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Herman Trading

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Every week I backtest the previous week’s ORB15 9:30–9:45. Not to predict with emotion. Not to cherry-pick winners. But to prove one rule: Trade ONLY toward the more probable side. Last week: Monday: delivered, but no valid trade Tuesday: delivered +2R Wednesday: delivered +2R Thursday: delivered +2R Friday: delivered +2R The entries were not complicated. iFVG. CISD. Basic ICT confirmation. The edge was not in the entry. The edge was knowing which direction NOT to trade. Direction first. Confirmation second. Execution third. How many more weekly backtests before traders stop calling probability “luck”?

Every week I backtest the previous week’s ORB15 9:30–9:45. Not to predict with emotion. Not to cherry-pick winners. But to prove one rule: Trade ONLY toward the more probable side. Last week: Monday: delivered, but no valid trade Tuesday: delivered +2R Wednesday: delivered +2R Thursday: delivered +2R Friday: delivered +2R The entries were not complicated. iFVG. CISD. Basic ICT confirmation. The edge was not in the entry. The edge was knowing which direction NOT to trade. Direction first. Confirmation second. Execution third. How many more weekly backtests before traders stop calling probability “luck”?

41,232 次观看 • 8 天前

Most traders make trading too complicated. My mechanical approach is simple: -Wait for Intelligent Balance. -Identify the more probable side. -Trade ONLY in that direction. -Use iFVG as execution. Target fixed R. No setup toward the bias = no trade. Today’s New York session was a perfect example. Intelligent Balance showed 70% for SHORTS. That means I was NOT interested in longs. I did not need to predict every candle. I did not need to catch the top. I did not need to trade both directions. My job was simple: Wait for price to show bearish confirmation toward the more probable side. Once the iFVG appeared in the short direction, that became the mechanical entry. Bias came from Intelligent Balance. Execution came from iFVG. Risk handled the rest. This is why direction matters more than entry. A basic ICT concept becomes much easier when you already know which side you are allowed to trade. Would your trading improve if you stopped asking “long or short?” every 5 minutes and only traded toward the higher probability side?

Most traders make trading too complicated. My mechanical approach is simple: -Wait for Intelligent Balance. -Identify the more probable side. -Trade ONLY in that direction. -Use iFVG as execution. Target fixed R. No setup toward the bias = no trade. Today’s New York session was a perfect example. Intelligent Balance showed 70% for SHORTS. That means I was NOT interested in longs. I did not need to predict every candle. I did not need to catch the top. I did not need to trade both directions. My job was simple: Wait for price to show bearish confirmation toward the more probable side. Once the iFVG appeared in the short direction, that became the mechanical entry. Bias came from Intelligent Balance. Execution came from iFVG. Risk handled the rest. This is why direction matters more than entry. A basic ICT concept becomes much easier when you already know which side you are allowed to trade. Would your trading improve if you stopped asking “long or short?” every 5 minutes and only traded toward the higher probability side?

34,472 次观看 • 12 天前

Yesterday, I MECHANICALLY backtested a simple London Session model: → iFVG trade entry → Only towards the more probable side → Fixed 2R target Today, we test the exact same concept on the NY Initial Balance 9:30–10:30 ET. Entire week. Monday to Friday. No cherry-picking. The rules stay simple: → Intelligent Balance identifies the more probable side → I ignore every setup in the opposite direction → I wait for an iFVG towards probability → Mechanical entry → Fixed 2R target No complicated execution model. No predicting every candle. No forcing trades. Just one simple question: Can a basic iFVG entry perform better when every trade is aligned with the statistically more probable side? Full Initial Balance weekly backtest in the video. Would you trade this model mechanically?

Yesterday, I MECHANICALLY backtested a simple London Session model: → iFVG trade entry → Only towards the more probable side → Fixed 2R target Today, we test the exact same concept on the NY Initial Balance 9:30–10:30 ET. Entire week. Monday to Friday. No cherry-picking. The rules stay simple: → Intelligent Balance identifies the more probable side → I ignore every setup in the opposite direction → I wait for an iFVG towards probability → Mechanical entry → Fixed 2R target No complicated execution model. No predicting every candle. No forcing trades. Just one simple question: Can a basic iFVG entry perform better when every trade is aligned with the statistically more probable side? Full Initial Balance weekly backtest in the video. Would you trade this model mechanically?

