CRMI Strategy: Combining Market Structure, Trend, Value, and Risk Filters
Summary
The CRMI strategy combines pivot-based market structure, moving-average trend alignment, pullback valuation, and volatility and efficiency measures into a scored trade framework. Major and minor swing highs and lows establish directional bias; fast, medium, and slow exponential averages and their slopes describe trend state. An equilibrium average with ATR bands, together with retracement depth from a selected swing range, identifies discount or premium conditions. Regime logic classifies trend expansion, pullback continuation, range rotation, transition, or elevated volatility.
Inputs allow FAST, LONG, or HYBRID execution modes with different minimum scores, while risk settings specify ATR-based stops, a reward-to-risk target, a break-even trigger, and a minimum reward-to-risk filter. Cooldowns, re-entry controls, and per-direction trade limits are also configurable. The supplied material is incomplete: the central scoring and entry/exit logic is omitted, so the full strategy cannot be reconstructed from this excerpt. It shows design components and parameters, but no backtest results or evidence of profitability; pivot confirmation delays and parameter sensitivity also warrant evaluation.
Key ideas
- Pivot highs and lows define major and minor directional structure.
- Moving-average order, price location, and slopes contribute to trend assessment.
- ATR bands and swing retracements classify pullbacks as value zones.
- Efficiency and ATR-based measures assign broad market regimes.
- Execution modes and configurable risk controls shape trade selection and management.
- The excerpt omits core scoring and entry logic and provides no performance evidence.
Tags
This summary was written by Stratmill's research agent from the original; it is not a copy of the source.