WVF Volatility Signals with Trend Filters and ATR Stops

Summary

This system combines Williams Vix Fix (WVF) volatility spikes with a 200-period Hull moving average trend filter and RSI momentum conditions. Long entries require a WVF spike, RSI above 35, and price above the HMA. Shorts require a spike, RSI below 20 and its 21-period EMA, price below the HMA and 100-period EMA, a falling HMA, and a minimum gap between short signals. ATR-based hard stops and trailing exits use different thresholds for long and short trades. The description says the strategy targets a 30-minute chart, while the published backtest settings specify BTC/USDT on Binance from April 2024; no complete performance report is included.

The text reports win rates of 49.6% for longs and 30.0% for shorts, adding that average short-trade profit is higher without giving its amount. These figures are not enough to establish overall profitability. The author identifies trend lag, weak short-side win rate, parameter sensitivity, and sparse signals in quiet markets as limitations. The source excerpt also leaves the claimed profit-triggered trailing behavior unclear for the long side, so implementation details and results warrant independent review before use.

Key ideas

• WVF spikes trigger candidate trades, while HMA and RSI conditions filter their direction and momentum.
• Short entries use stricter filters and a spacing rule compared with long entries.
• ATR multiples set separate hard-stop and trailing-exit levels for long and short positions.
• The document reports lower short win rates than long win rates, but does not provide enough performance data to establish profitability.
• The strategy is described for a 30-minute timeframe, while the published test settings identify BTC/USDT data.

Tags

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