29,822 次观看 • 16 天前

My trading rule is simple: ALWAYS trade toward the more probable side. Not sometimes. Not when I feel like it. Not only when the setup looks perfect. Always. That is why I use Intelligent Balance. The indicator tells me which side is more probable. If it shows LONGS, I only look for longs. If it shows SHORTS, I only look for shorts. A clean setup against the more probable side? Ignored. A perfect iFVG against the more probable side? Ignored. CISD against the more probable side? Ignored. Because my job is not to trade every setup. My job is to wait for price to give me an entry toward the side with higher probability. The indicator gives me the side. Price action gives me the entry. Discipline keeps me out of the wrong trades. ALWAYS toward the more probable side. That one rule removes most of the noise. Would you still take a “perfect” setup against the more probable side?

My trading rule is simple: ALWAYS trade toward the more probable side. Not sometimes. Not when I feel like it. Not only when the setup looks perfect. Always. That is why I use Intelligent Balance. The indicator tells me which side is more probable. If it shows LONGS, I only look for longs. If it shows SHORTS, I only look for shorts. A clean setup against the more probable side? Ignored. A perfect iFVG against the more probable side? Ignored. CISD against the more probable side? Ignored. Because my job is not to trade every setup. My job is to wait for price to give me an entry toward the side with higher probability. The indicator gives me the side. Price action gives me the entry. Discipline keeps me out of the wrong trades. ALWAYS toward the more probable side. That one rule removes most of the noise. Would you still take a “perfect” setup against the more probable side?

22,826 次观看 • 12 天前

The best signal is sometimes NO signal. That is why I do not trade when Intelligent Balance shows less than 60%. Below 60% means one thing to me: NO CLEAR EDGE. And that is exactly where most traders destroy their account. They see a sweep. They see an iFVG. They see CISD. They convince themselves there is a trade. But without a strong more probable side, the setup has no real filter. For me: 60%+ = I have a side to focus on. Below 60% = I protect capital. Simple. Intelligent Balance is not only there to tell me where to trade. It is there to tell me when NOT to trade. Because forcing trades in a low-edge environment is not trading. It is gambling with extra steps. Would you skip a session if the indicator told you there is no clear edge?

The best signal is sometimes NO signal. That is why I do not trade when Intelligent Balance shows less than 60%. Below 60% means one thing to me: NO CLEAR EDGE. And that is exactly where most traders destroy their account. They see a sweep. They see an iFVG. They see CISD. They convince themselves there is a trade. But without a strong more probable side, the setup has no real filter. For me: 60%+ = I have a side to focus on. Below 60% = I protect capital. Simple. Intelligent Balance is not only there to tell me where to trade. It is there to tell me when NOT to trade. Because forcing trades in a low-edge environment is not trading. It is gambling with extra steps. Would you skip a session if the indicator told you there is no clear edge?

18,993 次观看 • 10 天前

Today’s NQ ORB15 range (9:30–9:45) showed an 82% probability for LONGS. Price pushed directly into the level highlighted by the Intelligent Balance Probability Map… …and immediately reversed. No continuation. No extended move. But the level was respected almost perfectly. That matters. The job of the indicator is not to predict every tick after the target is reached. Its job is to identify the statistically more probable side and highlight the level the market is most likely to seek. Today, it did exactly that. Price reached the mapped level, reacted instantly, and showed that the market clearly “saw” it. Direction first. Target second. Execution only when the setup is there.

Today’s NQ ORB15 range (9:30–9:45) showed an 82% probability for LONGS. Price pushed directly into the level highlighted by the Intelligent Balance Probability Map… …and immediately reversed. No continuation. No extended move. But the level was respected almost perfectly. That matters. The job of the indicator is not to predict every tick after the target is reached. Its job is to identify the statistically more probable side and highlight the level the market is most likely to seek. Today, it did exactly that. Price reached the mapped level, reacted instantly, and showed that the market clearly “saw” it. Direction first. Target second. Execution only when the setup is there.

