CRMO

CRMO is a composite momentum/factor oscillator that blends single-asset momentum (Micro), multi-factor market context (Macro), and optional on-chain gating into one stable, ±100-scaled signal. It includes non-repaint HTF aggregation and three signal modes (Zero, Bands, Fast/Slow).

1) What it does (Overview)

Micro (rk/σ→φ·g): Sharpe-like momentum (k-bar return / conditional vol), EWMA (Half-life) or EMA-Var volatility, robust winsor, liquidity φ (Amihud; Rolling/Diurnal), regime g (logσ z→logistic).

Macro (Factor Basket): Daily HTF ROC→Z for BTC.D (inv), ETH.D, OTHERS.D, TOTAL2, TOTAL3, ETHBTC, DXY (inv), VIX (inv), US10Y (inv), SPX, XAU, IWM / IWM:SPX; correlation-weighted vs BTC/ETH refs (|ρ|^p, shrinkage) and L1-normalized. Uses non-repaint HTF calls.

On-chain Gate (optional): SOPR & MVRV on D/W/M, Conservative / Balanced / Weighted modes, with fail-open and floor permeability.

Blend: Macro × (φ·g) × on-chain weight, dynamic amplitude normalization, Softsign / IFT (tanh) squash → single CRMO oscillator.

Signals: “Zero”, “Bands”, or “Fast/Slow” (EMA cross).


2) Highlights

Volatility-robust reading: Half-life EWMA + robust winsor reduce outlier whipsaws.

Liquidity & regime awareness: φ·g gate lowers low-quality entries in thin or stressed regimes.

Factor-aware context: Classic macro/crypto factors improve directional filtering.

On-chain integration: SOPR/MVRV for cycle-aware permeability.

Non-repaint HTF: Confirmed bar aggregation for reliability.


3) Key Inputs

Source mode: Micro / Macro / Blend
Micro: momentum length (k), log-returns, pre-smoothing, vol method (EWMA half-life / EMA-Var), robust winsor (k & window), φ mode (Rolling/Diurnal), regime (logσ), squash (Softsign/IFT), smoothing & scaling.
Macro: HTF (default D), ROC / z lengths, corr-weights (αBTC, |ρ|^p, shrinkage), factor toggles/weights.
On-chain: Mode, SOPR/MVRV symbols, TF (D/W/M), fail-open, floor & smoothing.
Blend: Dynamic amplitude parameters (ampLen/EMA, ampK).
Signals: Mode (Zero / Bands / Fast-Slow), band levels, fast/slow EMAs.

4) How to use

Trend filter: In Macro or Blend, read CRMO vs the 0-line (above = risk-on momentum bias, below = risk-off).

Triggers:

Zero: 0-crossings.

Bands: OB/OS band crosses (defaults ±60; tune per symbol).

Fast/Slow: Fast EMA crossing Slow EMA for entries/exits.

MTF practice: Keep Macro HTF at D while trading lower chart TFs to retain non-repaint higher-timeframe context.

Gate logic: In Blend, φ·g and on-chain weights can reduce false positives in choppy/illiquid phases.


5) Alerts

Use the built-in alertcondition()s for isBuy / isSell.
Example messages:

“CRMO Buy — {{ticker}} ({{interval}})”

“CRMO Sell — {{ticker}} ({{interval}})”



6) Suggested defaults

Macro HTF: D

Micro vol: EWMA Half-life ≈ 65

Winsor: Robust, k ≈ 2.5

Signals: Fast/Slow (5/9) or Zero for trend-following

Blend: Enabled; ampLen 64 / ampEMA 21; IFT β ≈ 1.1

7) Notes & limitations

Oscillators can remain OB/OS during strong trends; use with trend context—no tops/bottoms guaranteed. (General oscillator behavior—cf. RSI)


External factor/on-chain feeds may lag or be unavailable at times.

No financial advice. Past performance ≠ future results. Respect TradingView House Rules (no ads, no misleading claims, use platform language).


8) Tags / Category

Tags: momentum, oscillator, macro, factor, regime, liquidity, SOPR, MVRV, BTC.D, DXY, VIX, risk filter, non-repaint, composite