The method in one screen
The opening price is fair. The rush of volume at a session open, or at scheduled news, pushes NQ to an unfair price, and over the next 90 minutes it tends to come back. 1004@00:03:301004@00:04:53
Take one continuation in the direction of the opening candle (38 points target / 25 stop), then trade reversions to fair price on a displacement candle or the stronger break of structure, on the 1-minute, on a candle close. 1004@00:04:311004@00:05:191004@00:06:43
The edge is small, so put one prop account on each entry, each with a static, statistically optimal stop and target for that firm's rules. "If you can follow a bias on prop firms, you're going to make a ton of money." 1004@00:02:491004@00:56:56
He says the strategy has been "pretty much the same for 16 months". The exact per-account optimisation is kept for his paid mentorship. Examples are mostly his recaps and markups, and the payout figures are his claims. 1004@00:52:500915@00:04:56
Learning path
His own advice: paper-trade and backtest in a prop environment first, judge only on large samples (50 evals, 200+ trades), and buy accounts only once the maths says you'll make money. 1004@00:23:570813@00:00:59 Do each phase as read → watch → drill, and move on only when you pass its check.
Setup. NQ 1-minute on TradingView with bar replay (he backtests in FX Replay), Forex Factory for the news calendar, and a spreadsheet for pass rate, payouts and spend. 1004@00:56:140610@00:00:00 No real money until phase 6.
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01Ground rules he repeats
- Trade the bias, not the entry. "If you're on a prop firm, at least use the bias." 1004@00:33:170908@00:05:22
- Optimise for the prop firm, not a live equity curve. Backtesting for an equity curve is the most common mistake people make with his strategy. 1004@00:31:570816@00:01:42
- Static risk and static targets on props. Discretionary stops and targets belong to a personal live account. 1004@00:29:050711@00:06:16
- Optimise the take profit first. The stop is "essentially random": the reciprocal of the target for that account. 1004@00:56:561004@00:57:28
- Simplify "as much as physically possible" for a prop environment. 1004@00:17:51
- Wait for the candle close on displacement and break of structure. 1004@00:18:34
- One account per entry: layer, don't copy. Copying adds variance, not EV. 1004@00:38:520903@00:06:20
- Know the numbers before you spend: pass rate, payout rate, cost per funded account, risk of ruin. 0806@00:11:430927@00:21:19
- Read the firm's whole help centre first; most blown evals are rule violations, not bad trades. 0827@00:01:45
02Market, timeframe & sessions
NQ only, everything on the 1-minute. The 5-minute is only for the high-timeframe bias. On dead sessions he sometimes drops to the 5-minute, or to 5–15-second charts to catch a fast turn. 1004@00:22:491004@00:05:550328@00:26:160920@00:14:31 He trades the first 90 minutes of every session. 1004@00:12:04
| Session | Time (as he states it) | What he does |
|---|---|---|
| Futures reopen | 6 p.m. EST | Continuation, then reversions to 6 p.m. The Sunday open is "even fairer". 0518@00:00:090917@00:00:32 |
| Asia | 8 p.m. → 9:30 p.m. | Continuation, reversions to 8 p.m. or back to 6 p.m. 0518@00:01:180917@00:05:53 |
| London | 3 a.m. | Same idea; he's asleep, so rarely. 0328@00:08:000906@00:15:14 |
| Red-folder news | 8:30 a.m. EST | Expected-news reversion, his A+. 1004@00:12:52 |
| New York AM | 9:30 → 11:00 a.m. | Main session: most trades and the biggest ones. 1004@00:37:220403@00:01:02 |
| Dead zone | 11 a.m. → 2 p.m. | Avoid: "basically no volume". 1004@00:42:100506@00:02:38 |
| New York PM | 2 p.m. | Continuation + reversion, sometimes all the way back to 9:30. 1004@00:42:25 |
| Friday close | from 3 p.m. | Fade the weekend de-risking spike on the first BOS. 0720@00:30:58 |
He lives on the US west coast and often narrates in PST ("11 a.m. … 8 a.m. PST"). 0802@00:21:48 No new entries after 11 a.m.; past 11 only to finish accounts, and then only with the trend. 0601@00:06:090906@00:12:16 His day: trade the AM, lunch, trade the PM, dinner, trade the evening, about three hours each, with research and new firms at midday. 0503@00:04:340927@00:19:28
03Fair pricing theory: choosing the fair price