18,517 次观看 • 18 天前

🚨 Most traders are trying to PASS prop firm challenges. Meanwhile… some firms are hiring people FULL-TIME just to manage automated prop firm systems. Salary advertised: 💰 $2,000–$10,000/month The industry is changing fast. This Upwork listing is looking for a: • Full-Time Virtual Trading Assistant • Managing funded/prop firm accounts • Running automated trading software daily • Setting up bots on MT5 & Tradovate • Tracking payouts/results • Following strict trading SOPs What stood out to me most? They explicitly say: “You don’t need to be an expert trader.” Read that again. The edge today is no longer just: ❌ predicting candles ❌ drawing more lines ❌ buying another course It’s: ✅ systems ✅ execution ✅ probabilities ✅ automation ✅ process The trading industry is quietly evolving from discretionary gambling… into data-driven operational businesses. And most retail traders still haven’t noticed. The question is: Will future traders survive on opinions… or on systems? 👇

🚨 Most traders are trying to PASS prop firm challenges. Meanwhile… some firms are hiring people FULL-TIME just to manage automated prop firm systems. Salary advertised: 💰 $2,000–$10,000/month The industry is changing fast. This Upwork listing is looking for a: • Full-Time Virtual Trading Assistant • Managing funded/prop firm accounts • Running automated trading software daily • Setting up bots on MT5 & Tradovate • Tracking payouts/results • Following strict trading SOPs What stood out to me most? They explicitly say: “You don’t need to be an expert trader.” Read that again. The edge today is no longer just: ❌ predicting candles ❌ drawing more lines ❌ buying another course It’s: ✅ systems ✅ execution ✅ probabilities ✅ automation ✅ process The trading industry is quietly evolving from discretionary gambling… into data-driven operational businesses. And most retail traders still haven’t noticed. The question is: Will future traders survive on opinions… or on systems? 👇

37,923 次观看 • 1 个月前

London Session today, both of my probability tools aligned: • Probability Map: 76.5% LONGS • Intelligent Balance: 72% LONGS That immediately simplified the entire session. I was not interested in predicting every candle. I was not looking for shorts. I was looking for one thing only: BULLISH signatures toward the statistically more probable side. Any bullish iFVG? Any FVG supporting continuation? Any willingness from price to expand higher? The moment price started confirming the bias, I was joining in. This is how I approach day trading: Probability gives me the direction. Price action gives me the entry. Entries do not need to be complicated when you already know which side of the market deserves your attention. Would your trading improve if you stopped trying to trade both directions?

London Session today, both of my probability tools aligned: • Probability Map: 76.5% LONGS • Intelligent Balance: 72% LONGS That immediately simplified the entire session. I was not interested in predicting every candle. I was not looking for shorts. I was looking for one thing only: BULLISH signatures toward the statistically more probable side. Any bullish iFVG? Any FVG supporting continuation? Any willingness from price to expand higher? The moment price started confirming the bias, I was joining in. This is how I approach day trading: Probability gives me the direction. Price action gives me the entry. Entries do not need to be complicated when you already know which side of the market deserves your attention. Would your trading improve if you stopped trying to trade both directions?

14,624 次观看 • 20 天前

The data just forced me to make a change to the public experiment. And it’s a BIG ONE. Fridays are officially REMOVED from the forward test. Here’s why. While reviewing the full backtest dataset, one statistic stood out immediately. The system behaves very differently on Fridays. Win rate by day: • Monday → 88.4% • Tuesday → 84.2% • Wednesday → 80.5% • Thursday → 84.3% • Friday → 52.0% Every other day of the week sits around 80–88%. Friday drops to 52%. That’s not a small difference. That’s a completely different market behavior. — Why does this matter? Because this experiment is not about forcing trades. It’s about executing a statistical edge. If the data clearly shows that one day behaves differently, the rational decision is simple: Remove the noise. So from now on the public forward test will run: • Monday – Thursday only • 2:00 AM New York time • 1 MNQ micro contract • TP $300 / SL $300 • BE lock at +$250 → +$200 One trade per day. No discretion. — So the public experiment continues. But now with a cleaner structure. Monday → Thursday only. Day 1 of forward testing already closed +$300. Day 2 of forward testing already closed +$300. Let’s see how the next trades unfold. — One question for other traders: Have you ever found that one specific day of the week completely breaks an otherwise profitable system? #AlgoTrading #FuturesTrading

