PFA_RSID

Momentum–Structure Asymmetry
This study operationalizes a second-order momentum–price decoupling framework in which localized extrema of a bounded oscillator are conditionally sampled at structurally validated inflection points of the underlying price series. By enforcing temporal symmetry in extrema confirmation and subsequently evaluating the directionality of inter-extrema displacement across heterogeneous state spaces (price vs. momentum), the model isolates regimes where apparent oscillator weakness or strength is statistically incongruent with higher-order directional persistence in price. Such configurations are interpreted not as terminal disequilibria but as transient redistributions of informational load within an ongoing trend, thereby capturing continuation-biased dynamics rather than mean-reverting behavior. Noise suppression is further enhanced through amplitude-based filtering in both absolute and relative domains, ensuring that only materially significant divergence manifolds are admitted into the signal set.

1. Employs a second-order price–momentum asymmetry framework rather than direct signal-based oscillation triggers
   
3. Samples oscillator extrema only at structurally confirmed price inflection points, enforcing temporal symmetry
   
5. Evaluates directional inconsistency across heterogeneous state spaces (price vs. bounded momentum)
   
7. Interprets divergence as transient informational redistribution, not exhaustion or reversal
   
9. Biased toward continuation regimes, explicitly excluding mean-reversion logic
   
11. Integrates amplitude-based filtering in both absolute (oscillator) and relative (price) domains
    
13. Admits only materially significant divergence manifolds, suppressing stochastic micro-noise
    
15. Designed as a non-repainting, structure-conditioned momentum model rather than a heuristic indicator