CFI Momentum Suite
What Makes This Different
Standard percentage-based oscillators measure the spread between two averages and compare it to a fixed zero line. Whether momentum is above or below zero is treated the same regardless of whether the market is in a high-volatility surge or a compressed, low-activity grind.
The CFI Momentum Spread Suite replaces the fixed zero reference with a dynamic CFI Spread Threshold — an adaptive confirmation zone that expands in elevated-activity markets and tightens in compressed ones. Momentum is only confirmed when the CFI Momentum Spread crosses outside this threshold. Inside the band, momentum is classified as a CFI Transition Zone — not yet confirmed in either direction.
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The CFI Pulse Calibration Engine
The adaptive threshold is produced by a four-step CFI Pulse Calibration engine running on every bar:
Step 1 — CFI Volatility Pulse Measures current market range activity over a user-defined period (default: 14 bars), capturing how much the market is expanding or contracting bar by bar.
Step 2 — CFI Pulse Calibration The raw CFI Volatility Pulse is calibrated to a 0–1 intensity scale by comparing it to its highest and lowest readings over a second window (default: 50 bars). An intensity of 1.0 means activity is at its highest point in that window. An intensity of 0.0 means it is at its lowest.
Step 3 — CFI Spread Threshold calculation The calibrated intensity is multiplied by a user-defined maximum threshold value (default: 0.3%) to produce the current CFI Spread Threshold. At peak activity, the threshold expands to 0.3% above and below zero — requiring a larger spread to confirm momentum. At minimum activity, the threshold compresses toward zero — making the indicator more sensitive to smaller moves.
Step 4 — CFI Activity State classification The calibrated intensity is classified into three CFI Activity States: Elevated (top third), Steady (middle third), and Compressed (bottom third). A live label displays the current state and exact threshold value on the pane.
CFI Activity State | |Intensity Range Threshold Behaviour
Elevated Activity Top third (≥ 0.66) Threshold expands, larger spread required to confirm
Steady Activity Middle third| Threshold at mid-range
Compressed Activity| Bottom third (≤ 0.33) Threshold tightens — smaller spread is sufficient
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The CFI Momentum Phase Engine
The CFI Momentum Phase classifies market momentum into five states using two inputs simultaneously — the position of the CFI Momentum Spread relative to the adaptive CFI Spread Threshold, AND the direction of the CFI Spread Bars. This produces phase signals that are dynamically calibrated to current market conditions rather than relying on a fixed zero-cross.
CFI Momentum Phase |Condition
CFI Expansion Phase Spread confirmed above threshold AND Spread Bars widening
CFI Fading Phase Spread above threshold BUT Spread Bars narrowing
CFI Recovery Phase Spread below threshold BUT Spread Bars widening
CFI Contraction Phase Spread confirmed below threshold AND Spread Bars narrowing
CFI Transition Zone Spread within threshold — momentum not yet confirmed
The CFI Transition Zone is a unique feature — it identifies bars where the CFI Momentum Spread has not yet cleared the adaptive threshold in either direction, preventing false phase signals during low-conviction moves.
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Visual Layer
CFI Momentum Spread — the core line, coloured by current CFI Momentum Phase. Full opacity in Expansion and Contraction. Reduced opacity in Fading and Recovery. Grey in Transition Zone.
CFI Spread Bars — histogram showing the spread between the CFI Momentum Spread and CFI Trigger Line. Blue when positive and widening. Faded blue when positive and narrowing. Red when negative and widening downward. Faded red when narrowing.
CFI Trigger Line — CFI Reactive Average applied to the CFI Momentum Spread itself, producing a signal confirmation layer. Displayed in CFI Gold for instant visual separation.
CFI Spread Threshold Bands — shaded grey zone around CFI Equilibrium showing the current adaptive confirmation threshold. Expands and compresses with market activity in real time.
CFI Momentum Phase Label — live on-chart display of current phase, activity state, and exact threshold value in percentage points.
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Optional Features
CFI Trigger Line — on by default. Toggle off for a cleaner view of the CFI Momentum Spread and Spread Bars alone.
CFI Spread Bars — on by default. Toggle off to focus on the CFI Momentum Spread line and CFI Trigger Line crossovers.
CFI Spread Threshold Bands — on by default. Toggle off if you prefer a clean zero reference without the adaptive zone visualisation.
CFI Pulse Calibration — on by default. Toggle off to revert to a fixed zero threshold (standard mode). Useful for direct comparison.
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CFI Alert Conditions
CFI Momentum Spread crossed above / below CFI Trigger Line
CFI Momentum Spread confirmed above CFI Spread Threshold (adaptive — not fixed zero)
CFI Momentum Spread confirmed below CFI Spread Threshold (adaptive — not fixed zero)
CFI Momentum Spread crossed above / below CFI Equilibrium (zero)
CFI Momentum Phase entered: Expansion / Fading / Recovery / Contraction / Transition
CFI Activity State shifted to Elevated — threshold expanding
CFI Activity State shifted to Compressed — threshold tightening
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CFI Settings Reference
Setting| Default | Description
CFI Spread Source Close Price input to both CFI Averages
CFI Average Type CFI Reactive CFI Reactive or CFI Steady Average
CFI Fast Average — Period 12 Period of the CFI Fast Average
CFI Slow Average — Period 26 Period of the CFI Slow Average
Show CFI Trigger Line On Toggle CFI Trigger Line overlay
CFI Trigger Line — Period 9 CFI Reactive Average period applied to the Spread
Show CFI Spread Bars On Toggle CFI Spread Bars histogram
Enable CFI Pulse Calibration On Toggles the adaptive CFI Spread Threshold engine
CFI Volatility Pulse — Period 14 Market range activity measurement period
CFI Pulse Calibration — Window 50 Window for highest/lowest Pulse comparison
CFI Spread Threshold — Max 0.3% Maximum threshold expansion at peak activity
Show CFI Spread Threshold Bands On Shaded adaptive confirmation zone around CFI Equilibrium
Show CFI Momentum Phase Label On Live phase, activity state, and threshold label
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