The data just forced me to make a change to the public experiment. And it’s a BIG ONE. Fridays are officially REMOVED from the forward test. Here’s why. While reviewing the full backtest dataset, one statistic stood out immediately. The system behaves very differently on Fridays. Win rate by day: • Monday → 88.4% • Tuesday → 84.2% • Wednesday → 80.5% • Thursday → 84.3% • Friday → 52.0% Every other day of the week sits around 80–88%. Friday drops to 52%. That’s not a small difference. That’s a completely different market behavior. — Why does this matter? Because this experiment is not about forcing trades. It’s about executing a statistical edge. If the data clearly shows that one day behaves differently, the rational decision is simple: Remove the noise. So from now on the public forward test will run: • Monday – Thursday only • 2:00 AM New York time • 1 MNQ micro contract • TP $300 / SL $300 • BE lock at +$250 → +$200 One trade per day. No discretion. — So the public experiment continues. But now with a cleaner structure. Monday → Thursday only. Day 1 of forward testing already closed +$300. Day 2 of forward testing already closed +$300. Let’s see how the next trades unfold. — One question for other traders: Have you ever found that one specific day of the week completely breaks an otherwise profitable system? #AlgoTrading #FuturesTrading

56,889 次观看 • 3 个月前

This is what a textbook A+ setup on NQ looks like. The direction was already defined before the trade appeared. Today, the London Probability Map showed a 73.5% probability for the more probable LOW. So I was not interested in longs - SHORTS ONLY. I only needed one clean SHORT confirmation: • Sweep of liquidity • Bearish iFVG • Entry aligned with the statistically more probable direction That is it. Historical data and probabilities define the direction. Price action gives the entry. Trade entry + directional edge = A+ setup. The attached video shows the full London session execution step by step. How much simpler would your trading become if you stopped guessing the direction first?

This is what a textbook A+ setup on NQ looks like. The direction was already defined before the trade appeared. Today, the London Probability Map showed a 73.5% probability for the more probable LOW. So I was not interested in longs - SHORTS ONLY. I only needed one clean SHORT confirmation: • Sweep of liquidity • Bearish iFVG • Entry aligned with the statistically more probable direction That is it. Historical data and probabilities define the direction. Price action gives the entry. Trade entry + directional edge = A+ setup. The attached video shows the full London session execution step by step. How much simpler would your trading become if you stopped guessing the direction first?

17,352 次观看 • 25 天前

A+ NQ setup has exactly three parts. 1. Statistical bias: Probability Map shows 75%+ to one side. Not an opinion. Backtested across 10 years of NQ session data. That number narrows the playing field before price moves an inch. 2. The sweep: Liquidity is resting in the opposite direction. When price grabs it, that is not a fake-out. That is the fuel for the real move. You were expecting it. You were watching for it. 3. The entry model: After the sweep, the structure confirms. iFVG / CISD. A defined ICT concept with clear invalidation. Not a hope, not a gut feel. A model with a precise entry and a reason to be there. Probability tells you where. The sweep tells you when. The entry model tells you how. Remove any one of the three and you do not have an edge. You have a trade. How many of these boxes do you tick before you pull the trigger?

A+ NQ setup has exactly three parts. 1. Statistical bias: Probability Map shows 75%+ to one side. Not an opinion. Backtested across 10 years of NQ session data. That number narrows the playing field before price moves an inch. 2. The sweep: Liquidity is resting in the opposite direction. When price grabs it, that is not a fake-out. That is the fuel for the real move. You were expecting it. You were watching for it. 3. The entry model: After the sweep, the structure confirms. iFVG / CISD. A defined ICT concept with clear invalidation. Not a hope, not a gut feel. A model with a precise entry and a reason to be there. Probability tells you where. The sweep tells you when. The entry model tells you how. Remove any one of the three and you do not have an edge. You have a trade. How many of these boxes do you tick before you pull the trigger?

