OPEN-SOURCE SCRIPT
FMCB – Ultimate Quant Strategy
A Proprietary Long-Term Alpha Model for Institutional-Grade Index Exposure
Overview
FMCB (Fractal Momentum Compression Breakout) is a high-performance, long-term trading strategy exclusively optimized for SPX500 and E-mini S&P 500 Futures (ES). It is designed to capture large directional moves by identifying the precise moment when fractal compression, volume exhaustion, and momentum inflection converge—often ahead of major institutional moves.
This strategy was born out of a personal frustration with unreliable retail signals and short-term noise. After years of development and live market testing, FMCB has demonstrated high win consistency and asymmetric reward-to-risk performance in trending environments.
Core Philosophy
At its heart, FMCB is a volatility-sensing, breakout-driven strategy that leverages a multi-layered system of:
RSI Momentum Thresholds
Dynamic Fractal Compression Windows
Volume Spike Confirmation
Breakout Range Expansion Filters
ATR-based Risk Positioning
These signals are not used in isolation. Instead, they are fused into a cohesive decision framework that only triggers trades when multiple market forces align—minimizing whipsaws and false positives.
Why SPX500 and ES Futures Only?
FMCB is deeply calibrated for the microstructure and volatility rhythm of US large-cap index futures. The SPX500 and ES markets demonstrate predictable breakout behavior and institutional footprint patterns, making them ideal for this strategy. It is not recommended for FX, crypto, or commodities, where the volatility curves and liquidity cycles differ substantially.
Key Components
1. RSI Momentum Filter
RSI Length: 12
Buy zone: Above 65
Sell zone: Below 35
Used to gauge exhaustion in directional bias
2. Breakout Window
Customizable from 10 to 50 bars
Measures high-low range compression before a move
Only enters trades when the current range is narrower than X% of prior N bars
3. Volume Spike Multiplier
Filters breakout traps by requiring volume to exceed average by a factor of 2.0
Helps detect real participation behind price
4. ATR-Based Stop Sizing
Risk is dynamically sized as a function of ATR
Ensures risk remains sustainable and adapts to market volatility
5. Equity Allocation Engine
Built-in dynamic position sizing to adjust exposure based on equity curve slope
Designed for compounding long-term results without over-leverage
How to Use
Apply only on SPX500 or ES Futures charts on 1H, 4H, or Daily timeframes.
Load default settings before tweaking for optimization.
Use a minimum account capital of $10,000 USD, with 1–2% max equity risk per trade.
Allow a large dataset (100+ trades) for statistically meaningful results.
View trades in strategy tester with realistic slippage (1 tick) and $2.50 per-contract commission (ES).
Backtesting Notes
Commission: $2.50 per contract
Slippage: 1
Initial Capital: $10,000
Default Position Size: 100% of allocated capital (position scaling is adaptive)
This strategy does not overtrade. It enters when conviction is high, typically a few times per month per instrument. Its edge is not frequency—it is precision.
What Makes FMCB Original
FMCB does not rely on generic crossovers, MA triggers, or candle patterns. It uses a multi-layered, signal fusion model that compresses multiple dimensions (price, volume, volatility, and momentum) into a single trigger point. This makes it especially suitable for institutional swing systems, hedge fund models, and long-term prop firm accounts.
Unlike many scripts on TradingView, FMCB was not built for quick thrills or backtest fantasies—it was designed to deploy capital in real markets and generate reliable returns with controlled risk.
Disclaimer
This strategy is provided for educational and informational purposes only. Historical performance does not guarantee future returns. Always use proper risk management.
Final Thoughts
The markets don’t reward noise. They reward conviction backed by logic, discipline, and timing. FMCB was developed with this truth in mind.
If you're serious about mastering the SPX500 or ES and want a quant-tested, low-noise, high-conviction breakout strategy, FMCB might just be the edge you're looking for.
Let the world know: FMCB is live.
Overview
FMCB (Fractal Momentum Compression Breakout) is a high-performance, long-term trading strategy exclusively optimized for SPX500 and E-mini S&P 500 Futures (ES). It is designed to capture large directional moves by identifying the precise moment when fractal compression, volume exhaustion, and momentum inflection converge—often ahead of major institutional moves.
