LL: Momentum and Curl Master — Strategy by ycelestine77
By ycelestine77
Performance Metrics
- Author: ycelestine77
- Symbol: NASDAQ:META
- Timeframe: 15 minutes
- Win Rate: 57.0%
- Profit Factor: 1.276
Description
OverviewThe LL: Momentum and Curl Master is a high-performance, multi-asset algorithmic strategy designed to capture clean momentum expansion phases on intraday timeframes (optimized for the 15-minute chart). Rather than relying on standard lagging indicator crossovers that decay heavily during sideways market noise, this strategy combines a directional velocity smoothing engine ("Curl") with volume filters to ensure capital is only deployed when institutions are actively pushing the market.The 4-Layer Execution EngineThe Core Momentum & Curl TriggersThe heart of the strategy calculates short-term price velocity via a 20-period momentum oscillator while tracking the structural curvature (directional change) of a 50-period Simple Moving Average. A position is only considered when both momentum and the "curl" of the trend align perfectly in the same direction.The Volume Valve (Chop Filter)To eliminate random retail whipsaws during low-liquidity market phases, the strategy utilizes a volume filter. It calculates a 20-period SMA of volume and requires the breakout candle's volume to be at least 20% higher than average (volume > volAverage * 1.2) to trigger a valid trade.Macro Trend GuardrailThe strategy integrates a 200-period Exponential Moving Average (EMA) as a directional filter. When enabled, it dynamically locks out counter-trend trades—completely blocking short signals when the price is in a macro uptrend (above the 200 EMA) and blocking long signals when the price is in a macro markdown (below the 200 EMA).Asymmetric Risk ArchitectureRecognizing that market downside speed differs drastically from upside grinds, the strategy employs independent Average True Range (ATR) risk parameters:Long Positions: Protected by a wider 2.0 * ATR stop-loss to allow the trend room to breathe, paired with a 4.0 * ATR (1:2 Risk/Reward) hard take-profit limit.Short Positions: Put on a tighter 1.5 * ATR stop-loss stringency to protect against sudden short squeezes, paired with a 3.0 * ATR hard take-profit limit.Key Performance Characteristics & RobustnessUnlike highly over-fitted "curve-filled" systems that only function on a single stock, the underlying math behind the Momentum and Curl Master has been stress-tested to demonstrate a robust universal asset edge across highly diverse asset classes, achieving a consistent 50%+ Win Rate and 1.1+ Profit Factor globally across:Mega-Cap Technology & Growth: AAPL, MSFT, NVDA, AMD, DELL, TSLA, PLTR, and AMZN.Defensive & Alternative Macro Assets: UNH, LLY, and GLD (Gold).Automation-Ready InfrastructureThe strategy features an enterprise-grade visual dashboard displaying the real-time state of the macro trend guardrail directly on the chart. It also contains an integrated, unified alert() pipeline. When automated via webhooks, the code outputs standardized, machine-readable payloads for seamless routing directly to external execution engines:LL_MCM_ENTRY_LONG | Bot: [ID] | Price: [X] | SL: [Y]LL_MCM_ENTRY_SHORT | Bot: [ID] | Price: [X] | SL: [Y]LL_MCM_EXIT_LONG / LL_MCM_EXIT_SHORT