Finalizing this monster project for now. It's my whole trading style in one chart. 9.5 years, 3 markets, frozen rules. What it is: a London-session continuation model. Thread:
Anybody looking for a 76% winrate strat? Found one:(The catch: only 27 trades per year). Went looking to refine my own trading system. Walked away with a completely new one โ 76% win rate, 2.2 profit factor โ hidden in the data I only pulled to improve the old one... To go into production as per immediate. Should I signal these on x? thread:
typical trade: A typical trade: price gets driven to an extreme โ often sweeping the overnight low/high โ RSI pins to the floor, and within ~16 hours it reverts to the mean. In, out, done. Mostly held overnight.
Anybody looking for a 76% winrate strat? Found one:(The catch: only 27 trades per year). Went looking to refine my own trading system. Walked away with a completely new one โ 76% win rate, 2.2 profit factor โ hidden in the data I only pulled to improve the old one... To go into production as per immediate. Should I signal these on x? thread:
This will be added to a full trading plan, included my intraday setup and this one. Non-correlated and almost never touch eachother. 244 trades in 9 years means it barely trades (~27/yr). A high win rate only matters because the 2.19 profit factor backs it โ winners pay for the losers, and it held across every era, 2020 and 2022 included.
Are people still playing online poker? I guess everyone now has the opportunity to see live win probability using ai as guidance. As a former player, I would only do live poker now. Come to think of it, I would love to do a live tournament again.
@Jacobtradesz Comparing surgery with trading is like saying: Oh shit I lost this patient. Died because I tilted! And that's not the first one this week!
@JKBTrades_@shrederickson@PatternProfits@MinervaCap@Woolten_Fete@dmactrades So I think I am at the point of having the need for obsidian now. The only thing anthropic should fix, is the inability for it to excahnge info between chats. Cowork doesn't even know whatother cowork sessions entail. Just used google drive till now but that has it's limitation.
$GU frontrunned the HTF FVG's today, no entry. Yes, I could add a front run 'safety' in my system, tried it, alreaday in the graveyard. Which is piling up. On to the next. Good to see the indicator doing (almost) exactly what I want to see. Don't need 5 -10 indicators anymore.
In my quest to add more quality to my trading system, I decided to run some ICT concepts on it. Using @claudeai of course, to analyze these massive amounts of data. For example; The weekly price sctructure, power of three. The weekly high and low form on TuesdayโWednesday (the ICT "Judas swing.")
So I tested it. EURUSD, NAS100, GER40. 2017โ2026. ~500 weeks each.
It doesn't.
Weekly LOW clusters Monday. Weekly HIGH clusters Friday.Same on forex and indices.
But here's the part that IS true:
Finalizing this monster project for now. It's my whole trading style in one chart. 9.5 years, 3 markets, frozen rules. What it is: a London-session continuation model. Thread:
Finalizing this monster project for now. It's my whole trading style in one chart. 9.5 years, 3 markets, frozen rules. What it is: a London-session continuation model. Thread:
Ik heb gisteren mijn trading strategy getoetst aan deze post! Maar je kan er ook kanttekeningen bij plaatsen; Namens Claude: Een "3 states"-framework is zelf ook gewoon een strategie โ met precies dezelfde kritiek die het op ICT afvuurt. Regime herkennen is namelijk het moeilijkste deel: live is niet te zien of iets een trend is of een range die er zo uitziet. Pas achteraf is duidelijk dat maandag "trending" was. Verkeerd ingeschat = chop en liquidatie, precies wat ICT verweten wordt.
Bovendien รญs ICT een narratief-model โ HTF bias, draw on liquidity, premium/discount. Dat zonder context toepassen is geen verkeerde toepassing, dat is geen toepassing.
"Strategie is irrelevant, narrative is alles" is een valse tegenstelling: narratief zonder raamwerk betekent geen entry, geen stop, geen herhaalbaarheid. En "narrative" wordt nergens gedefinieerd โ niet meetbaar, niet backtestbaar. Adaptief zijn is niet hetzelfde als een edge hebben.
The structure โ early extreme, then expansion โ is real and market-agnostic. The specific weekday label is folklore. Lesson I keep relearning: measure your beliefs. Most of them are inherited, not verified. The edge is in checking. This potential filter for my system is now burried. Any other bright ideas?
In my quest to add more quality to my trading system, I decided to run some ICT concepts on it. Using @claudeai of course, to analyze these massive amounts of data. For example; The weekly price sctructure, power of three. The weekly high and low form on TuesdayโWednesday (the ICT "Judas swing.")
So I tested it. EURUSD, NAS100, GER40. 2017โ2026. ~500 weeks each.
It doesn't.
Weekly LOW clusters Monday. Weekly HIGH clusters Friday.Same on forex and indices.
But here's the part that IS true:
In a week that closes green, the low forms in the first half of the week ~85% of the time. Manipulation early โ expansion into the week. Power of Three at the weekly scale is real.
It's just Monday. Not Tuesday/Wednesday.