The Timeframe-Weighted Volatility Framework (TWVF) becomes fully operational when applied across all nine default GATS strategies. These strategies span the full spectrum of market structure—from micro-scale price noise to multi-decade structural regimes—and TWVF is the first framework capable of unifying them into a single, coherent, fractal trading universe.
By anchoring each strategy to the Universal Volatility Baseline (DS = 16 × ATR256), and weighting exposure through the 1–9% fractal curve, TWVF ensures that every timeframe, every entry, and every stop aligns with one universal law of volatility.
1. The Nine GATS Strategies as a Fractal Market Map
Each GATS strategy exists at a distinct layer of market structure:
- M1: Microstructure noise
- M5: Orderflow micro-trends
- M15: Local trend formation
- M30: Transitional structure
- M60: Structural intraday trend
- M240: Multi-session directional moves
- M1440: Primary daily trend
- M10080: Weekly regime behavior
- M43200: Monthly macro-cycle formation
Prior to TWVF, each timeframe behaved as an isolated silo, lacking a unified interpretation of volatility. TWVF eliminates this fragmentation.
The nine GATS strategies now form a single fractal ecosystem.
2. TWVF Governance Structure Across Timeframes
TWVF governs all nine strategies through three core principles:
- One structural stop boundary: DS = 16 × ATR256
- One fractal exposure universe: 1% → 9%
- One volatility weighting engine: VWF
These principles ensure:
- no timeframe can violate a higher timeframe’s structure,
- lower timeframes operate under macro volatility truth,
- risk is distributed in proportion to temporal information value.
3. The Full TWVF Specification for Each Timeframe
Below is the TWVF mapping for all nine strategies:
| Timeframe | Risk% (Fractal) | BE% Rule | Post-BE% Rule | DAATS Behavior | Role in System |
|---|---|---|---|---|---|
| M1 | 1% | 1% × DS | 1% × DS | Tightest | Signal sensitivity |
| M5 | 2% | 2% × DS | 2% × DS | Fast adaptive | Micro-trend capture |
| M15 | 3% | 3% × DS | 3% × DS | Short fractal | Local trend confirmation |
| M30 | 4% | 4% × DS | 4% × DS | Transitional | Trend alignment |
| M60 | 5% | 5% × DS | 5% × DS | Medium smoothing | Structural trend signal |
| M240 | 6% | 6% × DS | 6% × DS | Stable fractal | Multi-session directional control |
| M1440 | 7% | 7% × DS | 7% × DS | Macro-adjusted | Primary trend anchor |
| M10080 | 8% | 8% × DS | 8% × DS | Macro smoothing | Weekly regime determination |
| M43200 | 9% | 9% × DS | 9% × DS | Most stable | Cycle & long-term regime anchor |
4. TWVF Ensures Hierarchical Integrity
One of the greatest strengths of TWVF is that it ensures proper hierarchy:
- M43200 governs all
- M10080 follows M43200
- M1440 follows weekly structure
- M240 respects daily trend
- M60 respects M240
- M30 respects M60
- M15 respects M30
- M5 respects M15
- M1 respects all above
This chain prevents lower timeframe strategies from taking trades that contradict the higher-timeframe regime.
No lower timeframe can violate macro truth under TWVF.
5. How VWF Modulates Each Strategy
The Volatility Weighting Function (VWF) ensures that each timeframe:
- adapts position size to volatility cycles,
- adjusts break-even triggers dynamically,
- maintains proportional risk across assets and timeframes,
- avoids overexposure during expansion regimes.
Thus:
GATS becomes a self-regulating ecosystem.
6. TWVF Eliminates the “Timeframe Paradox”
The timeframe paradox occurs when:
- a lower timeframe triggers a trade that violates a higher timeframe trend,
- or when a high-confidence macro signal uses too little risk,
- or when microstructure trades dominate overall exposure.
TWVF eliminates this paradox by:
- forcing all signals to anchor to DS,
- forcing risk to follow a 1–9 fractal curve,
- forcing volatility to flow through VWF,
- forcing break-even logic to respect volatility structure.
This ensures structural alignment across time.
7. TWVF and the “Convergence Event”
A convergence event occurs when multiple GATS timeframes produce aligned signals simultaneously—for example:
- M15 aligns with M30 and M60,
- or M240 aligns with M1440 and M10080.
Under TWVF, convergence events represent:
- maximum structural certainty,
- optimal trend probability,
- highest information symmetry.
They are the crown of GATS logic.
TWVF elevates convergence events into the system’s most powerful trade opportunities.
8. Philosophical Significance
Chapter 7 represents the philosophical expression of TWVF:
When all timeframes obey the same volatility law, the system becomes coherent, harmonious, and structural.
This is the essence of Dr. Glen Brown’s trading philosophy:
Truth exists at every scale, but only when the scales are unified.
9. Transition to Chapter 8
With the nine GATS strategies unified under TWVF, the next chapter explores the TWVF Position Manager—where BE%, Post-BE%, DS, DAATS, and volatility interact as one coordinated system.
Next: Chapter 8 — The TWVF Position Manager.