Only external factors move NQ's fair price: "pretty much just news and session opens". At the open, overnight orders and institutions move the traded price without changing what the companies are worth. 1004@00:02:580601@00:00:11 It is a bias, not a certainty: he talks about a ~1% edge spread over 40 accounts a day. 0823@00:08:200823@00:38:29
| Situation | Fair price |
|---|---|
| Normal session | The opening price; fair "like 95% of the time" on non-news days. 1004@00:03:431004@01:11:10 |
| Precise marking (May version) | The body of the 9:29 candle, as a rectangle across the day. 0506@00:00:34 |
| Open runs straight through a pre-open consolidation | The pre-open consolidation. 1004@01:17:45 |
| Scheduled 8:30 news | The pre-news price (body of the 8:29 candle); it beats the 9:30 open. 0522@00:03:331004@01:01:56 |
| Scheduled news far from forecast | Treat it as unexpected: latest consolidation / pre-open. 0522@00:06:12 |
| Unexpected news (tweet, speech) | The most recent consolidation after it. 1004@00:14:44 |
| Evening | 6 p.m.; Asia's open instead if Asia's first move goes away from 6 p.m. 0917@00:04:270823@00:12:01 |
| Price breaks away with volume and consolidates | Move fair price to the new consolidation. 0725@00:08:140610@00:01:56 |
| Two candidates | Use the middle: "it's a bias, not an exact level". 0610@00:19:440628@00:04:15 |
Adapting fair price (what most people get wrong)
- On days the open doesn't win, don't keep shorting a bull market or buying a dump. That makes it "a little bit discretionary". 1004@00:32:361004@00:32:51
- Three quick losses with price still moving away: "the fair price is up here. I don't know something." Stop. 1004@00:40:32
- 9:30 is not a target after 11 a.m.; from then on it's only a high-timeframe bias. 1004@00:40:58
- Before entering, look for the reason the bias is wrong (usually news). 0702@00:01:440830@00:06:15
High-timeframe bias
- "Just for reversion": invert whatever happened over the previous 6–12 hours (5-minute chart, or 12 hours of 1-minute). 1004@00:04:031004@00:06:01
- Gaps give an easy reversion bias, but there's no "gap must fill" rule. 0823@00:19:220720@00:04:06
- Where the open sits in the overnight range leans the bias: near the bottom → long, near the top → short. 0610@00:13:27
04Entries: displacement and break of structure
- Price sold off below fair. The bias is long, back up to fair price. He doesn't care which way the first move went. 1004@00:04:531004@00:05:02Price rallied above fair. The bias is short, back down to fair price. He doesn't care which way the first move went. 1004@00:04:531004@00:05:02
- Not a displacement. A green candle whose close stays inside the previous red candle doesn't count; "this one only the body is larger. So no displacement". Then another red candle prints. 1004@00:54:421004@01:04:37Not a displacement. A red candle whose close stays inside the previous green candle doesn't count; "this one only the body is larger. So no displacement". Then another green candle prints. 1004@00:54:421004@01:04:37
- Displacement. A green candle with a bigger body than the red one before it that closes above its high. Enter on the close. It must displace the opposite colour. Mostly evaluations, at 38/25. 1004@00:05:191004@00:05:331004@01:09:311004@00:09:37Displacement. A red candle with a bigger body than the green one before it that closes below its low. Enter on the close. It must displace the opposite colour. Mostly evaluations, at 38/25. 1004@00:05:191004@00:05:331004@01:09:311004@00:09:37
- Structure. A wick higher than the candles either side (his "traditional definition", read on tiny 1-minute swings). Several wicks failing at one level is "outstanding structure", the strongest. 1004@00:06:431004@00:55:341004@00:59:10Structure. A wick lower than the candles either side (his "traditional definition", read on tiny 1-minute swings). Several wicks failing at one level is "outstanding structure", the strongest. 1004@00:06:431004@00:55:341004@00:59:10
- Break of structure. A candle closes above that wick: enter. A wick through without a close doesn't count. Slightly more profitable than displacement; he saves funded accounts for it. 1004@00:06:271004@00:09:400610@00:04:00Break of structure. A candle closes below that wick: enter. A wick through without a close doesn't count. Slightly more profitable than displacement; he saves funded accounts for it. 1004@00:06:271004@00:09:400610@00:04:00
Use Next / Previous, the step buttons, or the arrow keys.
