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IVRRS+ AI - FUND GRADE

  • Writer: Sandra Wakefield
    Sandra Wakefield
  • 11 minutes ago
  • 3 min read
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IVRRS Premium+


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1. Core Logic Overview


The Institutional VWAP Raid & Reversion System (IVRRS Premium+) models how professional desks accumulate and distribute positions around VWAP, liquidity pools, and volatility imbalances.


It is built on a simple institutional truth:

Smart money raids liquidity, fills into discounts/premiums, and reverts back toward VWAP.


IVRRS identifies this exact sequence:


1. Liquidity Raid

Price takes out a previous swing high or low→ confirming liquidity has been harvested.


2. VWAP Stretch

The raid must extend into a VWAP volatility band, signaling a temporary mispricing.


3. Reversion Signal

A strong rejection (wick structure) + volume spike confirms orderflow snapping back toward VWAP.


4. Confirmation Candle (Optional)

A second candle validates the reversal with directional momentum.



5. Multi-Layer Filters

Eight institutional-grade protections verify market conditions before a trade is allowed.


IVRRS is both directional and mean-reversion aware — making it viable for indices, metals, FX majors and crypto.


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2. Why It’s Fund Grade


IVRRS Premium+ incorporates methods used by:

  • execution algorithms

  • institutional liquidity desks

  • VWAP-driven accumulation models

  • volatility regime filters

  • dynamic risk throttling

  • microstructure detectors


Every signal must pass 8 independent institutional protection gates, making signals extremely clean and resilient even in chaotic markets.

These protections eliminate:

  • trades during chop

  • trades during news explosions

  • trades during abnormal spreads

  • trades during liquidity voids

  • trades during extreme volatility

  • trades out of session

  • trades against higher-timeframe bias


This is the same multi-layer filtering hedge funds apply in internal execution algos — now available visually on TradingView.


3. Protection Mechanisms (All 8 Explained)


1. Spread Regime Filter (Simulated Microspread)

Rejects trades when candles expand abnormally → prevents entries during chaotic whipsaws.


2. Volume Microstructure Gate

Ensures trades only occur when volume is healthy, not artificially thin or abnormally inflated.


3. VWAP Slope Filter

Avoids trading against strong VWAP momentum — critical for trend days.


4. ATR Market Structure Phase

Measures volatility regime (ATR fast/slow ratio)→ avoids range chop and extreme blowout conditions.


5. Multi-Venue Consensus

Checks price deviation vs. a secondary venue to avoid spoofing or manipulation.


6. News Spike Filter

Blocks signals during major news (large body vs ATR).


7. CVD Absorption & Direction Gate

Confirms whether buyers or sellers are actually absorbing liquidity after the raid.


8. VWAP Probability Score

Combines deviation, slope, and volume into a 0–100 institutional “trade quality” score.

Signals only fire above the minimum score threshold (default: 60%).


4. Best Usage Guidelines


A. Use it as a Confirming Engine

IVRRS shines when used as:

  • a confirmation tool for your existing bias

  • a precision entry engine during session volatility

  • a reversal detector after liquidity sweeps

  • a volatility regime validator


B. Use Only in Liquid Market Hours

Best results occur when volume is healthy:

  • New York Session

  • London Session

The built-in session filter ensures this automatically.


C. Allow the Protections to Work Together

Avoid overriding the filters unless necessary — each is designed to prevent structural failure conditions.


D. Avoid Trading High-Impact News

Even though a news filter exists, avoid NFP, CPI, FOMC, PCE, Fed Chair events.


E. Pair With HTF Bias

Using the H4/D1 EMA filters ensures trades align with macro flow.


5. Ideal Time Frames


Best Overall

5-minuteBest balance between signal frequency and precision.

High-Accuracy (Institutional Execution Grade)

  • 15-minute

  • 30-minute

These provide fewer signals, but with extremely high quality.


High-Frequency Trading (Advanced Users)

  • 1-minute


    Still profitable, but requires discipline.


Swing or Intraday Swing

  • 1-hour

Works beautifully during trending markets.


6. Asset Class Performance Notes


Gold (XAUUSD)

  • Best TF: 5m / 15m

  • Gold respects VWAP deviations and raids extremely well.

US Indices (US100, US500, US30)

  • Best TF: 1m / 5m

  • Extremely responsive to VWAP reversion mechanics.

FX Majors

  • Best TF: 5m / 15m

  • Smooth orderflow, respects dual VWAP confluence.

Crypto

  • Best TF: 5m / 15m

  • Crypto volatility makes the protections essential.


7. Summary

The IVRRS Premium+ is a full institutional-grade system designed to:

✔ Execute like a fund desk✔ Detect liquidity raids✔ Identify VWAP mispricings✔ Confirm volume absorption✔ Reject trades in dangerous regimes✔ Maintain high signal quality✔ Deliver reliable entries across all liquid assets

 

 
 
 
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