ATR movement scale
ATR translates recent trading-range information into the engine’s movement reference. The chosen multiplier and configuration determine the resulting displacement conditions.
LONG / SHORT · ATR-BASED MOVEMENT
CMA TCS
Trend & Consolidation Strategy
A directional system that relates its price-movement reference to ATR, examining trend participation and repeated transitions during consolidation.
Discuss this systemCMA TCS / TECHNICAL OVERVIEW
Overview
Trend & Consolidation Strategy
TCS uses volatility to give context to price displacement. Its ATR-derived movement reference changes with market conditions, while the long/short cycle logic distinguishes favorable continuation from adverse transitions. The system is assessed across both directional and consolidating environments.
Research focus
- 01ATR-derived movement reference
- 02Trend and consolidation behavior
- 03Direction-cycle sizing and risk conditions
Inside the architecture
How this system works.
Direction modelLong / short
Trend and consolidation response
The same rule set can experience long directional moves or repeated changes of direction. Evaluation separates those environments to explain the system’s behavior.
Cycle and sizing logic
Position amounts and subsequent movement references evolve through the configured cycle. Capital usage is therefore examined across the sequence, not only at the initial entry.
Risk conditions
Engine drawdown and consecutive-loss conditions sit alongside its entry and transition rules. These controls remain part of the configuration rather than a guarantee of a maximum realized loss.
CMA / TCS
Let volatility provide context for movement.
Design considerations
Context matters.
- 01
Compare behavior in sustained trends and frequent reversals.
- 02
Include trading costs when examining narrow or short-lived moves.
- 03
Assess the interaction between volatility, movement settings and capital usage.
System descriptions are technical overviews. Configuration, availability and any historical evidence are discussed directly with CMA. No performance outcome is implied.
Continue exploring
Explore the system family.
UBS
LONG-ONLY · LAYERED ALLOCATION
CMA UBS
A long-only system combining staged entries, ATR-based exit management and capital recycling within a defined allocation framework.
Explore the systemPHOENIX
LONG-ONLY · FINITE-BUDGET CYCLES
CMA PHOENIX
A long-only architecture that separates the initial position, recovery allocations and favorable-move additions inside a finite capital budget.
Explore the systemPHOENIX L/S
LONG / SHORT · REGIME SELECTION
CMA PHOENIX L/S
The PHOENIX lifecycle extended to long and short participation, with EMA-based direction assessment after an actual complete position closure.
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