I created it with some simple chaos game restrictions:
- You can always move towards the point you moved to on the last step
- When on the top left corner, you can go to the right corners
- When on the top right corner, you can go to the left corners
- When on the bottom corners, you can only go to the corner that is opposite

Your figure can be constructed by a graph directed iterated function system. An iterated function system typically has no restrictions on which transforms may follow each other. A graph-directed IFS has restrictions like the one you have imposed: there is a directed graph in which the transformations correspond to edges. In your example the nodes of this directed graph would correspond to the corners of your figure, like this:
For a reference, with fractal dimension calculations, see:
"Hausdorff dimension in graph directed constructions" R. Daniel Mauldin and S. C. Williams (Trans. Amer. Math. Soc. 309 (1988), 811-829) http://www.ams.org/journals/tran/1988-309-02/S0002-9947-1988-0961615-4/