20,079 次观看 • 1 个月前

🚨 I didn’t plan to release this… but here we are. On Wednesday, I’m dropping something for FREE. Minicharts Pro [Herman] Most traders don’t struggle with entries. They struggle with CONTEXT: -Jumping between timeframes. -Missing structure. -Forcing bias on incomplete data. So I built something for myself… A tool that lets you see multiple timeframes at once - without switching charts. No distractions. No overcomplication. Just clean structure across: • LTF execution • HTF context • Optional SMT comparison • HTF imbalances (FVG) Everything… in one view. You’ll be able to: • See multiple timeframes at once • Track structure without flipping charts • Add optional SMT comparison • Visualize HTF imbalances directly Built for real chart work - not theory. This will be a FREE public indicator - release on TradingView Just something useful for traders who actually spend time on charts. Dropping Wednesday... Are you currently switching between timeframes… or actually seeing the full picture?

🚨 I didn’t plan to release this… but here we are. On Wednesday, I’m dropping something for FREE. Minicharts Pro [Herman] Most traders don’t struggle with entries. They struggle with CONTEXT: -Jumping between timeframes. -Missing structure. -Forcing bias on incomplete data. So I built something for myself… A tool that lets you see multiple timeframes at once - without switching charts. No distractions. No overcomplication. Just clean structure across: • LTF execution • HTF context • Optional SMT comparison • HTF imbalances (FVG) Everything… in one view. You’ll be able to: • See multiple timeframes at once • Track structure without flipping charts • Add optional SMT comparison • Visualize HTF imbalances directly Built for real chart work - not theory. This will be a FREE public indicator - release on TradingView Just something useful for traders who actually spend time on charts. Dropping Wednesday... Are you currently switching between timeframes… or actually seeing the full picture?

35,364 次观看 • 2 个月前

80% probabilities. +2R 🔥 ORB15 strikes again. Most traders enter 9:30 NY open completely blind. Intelligent Balance Probability Map [Herman] already showed where the odds were leaning during the 9:30–9:45 ORB15 window. Not predictions. Statistical imbalance. Wait for confirmation - 1min iFVG Execute in the more probable direction. Let probabilities do the heavy lifting. 9:30–9:45 might genuinely be one of the most engineered windows in futures trading when you understand the data behind it. ORB15 is becoming absolutely GOATED with probabilities. Would you trade differently if you already knew the higher probability direction before the open? 👇 #NQ #ICT

80% probabilities. +2R 🔥 ORB15 strikes again. Most traders enter 9:30 NY open completely blind. Intelligent Balance Probability Map [Herman] already showed where the odds were leaning during the 9:30–9:45 ORB15 window. Not predictions. Statistical imbalance. Wait for confirmation - 1min iFVG Execute in the more probable direction. Let probabilities do the heavy lifting. 9:30–9:45 might genuinely be one of the most engineered windows in futures trading when you understand the data behind it. ORB15 is becoming absolutely GOATED with probabilities. Would you trade differently if you already knew the higher probability direction before the open? 👇 #NQ #ICT

20,852 次观看 • 1 个月前

NY sweeps both sides of the overnight range less than 45% of the time. Every scenario. Every year. 3,785 days. -London engulfs Asia - NY takes both sides 44.13% of the time. -London partial bullish: 37.07%. -London partial bearish: 34.40%. Most traders draw overnight highs and lows and assume NY will eventually touch both. The data says that assumption is wrong more than half the time in every single session scenario. NY does not sweep everything. It picks a side. Usually one. Occasionally both. The traders waiting for a double sweep before committing to a direction are not being disciplined. They are waiting for something that statistically does not happen on most days. The edge is not in waiting for NY to confirm both sides. It is in identifying which single side has the higher probability before it gets taken. How often does waiting for a second liquidity sweep cost you the actual trade?

