Nine base factors, each scored between −1 and +1 and individually weighted: pattern, trend, multi-timeframe agreement, location, reward-to-risk extension, volume, momentum, structural confirmation and volatility regime. Crypto adds three more. Weights always sum to exactly one for the class being graded.
The nine base factors
Each factor is a signed measurement rather than a checkbox, which is why factors that disagree subtract instead of simply being omitted. That is the mechanism behind a common surprise: a textbook pattern in a poor location grades in the eighties rather than the nineties, because the location factor is actively pulling against the pattern factor.
- Pattern — the setup’s own quality as detected.
- Trend — alignment with the prevailing direction on the graded timeframe.
- Multi-timeframe agreement — whether the charts above agree.
- Location — where the entry sits relative to structure.
- Extension — how far price has already travelled, penalised past fitted percentiles.
- Volume — confirmation from participation.
- Momentum — penalised beyond fitted percentiles rather than rewarded without limit.
- Structural confirmation — a recent structural event, decaying in influence as bars pass.
- Volatility regime — distance from the fitted centre of normal volatility for that market.
Weights differ by asset class
Crypto carries three additional factors that only exist in that market: funding, open interest and long/short positioning. Using them elsewhere would mean inventing them.
Forex excludes the volume factor entirely. Retail forex feeds report tick counts, and a tick count is not volume — treating it as one would import a confident-looking number with nothing behind it. That exclusion is permanent rather than pending a better data source.
Indices and commodities borrow the equity profile. That is an approximation, and it is documented as one rather than presented as a fitted result.
Redistribution
When a factor cannot be computed, its weight is given away explicitly to the remaining factors rather than left as a silent hole. The weights that actually run therefore always sum to one, which is asserted under every dropout combination at build time.
Measured versus declared
The thresholds inside each factor are fitted per asset class and timeframe from real candles. The weights between factors are declared rather than fitted.
That distinction is deliberate and is held honestly: a fitted weight table ships only if it beats the declared one out of sample, and none currently does. The product prefers a declared weight that is admitted to be a judgement over a fitted one that merely looks empirical.
Frequently asked
- How many confluence factors does a crypto read use?
- Up to twelve: the nine base factors plus funding, open interest and long/short positioning. Forex uses eight, because the volume factor is excluded — retail forex tick counts are not volume, and treating them as such would import a number with nothing behind it.
- Are the factor weights learned from trade outcomes?
- No. The weights between factors are declared; the thresholds inside each factor are measured per asset class and timeframe. A fitted weight table would ship only if it beat the declared one out of sample, and none currently does.
Updated Sep 1, 2026