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Trading

Title

Trend-Surfer

SYSTEMATIC TRADINGMulti-scale, price-only trend-following system built around dynamical-frequency rates and trend lifecycle control.

Description

Multi-scale price-only trend follower that fuses two independent estimators to decide when to keep or release trend exposure, targeting mode expectancy plus positive-tail participation.

Assets

Bootstrapped eFX based

Holding Time

μ: 1hr | P(99): 11hrs

Autonomous-Edges

4

Developed Description

This algorithm is a trend-following system designed around a two-edge constraint: maintain positive expectancy in typical continuation regimes (mode) while preserving asymmetric participation in rare, large directional moves (positive tail). It uses two independent estimators with the same control objective-determine whether an emerging trend should be held or released-then fuses them with stability-oriented weighting to reduce perspective risk and mitigate regime sensitivity. Trend birth and decay are operationalized through slope-consistency tests and normalized significance measures computed on rolling windows, giving a reproducible definition of the trend lifecycle for training, calibration, and live decisions. The system emphasizes robustness: hardened entry conditions, opportunity bootstrapping to increase trade count without sacrificing quality, and lifecycle-aware control to limit alpha decay when the trend signal weakens or becomes noisy. The result is a multi-horizon exposure manager that adapts to changing dynamical frequencies while remaining price-only.