- Grades: A+ = reversion bias + short-term continuation + displacement + BOS with a close; A = displacement; B = opposing biases (skip). 0328@00:05:19
- Two candles together can count as displacement; big rejecting wicks make it weak. 1004@01:27:510720@00:10:360809@00:06:44
- After a failed BOS, the second one is usually the better entry. After two losses he waits for BOS rather than displacement. 0830@00:07:580823@00:31:24
- Execution: watch the clock; the second the new minute starts, check the close and send. "There's no thinking." 1004@00:56:241004@00:55:51
- His exceptions: mid-candle entries, "half a displacement", a wick rejecting the other side, limit orders, mostly on evals or to keep enough distance to fair. With few accounts he says don't copy this aggression. 1004@01:21:220906@00:11:041011@00:10:49
05The models: one session
- Mark fair price. The opening price of the session (or the 9:29 body / pre-open consolidation). The opening volume is about to create "an initial unfair move". 1004@00:03:301004@00:03:430506@00:00:34Mark fair price. The opening price of the session (or the 9:29 body / pre-open consolidation). The opening volume is about to create "an initial unfair move". 1004@00:03:301004@00:03:430506@00:00:34
- Opening continuation long. The first candle is green and breaks structure of the candles before it, in line with the high-timeframe bias: buy for 38 points, 25-point stop. If the candle is over 25 points, halve size: 76/50. Only in the first ~5 minutes. 1004@00:04:231004@00:04:311004@00:04:381004@01:27:14Opening continuation short. The first candle is red and breaks structure of the candles before it, in line with the high-timeframe bias: sell for 38 points, 25-point stop. If the candle is over 25 points, halve size: 76/50. Only in the first ~5 minutes. 1004@00:04:231004@00:04:311004@00:04:381004@01:27:14
- The unfair move. Price runs away above fair. Now every trade is a short back to the open, as many times as it moves away. 1004@00:04:531004@00:37:22The unfair move. Price runs away below fair. Now every trade is a long back to the open, as many times as it moves away. 1004@00:04:531004@00:37:22
- First displacement down toward fair: send an evaluation for 38/25. Even with 50 points to fair, an eval only goes for 38, "because 38 is optimal". 1004@00:09:371004@00:39:41First displacement up toward fair: send an evaluation for 38/25. Even with 50 points to fair, an eval only goes for 38, "because 38 is optimal". 1004@00:09:371004@00:39:41
- Break of structure down: a funded account whose optimal target fits the distance to fair (he needs at least 80% of the target before fair). Layer more accounts on later breaks. 1004@00:57:051004@01:19:090725@00:14:14Break of structure up: a funded account whose optimal target fits the distance to fair (he needs at least 80% of the target before fair). Layer more accounts on later breaks. 1004@00:57:051004@01:19:090725@00:14:14
- Back at fair. From here price is "essentially random". Trade it from either side until 11:00; stop after three reversion losses in a row. 1004@00:57:191004@00:37:221004@00:34:32Back at fair. From here price is "essentially random". Trade it from either side until 11:00; stop after three reversion losses in a row. 1004@00:57:191004@00:37:221004@00:34:32
Use Next / Previous, the step buttons, or the arrow keys.
