ALTERNATIVE STRATEGY ยท E002

BulgeShift

Mass Index Expansion Gate + Balance of Power Zero Cross

Core Idea

BulgeShift watches for the classic "range balloons, then deflates" fingerprint that often precedes a directional shift. A Mass Index gauge tracks how puffed-up each candle's high-low range has become relative to its own trailing 100-bar history; when that reading ranks in the top 40% (≥60th percentile), the "expansion zone" is open. Inside that window, a smoothed Balance of Power (BOP) line โ€” which measures whether bulls or bears closed each candle more forcefully โ€” is watched for a cross of its own zero line. That cross, confirmed by a minimum volatility gate, is the trade trigger.

No RSINo Bollinger BandsNo MACD

Signal Rules

BulgeShift signal rules diagram

Long Side

  1. Expansion Gauge reads in the top 40% of its own 100-bar history
  2. Power Line (BOP, smoothed) crosses ABOVE its own zero line
  3. Market Motion (ATR) is at or above 50% of its average

Short Side

  1. Expansion Gauge reads in the top 40% of its own 100-bar history
  2. Power Line (BOP, smoothed) crosses BELOW its own zero line
  3. Market Motion (ATR) is at or above 50% of its average

Execution Flow

BulgeShift execution flow diagram

Risk & Parameters

1.5x ATR
Stop Loss
2.5x ATR
Take Profit
1%/trade
Risk
10
Max Trades/Day
ParameterDefault
Mass Index EMA period / sum period9 / 25
Expansion lookback / percentile threshold100 bars / ≥60%
BOP smoothing periodEMA 9
ATR period / baseline average / min ratio14 / 50 / 0.5
TimeframeH1 (M30–H4 workable)
Best-fit instrumentsCrypto majors, indices, US/HK large caps
Simulated frequency~2.2 signals/day on synthetic H1 data

Disclaimer

This page documents a rules-based framework for study and discussion. It is not investment advice and does not guarantee any result. Backtest thoroughly and size positions conservatively before using any automated strategy on a live account.