Crypto Sweep Signals with Regime Filters and Martingale Positioning

Summary

This crypto strategy combines swing failure patterns with confirmation from volume, stablecoin dominance, and aggregated open interest. A long setup follows a break below a prior swing low and close back above it; shorts use the reverse pattern. The sweep remains eligible for a limited number of bars while volume anomaly or candle absorption and macro or open-interest conditions provide confirmation. A regime overlay estimates trend or chop using a Hurst-like measure, ADX, directional indicators, RSI, price relative to an EMA, and lower-timeframe signed volume. Regime changes pass through a one-bar neutral transition.

The strategy section describes martingale sizing and dynamic exits, and the code sets leverage and a cap on allocated margin. However, the supplied excerpt omits much of the sizing and exit implementation, so the full trade management rules cannot be assessed here. The regime calculation is labeled as an approximation rather than a formal hidden Markov model, and the document presents no backtest results. Its exchange data, proxy signals, leveraged assumptions, and martingale approach all constrain how confidently its displayed signals can be interpreted.

Key ideas

• Long and short triggers begin with reversals through recent swing levels.
• Volume behavior, stablecoin dominance, and aggregated open interest act as setup filters.
• A persistent regime state uses trend and price-action measures to classify market conditions.
• The script describes capped martingale allocation and dynamic exits, but their full logic is omitted.
• The regime model is an approximation, and the document supplies no evidence of strategy performance.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.