Model 1 · Opening continuation
- Direction: the colour of the first candle (live he even checks the first second), as long as it breaks structure and fits the high-timeframe bias. 1004@00:04:231004@01:26:250823@00:00:56
- Skip it when the opening candle is tiny or indecisive, has a big wick against the direction, or a gap points the other way. 0621@00:03:030809@00:00:41
- Window: usually the first five minutes; if the unfair move hasn't come, it's over. 1004@01:27:140917@00:01:35
- Mostly an evaluation trade. On a news day it can be a continuation and a reversion at once, which makes it strong enough for funded. 1004@01:07:571004@01:08:12
Model 2 · Reversion to fair price
- Trade back toward fair on displacement or BOS for the rest of the window, every time it moves away. 1004@00:04:531004@00:37:22
- When it comes back, there's a displacement "like 95% of the time"; sometimes it reverts in one candle and can't be caught. 1004@00:37:42
- If price trends away and stalls, he still takes a trade in the stall: with the right bias it's slightly profitable. 1004@00:38:42
Model 3 · 2 p.m. session
- 11–2 has no volume, so price can sit at an unfair level. If 2 p.m. opens down, he trades it "all the way back down to 9:30" as continuation + reversion. 1004@00:42:131004@00:42:25
- "If I'm taking like a one to four risk-to-reward, then my bias only needs to be right about 20% of the time." 1004@00:42:46
Model 4 · Pre-open spikes, overnight orders, Friday close
- Volume spikes at 9:05 or 9:25 a.m.: revert toward the consolidation before the spike. 0809@00:02:010913@00:01:10
- When he goes to bed (~9:30 p.m.) he leaves limits at structure in the direction of the high-timeframe bias, toward the morning's 9:30. He admits the entries aren't optimal. 0727@00:07:100924@00:19:19
- Friday from 3 p.m.: fade the weekend de-risking spike on the first BOS. 0720@00:30:58
06News trades
- Pre-news price is fair. Scheduled 8:30 red-folder news (CPI, PPI…) has a forecast and is already priced in, so mark the price before the release (the body of the 8:29 candle). 1004@00:12:521004@00:13:300522@00:03:33Pre-news price is fair. Scheduled 8:30 red-folder news (CPI, PPI…) has a forecast and is already priced in, so mark the price before the release (the body of the 8:29 candle). 1004@00:12:521004@00:13:300522@00:03:33
- The release candle rips up. On expected news the first candle is "100% of the time unfair". Outliers (far from forecast) just keep going and never give a short entry. 1004@00:13:121004@00:29:331004@00:29:43The release candle dumps. On expected news the first candle is "100% of the time unfair". Outliers (far from forecast) just keep going and never give a long entry. 1004@00:13:121004@00:29:331004@00:29:43
- Break of structure short back to the pre-news price. In the CPI example 167 points were available, so he used an account whose optimal target was 175. 1004@00:54:421004@00:55:001004@00:57:12Break of structure long back to the pre-news price. In the CPI example 167 points were available, so he used an account whose optimal target was 175. 1004@00:54:421004@00:55:001004@00:57:12
- Layer. Outstanding structure breaks lower: another account (94 points → 100-point target). Closer to fair, evals at 38/25. 1004@00:59:101004@00:59:211004@01:01:27Layer. Outstanding structure breaks higher: another account (94 points → 100-point target). Closer to fair, evals at 38/25. 1004@00:59:101004@00:59:211004@01:01:27
- The 9:30 open falls straight to the pre-news price. So the open isn't fair today: delete the open line and keep trading to pre-news. (Hold a pre-market trade through 9:30 only at break-even or with a wider stop.) 1004@01:01:561004@01:02:420522@00:04:34The 9:30 open rallies straight to the pre-news price. So the open isn't fair today: delete the open line and keep trading to pre-news. (Hold a pre-market trade through 9:30 only at break-even or with a wider stop.) 1004@01:01:561004@01:02:420522@00:04:34
- From the other side. Below the pre-news price it's still fair, so revert back up to it on displacement or BOS. 1004@01:04:261004@01:04:441004@01:11:22From the other side. Above the pre-news price it's still fair, so revert back down to it on displacement or BOS. 1004@01:04:261004@01:04:441004@01:11:22
Use Next / Previous, the step buttons, or the arrow keys.
