shorts.
Reading: Positive momentum adds to longs, negative to shorts.
Invalidation: Reduced weight in choppy regimes where momentum whipsaws.
Volume (volume ratio)
weight 15
Volume · key: volume
Current volume relative to its average. Confirms participation behind a move or breakout.
Reading: Ratio above 1.2 confirms the move; below indicates weak conviction.
Invalidation: Ignored in low-liquidity symbols.
Momentum · key: rsi
Relative Strength Index. Overbought / oversold extremes and momentum confirmation.
Reading: Above 50 favours longs, below 50 favours shorts; extremes signal exhaustion.
Invalidation: Entry gate rejects longs above 80 and shorts below 20.
Volatility · key: breakout
Volatility expansion and price breaking out of a range or consolidation.
Reading: Higher when volatility expands in the direction of the trade.
Invalidation: Disabled in quiet, low-volatility regimes.
Positioning · key: funding
Perpetual funding rate. Persistent extreme funding flags crowded positioning.
Reading: Extreme positive funding warns against longs; extreme negative warns against shorts.
Invalidation: Ignored when the funding provider is unavailable or out of range.
Open interest change
weight 10
Positioning · key: open_interest
Change in open interest, a proxy for new money entering or leaving the market.
Reading: Rising OI confirms the move; falling OI may signal unwinding.
Invalidation: Ignored when OI is unavailable.
Risk / reward (RR)
weight 10
Risk · key: risk_reward
Distance to targets versus distance to stop. Rewards setups with a high R:R.
Reading: Higher RR adds to the score; below 1.0 it does not.
Invalidation: Always on; a poor RR simply contributes 0.