The Timeframe Scaling Law (TSL)

Daily-Anchored Volatility Governance via the Daily Average Volatility Unit (DAVU)

“TSL defines how volatility authority propagates across timeframes. It establishes DAVU as the bridge variable that eliminates volatility mis-scaling and timeframe conflict.”

• Category: Core Doctrines & Frameworks

• Governance Tier: Sovereign Volatility Architecture

• Author: Dr. Glen Brown

• Canonical Status: Sealed (GFE)

I. Doctrine Statement

The Timeframe Scaling Law (TSL) defines how volatility authority propagates across timeframes, ensuring that lower-timeframe execution operates in obedience to higher-timeframe structural reality.

TSL establishes a single invariant bridge variable—the Daily Average Volatility Unit (DAVU)—through which volatility can be measured, compared, and enforced consistently across multiple timeframes.

This doctrine eliminates arbitrary stop placement, timeframe conflict, and volatility mis-scaling.

II. The Problem TSL Resolves

Traditional multi-timeframe systems fail because:

• Lower-timeframe ATR compresses and expands too rapidly

• Stops become structurally inconsistent across timeframes

• Execution logic violates higher-timeframe volatility authority

• Premature trade death occurs during normal noise

TSL resolves this by enforcing Daily-anchored volatility sovereignty.

III. Volatility Sovereignty Principle

Timeframes do not possess independent volatility authority.

All lower-timeframe execution is a projection of higher-timeframe volatility structure.

In TSL, the Daily timeframe is the sovereign volatility anchor.

“All lower-timeframe execution is a projection of higher-timeframe volatility structure.”

Lower timeframes may express volatility differently, but they may not contradict its authority.

IV. Daily DeathStop (Volatility Authority)

The Daily DeathStop is defined as:

DS_D = 16 × ATR_256 (Daily)

This boundary represents the maximum volatility excursion a position may endure on the Daily timeframe before structural death is enforced.

V. The Daily Average Volatility Unit (DAVU)

Canonical Definition (Exact)

The Daily Average Volatility Unit (DAVU) is defined as:

DAVU ≡ (1/16) DS_D = 0.0625 × DS_D

​

DAVU represents one daily unit of average volatility, derived directly from the Daily DeathStop.

DAVU is:

• A volatility unit

• Not a price target

• Not a prediction

• Not a time-based average

VI. Cross-Timeframe Measurement of DAVU

Although DAVU is defined on the Daily timeframe, it can be measured operationally on lower timeframes.

On the M60 timeframe, empirical observation shows:

DAVU ≈ (5/16) DS_60 = 0.3125 × DS_60​

This relationship does not equate DeathStops across timeframes.
It expresses the same volatility unit (DAVU) using different measuring rulers.

• “This does not equate DeathStops across timeframes.”

• “DAVU is the bridge variable; DS values remain timeframe-native.”

VII. Relationship to MEMH

The Market Expected Moves Hypothesis (MEMH) defines the expected volatility corridor as:

EMF = κ × DS, where κ = 0.6375

Observe:

0.3125 ≈ 0.5 × 0.6375

Thus:

DAVU (measured on M60) is approximately half of the MEMH expected-move corridor fraction.

This confirms DAVU as a natural volatility midpoint, explaining its structural stability across regimes.

VIII. TSL Core Law

The Timeframe Scaling Law states:

Lower-timeframe execution thresholds must be expressed as integer or fractional multiples of DAVU, anchored to the Daily DeathStop.

This ensures:

• Structural consistency

• Volatility coherence

• Non-contradictory risk governance

IX. TSL Integration with QB-DAATS

Under TSL:

• Daily DS remains the sovereign death boundary

• DAVU becomes the unit of lower-timeframe volatility scaling

• QB-DAATS thresholds may be expressed as:

  • n × DAVU

  • or equivalently γκDSD​

where γ is the regime-selected post-BE giveback factor, and κ = 0.6375 is the MEMH constant.

This allows:

• Lower-timeframe trades to survive normal noise

• Immortality and ratcheting logic to remain Daily-anchored

• Elimination of premature exits caused by local ATR compression

DSAC enforces TSL by ensuring that all lower-timeframe execution thresholds expressed in DAVU remain anchored to the sovereign Daily DeathStop.

X. TSL Canonical Rules

1. Daily DS is sovereign.

2. DAVU is the volatility bridge unit.

3. Lower timeframes do not define death; they inherit it.

4. All execution thresholds must respect DAVU scaling.

5. No lower-timeframe rule may contradict Daily volatility authority.

1. Daily DS is sovereign.

2. DAVU is the volatility bridge unit.

3. Lower timeframes do not define death; they inherit it.

4. All execution thresholds must respect DAVU scaling.

5. No lower-timeframe rule may contradict Daily volatility authority.

XI. Structural Consequence

TSL transforms multi-timeframe trading from:

“multiple independent risk systems”

into:

a single volatility architecture, expressed at different resolutions.

This is not optimization.
This is structural obedience.

• • Removes premature exits from ATR compression

  • Keeps immortality + ratchet Daily-anchored

  • Ensures volatility coherence across timeframes

XII. Canonical Closing

Markets do not move in time.
They move in volatility.

Timeframes are merely lenses.

The Timeframe Scaling Law, through DAVU, ensures that every lens observes the same underlying volatility truth—without distortion.