Models momentum propagation as a 1D heat/diffusion equation across timeframes. When short-timeframe momentum diffuses toward longer ones and the diffusion front accelerates with volume confirmation, the strategy enters.
Models momentum propagation as a 1D heat/diffusion equation across timeframes. When short-timeframe momentum diffuses toward longer ones and the diffusion front accelerates with volume confirmation, the strategy enters.
Strategy designed by Grok + Claude
5 spatial grid points represent timeframes (15min to 1 day). Momentum is computed at each window, then the 1D heat equation is solved (explicit Euler). The diffusion coefficient adapts to volatility. Diffusion front velocity, Laplacian curvature, and volume flux drive entries and exits.
Moderate
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