- He calls it his highest-win-rate and most profitable trade, risks more on it, and copies it across funded accounts. His first one lost. 0522@00:12:020820@00:05:510720@00:11:39
- He mostly skips the news continuation itself: "an aggressive tactic to pass evaluations quickly". 1004@01:08:51
- FOMC is treated the same when the decision matches the forecast. 0621@00:05:28
- Price is sitting at fair. Nothing is scheduled. 1004@00:14:11Price is sitting at fair. Nothing is scheduled. 1004@00:14:11
- Out of nowhere, a very positive tweet. Price jumps. Unlike expected news, this changes the fair price, so don't revert it to the old level. 1004@00:14:201004@00:14:31Out of nowhere, a very negative tweet. Price dumps. Unlike expected news, this changes the fair price, so don't revert it to the old level. 1004@00:14:201004@00:14:31
- News drift long. Get in as soon as you see it: good news is very slightly more likely to keep drifting up for hours. Give it the largest possible stop. 1004@00:14:581004@00:15:061004@00:16:42News drift short. Get in as soon as you see it: bad news is very slightly more likely to keep drifting down for hours. Give it the largest possible stop. 1004@00:14:581004@00:15:061004@00:16:42
- The consolidation after it is the new fair price: "where the price has stagnated after an unexpected news event". 1004@00:14:441004@00:15:43The consolidation after it is the new fair price: "where the price has stagnated after an unexpected news event". 1004@00:14:441004@00:15:43
- Break of structure up out of the consolidation: another drift long, no profit target. Exit by hand when structure breaks against you on a close. Mostly funded accounts. 1004@00:15:261004@00:18:041004@00:18:24Break of structure down out of the consolidation: another drift short, no profit target. Exit by hand when structure breaks against you on a close. Mostly funded accounts. 1004@00:15:261004@00:18:041004@00:18:24
- If it keeps going, revert it back down to the latest consolidation. Continuations are worse than reversions because you don't know where fair is. 1004@00:15:351004@00:16:23If it keeps going, revert it back up to the latest consolidation. Continuations are worse than reversions because you don't know where fair is. 1004@00:15:351004@00:16:23
Use Next / Previous, the step buttons, or the arrow keys.
07Evening sessions: 6 p.m. and 8 p.m.
- 6 p.m. is fair because the hour-long close lets the market reprice (Sundays even more). One continuation (opening candle, gap and bias), then reversions to 6 p.m. 0518@00:00:090917@00:00:320917@00:01:12
- At 8 p.m. if Asia's first move goes toward 6 p.m., keep 6 p.m. as fair; if it goes away, Asia's open becomes fair. 0917@00:04:270823@00:12:01
- His favourite evening setup: Asia's opening continuation back toward 6 p.m., a continuation and a reversion in one. 0917@00:11:100906@00:13:07
- A 38-point target needs at least 30 points to fair; no trade if price never moves 20 points from the open. 0917@00:03:310917@00:25:05
- Close or go break-even on a 6 p.m. trade when Asia opens, then reassess. Done by 9:30 p.m. 0917@00:03:500823@00:04:070917@00:05:53
08Stops, targets & management
Same dollars, different distance. "The same dollar amount is the most important thing to do on prop firms because it's optimal." 1004@01:06:47
| Bracket (TP / SL, points) | When |
|---|---|
| 38 / 25 | Default eval trade and opening continuation; 1:1.5, about −$500 / +$760 on one NQ contract. 1004@00:09:281004@01:06:02 |
| 76 / 50 | Opening candle over 25 points (half the contracts); volatile news; more room to fair. 1004@00:04:380621@00:05:48 |
| 19 / 12.5 | Only 15–30 points to fair, chop, slow evenings (double the contracts). 0823@00:09:030906@00:06:40 |