NY sweeps both sides of the overnight range less than 45% of the time. Every scenario. Every year. 3,785 days. -London engulfs Asia - NY takes both sides 44.13% of the time. -London partial bullish: 37.07%. -London partial bearish: 34.40%. Most traders draw overnight highs and lows and assume NY will eventually touch both. The data says that assumption is wrong more than half the time in every single session scenario. NY does not sweep everything. It picks a side. Usually one. Occasionally both. The traders waiting for a double sweep before committing to a direction are not being disciplined. They are waiting for something that statistically does not happen on most days. The edge is not in waiting for NY to confirm both sides. It is in identifying which single side has the higher probability before it gets taken. How often does waiting for a second liquidity sweep cost you the actual trade?

16,721 次观看 • 1 个月前

84% BEARISH BIAS - New York ORB15 $NQ Not after the move. BEFORE IT Today’s ORB15 (9:30–9:45 NY time) on NQ showed a massive bearish imbalance: 84% probability to the downside. So the plan was simple: wait for confirmation → iFVG entry → execute. Result? 2R This is why probabilities change everything. Most traders enter New York Session guessing direction. I enter already knowing where the odds are leaning. Trade with probabilities. Not predictions. #NQ #ICT

84% BEARISH BIAS - New York ORB15 $NQ Not after the move. BEFORE IT Today’s ORB15 (9:30–9:45 NY time) on NQ showed a massive bearish imbalance: 84% probability to the downside. So the plan was simple: wait for confirmation → iFVG entry → execute. Result? 2R This is why probabilities change everything. Most traders enter New York Session guessing direction. I enter already knowing where the odds are leaning. Trade with probabilities. Not predictions. #NQ #ICT

18,138 次观看 • 1 个月前

LONG or SHORT? Because right now… the odds are screaming one direction. 8:00am New York Session. Both indicators agree: • New York Probability Map • Intelligent Balance 75.8%+ probability of sweeping London’s Low first. So while most traders are about to randomly click buy or sell… I already know which side has the statistical advantage. That doesn’t guarantee the trade. But it changes the entire way you approach execution. Trading becomes calmer. Cleaner. More intentional. Because when probabilities align BEFORE New York opens… you stop guessing. You start trading with odds on your side. So be honest: Are you longing into 75.8% downside probability… or trading with the statistics?

LONG or SHORT? Because right now… the odds are screaming one direction. 8:00am New York Session. Both indicators agree: • New York Probability Map • Intelligent Balance 75.8%+ probability of sweeping London’s Low first. So while most traders are about to randomly click buy or sell… I already know which side has the statistical advantage. That doesn’t guarantee the trade. But it changes the entire way you approach execution. Trading becomes calmer. Cleaner. More intentional. Because when probabilities align BEFORE New York opens… you stop guessing. You start trading with odds on your side. So be honest: Are you longing into 75.8% downside probability… or trading with the statistics?

17,870 次观看 • 1 个月前

LIVE TRADE: NQ showed a 77% probability to sweep London’s High first today. Did we reach it? I don’t know. I already secured profits. Because most traders misunderstand what “more probable” actually means. A 77% probability does NOT mean: “Hold TP blindly until London High.” It means: my entire bias and trade direction is ONLY aligned with the statistically stronger side. That changes everything. I am not randomly longing and shorting inside noise. I am trading WITH the side that historically has the advantage. The target is optional. The directional edge is the real weapon. Would your trading improve if you stopped fighting the statistically stronger side? #NQ #ICT

LIVE TRADE: NQ showed a 77% probability to sweep London’s High first today. Did we reach it? I don’t know. I already secured profits. Because most traders misunderstand what “more probable” actually means. A 77% probability does NOT mean: “Hold TP blindly until London High.” It means: my entire bias and trade direction is ONLY aligned with the statistically stronger side. That changes everything. I am not randomly longing and shorting inside noise. I am trading WITH the side that historically has the advantage. The target is optional. The directional edge is the real weapon. Would your trading improve if you stopped fighting the statistically stronger side? #NQ #ICT

