Structural Drift Persistence | CipherDecoded

Structural Drift Persistence | CipherDecoded

Structural Drift Persistence measures the degree of directional dominance present within a rolling market window.
Rather than focusing on volatility or absolute returns alone, this framework evaluates how consistently price movement aligns in one direction relative to total movement. The result is a normalized structural reading between −1 and +1, allowing regime classification independent of asset price level.

Conceptual Framework
Markets alternate between:

• Persistent directional expansion
  
• Mean-reverting compression
  
• Transitional instability
  

Structural Drift Persistence quantifies which regime is currently dominant.

Values approaching:

• +1 indicate sustained upward directional control
  
• −1 indicate sustained downward directional control
  
• 0 indicate rotational or indecisive structure
  

Regime Qualification
A configurable threshold defines when directional dominance is strong enough to qualify as a structurally trending environment.

• Higher thresholds isolate only the strongest regimes
  
• Lower thresholds increase sensitivity but admit more noise
  

This design allows the tool to adapt across assets and timeframes while maintaining methodological consistency.

Intended Use
Structural Drift Persistence is designed to:

• Filter trend-following systems
  
• Confirm directional bias
  
• Identify regime shifts
  
• Reduce participation during structurally inefficient conditions
  

It performs best when paired with independent expansion or volatility frameworks.

Design Philosophy
This indicator follows a measurement-first architecture:

1. Continuous structural quantification
   
2. Discrete regime classification
   
3. Visual clarity without signal overproduction
   

No smoothing, lag-inducing transforms, or predictive overlays are applied.
The output reflects raw structural behavior within the selected window.