This strategy was born out of a personal frustration with unreliable retail signals and short-term noise. After years of development and live market testing, FMCB has demonstrated high win consistency and asymmetric reward-to-risk performance in trending environments.
Core Philosophy
At its heart, FMCB is a volatility-sensing, breakout-driven strategy that leverages a multi-layered system of:
RSI Momentum Thresholds
Dynamic Fractal Compression Windows
Volume Spike Confirmation
Breakout Range Expansion Filters
ATR-based Risk Positioning
These signals are not used in isolation. Instead, they are fused into a cohesive decision framework that only triggers trades when multiple market forces align—minimizing whipsaws and false positives.
Why SPX500 and ES Futures Only?
FMCB is deeply calibrated for the microstructure and volatility rhythm of US large-cap index futures. The SPX500 and ES markets demonstrate predictable breakout behavior and institutional footprint patterns, making them ideal for this strategy. It is not recommended for FX, crypto, or commodities, where the volatility curves and liquidity cycles differ substantially.
Key Components
1. RSI Momentum Filter
RSI Length: 12
Buy zone: Above 65
Sell zone: Below 35
Used to gauge exhaustion in directional bias
2. Breakout Window
Customizable from 10 to 50 bars
Measures high-low range compression before a move
Only enters trades when the current range is narrower than X% of prior N bars
3. Volume Spike Multiplier
Filters breakout traps by requiring volume to exceed average by a factor of 2.0
Helps detect real participation behind price
4. ATR-Based Stop Sizing
Risk is dynamically sized as a function of ATR
Ensures risk remains sustainable and adapts to market volatility
5. Equity Allocation Engine
Built-in dynamic position sizing to adjust exposure based on equity curve slope
Designed for compounding long-term results without over-leverage
How to Use
Apply only on SPX500 or ES Futures charts on 1H, 4H, or Daily timeframes.
Load default settings before tweaking for optimization.
Use a minimum account capital of $10,000 USD, with 1–2% max equity risk per trade.
Allow a large dataset (100+ trades) for statistically meaningful results.
View trades in strategy tester with realistic slippage (1 tick) and $2.50 per-contract commission (ES).
Backtesting Notes
Commission: $2.50 per contract
Slippage: 1
Initial Capital: $10,000
Default Position Size: 100% of allocated capital (position scaling is adaptive)
This strategy does not overtrade. It enters when conviction is high, typically a few times per month per instrument. Its edge is not frequency—it is precision.
What Makes FMCB Original
FMCB does not rely on generic crossovers, MA triggers, or candle patterns. It uses a multi-layered, signal fusion model that compresses multiple dimensions (price, volume, volatility, and momentum) into a single trigger point. This makes it especially suitable for institutional swing systems, hedge fund models, and long-term prop firm accounts.
Unlike many scripts on TradingView, FMCB was not built for quick thrills or backtest fantasies—it was designed to deploy capital in real markets and generate reliable returns with controlled risk.
Disclaimer
This strategy is provided for educational and informational purposes only. Historical performance does not guarantee future returns. Always use proper risk management.
Final Thoughts
The markets don’t reward noise. They reward conviction backed by logic, discipline, and timing. FMCB was developed with this truth in mind.
If you're serious about mastering the SPX500 or ES and want a quant-tested, low-noise, high-conviction breakout strategy, FMCB might just be the edge you're looking for.
Let the world know: FMCB is live.
Skrip sumber terbuka
Dalam semangat sebenar TradingView, pencipta skrip ini telah menjadikannya sumber terbuka supaya pedagang dapat menilai dan mengesahkan kefungsiannya. Terima kasih kepada penulis! Walaupun anda boleh menggunakannya secara percuma, ingat bahawa menerbitkan semula kod ini adalah tertakluk kepada Peraturan Dalaman kami.
Penafian
Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.
Skrip sumber terbuka
Dalam semangat sebenar TradingView, pencipta skrip ini telah menjadikannya sumber terbuka supaya pedagang dapat menilai dan mengesahkan kefungsiannya. Terima kasih kepada penulis! Walaupun anda boleh menggunakannya secara percuma, ingat bahawa menerbitkan semula kod ini adalah tertakluk kepada Peraturan Dalaman kami.
Penafian
Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.