14,779 次观看 • 1 个月前

Most traders still think the edge is the entry. It’s not. Today both probability models aligned with the same objective BEFORE price even got there. London Probability Map: 73.5% probability to sweep the LOW first. Price delivered exactly there. New York Probability Map: 72.8% probability to sweep the LOW first. Another textbook A+ setup. Another delivery. Trade entry in both cases? Basic ICT iFVG execution in the direction of the more probable side. That’s the part most traders miss. The iFVG is not the edge. The probabilities are. When you already know where price is statistically more likely to go first… execution becomes calmer, cleaner and far less emotional. Would your trading change if you started every session already knowing where the odds were leaning first? #NQ #ICT

Most traders still think the edge is the entry. It’s not. Today both probability models aligned with the same objective BEFORE price even got there. London Probability Map: 73.5% probability to sweep the LOW first. Price delivered exactly there. New York Probability Map: 72.8% probability to sweep the LOW first. Another textbook A+ setup. Another delivery. Trade entry in both cases? Basic ICT iFVG execution in the direction of the more probable side. That’s the part most traders miss. The iFVG is not the edge. The probabilities are. When you already know where price is statistically more likely to go first… execution becomes calmer, cleaner and far less emotional. Would your trading change if you started every session already knowing where the odds were leaning first? #NQ #ICT

14,145 次观看 • 1 个月前

I need to share something about the 2:00am London algo. And honestly… you’re probably not going to like it. — Over the last few days we started a public forward test. Fully mechanical. One trade per day. No discretion. Day 1 → +$300 Day 2 → +$300 Day 3 → -$300 Clean. Simple. Transparent. — But behind the scenes… something changed. Not the results. Not the data. Not the edge. Something else. — I’ve been thinking about this a lot today. What to do next. How to handle it. And whether to even share it publicly. — Because this directly affects: the experiment the strategy and what I can show going forward — I’ll explain everything tomorrow. For now I’ll just say this: The 2:00am model is no longer something I can trade publicly. But the situation around it isn’t the same anymore. — If you’ve been following from Day 1… you’ll want to see the next update. Tomorrow.

I need to share something about the 2:00am London algo. And honestly… you’re probably not going to like it. — Over the last few days we started a public forward test. Fully mechanical. One trade per day. No discretion. Day 1 → +$300 Day 2 → +$300 Day 3 → -$300 Clean. Simple. Transparent. — But behind the scenes… something changed. Not the results. Not the data. Not the edge. Something else. — I’ve been thinking about this a lot today. What to do next. How to handle it. And whether to even share it publicly. — Because this directly affects: the experiment the strategy and what I can show going forward — I’ll explain everything tomorrow. For now I’ll just say this: The 2:00am model is no longer something I can trade publicly. But the situation around it isn’t the same anymore. — If you’ve been following from Day 1… you’ll want to see the next update. Tomorrow.

29,164 次观看 • 3 个月前

90% of traders would FAIL this trade before it even started. Why? Because they entered without knowing where the odds were leaning. Meanwhile I had: • 70%+ probabilities • statistical bias • liquidity target already mapped So while retail was guessing… I was waiting for confirmation INTO the more probable side. That’s the difference between random trading… and engineered trading. The scary part? Once you start trading with probabilities… you realize how blind normal trading actually is. Trade with probabilities. Not predictions. Would you take a trade if you knew there was a 75%+ chance price hits one side first? #NQ #ICT

90% of traders would FAIL this trade before it even started. Why? Because they entered without knowing where the odds were leaning. Meanwhile I had: • 70%+ probabilities • statistical bias • liquidity target already mapped So while retail was guessing… I was waiting for confirmation INTO the more probable side. That’s the difference between random trading… and engineered trading. The scary part? Once you start trading with probabilities… you realize how blind normal trading actually is. Trade with probabilities. Not predictions. Would you take a trade if you knew there was a 75%+ chance price hits one side first? #NQ #ICT

11,796 次观看 • 1 个月前