| 152 / 100 | Hypothetical, 170 points available, smaller size. 0720@00:20:35 |
| Funded: 25-pt steps | Dashboard target per account (25, 50, 75, 100, 150, 175…); stops mostly 25, 37.5, 50, 75. 1004@00:57:051004@00:59:291004@00:59:39 |
- Never less than 25 points of stop in the New York session (October version). 1004@01:09:52
- 80% rule: to target 100 points he needs at least 80 toward fair (75 "if I'm getting a little bit greedy"); never more than 20% of the target beyond fair, where the bias flips. 1004@01:19:090908@00:06:49
- Eval distance rule: 30–76 points to fair → 38 target; 15–30 → 19; under 15 → no trade (he rejected 14.75). 0823@00:09:430823@00:26:33
- Size from the dollar target: $6,000 with 50 points = 6 contracts, with 100 points = 3. 1004@01:35:21
- No early exits on props: the static plan is higher EV than "what the market is showing". 1004@01:31:000806@00:06:46
- Break-even only around events: a new session opening, news due, or price has wicked fair. 0409@00:06:550823@00:04:071004@01:30:37
- Layering: a new account on each later BOS or displacement while the first trade runs, never while it's in drawdown. 0725@00:14:140920@00:16:37
- He likes accounts "either at profit target or gone", so a losing account trades again for a bigger target. 1004@01:38:58
- Two accounts on one reversion: one targets the full move to fair, the other about halfway, each by its own optimal target. 0705@00:07:16
- The account's dollar target can be reached over one to five trades; what matters is hitting it by the end of the day. 1001@00:18:21
- On a firm's live account he manages differently: break-even and a heavy trail on a continuation. 0713@00:01:24
09Prop-firm maths (his real edge)
Three different jobs. Evaluation: hit +$3,000 before −$2,000 → maximise pass rate. Funded: maximise payout probability × payout size over the account's life. Live: net returns with low ruin. Each needs its own risk-to-reward. 0730@00:24:590915@00:03:181008@00:09:58
| Quantity | His formula / example |
|---|---|
| Pass rate | evals passed ÷ evals bought (3 of 10 = 30%). 0730@00:01:19 |
| Cost per funded | eval price ÷ pass rate (+ activation fee): $100 at 25% = $400. 1004@00:24:250528@00:16:28 |
| Funded EV | average lifetime payouts per funded account (total payouts ÷ accounts). 1004@00:25:060910@00:03:29 |
| Profitable when | funded EV > cost per funded. 1004@00:26:08 |
| Chance an eval pays | pass rate × payout rate (33% × 33% ≈ 10%). 1004@01:14:550813@00:02:40 |
| EV per eval | chance it pays × payout − fee: 30% × $300 − $50 = +$40. 0929@00:06:12 |
| Risk of ruin | (1 − chance an eval pays)evals your bankroll buys: 0.910 with $1,000 of $100 evals. 1004@01:15:360922@00:29:29 |
| Break-even win rate | SL ÷ (TP + SL): 1:1.5 → 40%, 1:2 → 33%. 0929@00:04:510725@00:16:11 |
| Cost per $ of drawdown | cost per funded ÷ drawdown ($750 ÷ $4,500 ≈ $0.17); he wants it under $0.50. 0730@00:04:310730@00:05:03 |
| Live account EV | about its balance for a break-even trader ($10K live ≈ $10K). 1004@00:27:42 |
How to backtest (his procedure)
- Pretend you have 10 evals; same static risk-to-reward on every trade; count passes. Do about 50 evals for a usable pass rate. 1004@00:23:571004@00:26:51
- Cost per funded = eval price ÷ pass rate. 1004@00:24:25
- Pretend 10–50 funded accounts; try different static risk-to-rewards; total payouts ÷ accounts = funded EV; keep the best. 1004@00:25:240915@00:08:08
- Model trailing drawdown, consistency, winning days, payout rules, fees and slippage. 0328@00:31:160903@00:02:27
- Funded EV > cost per funded → "you automatically know your strategy is profitable". 1004@00:26:12
- Account value depends on its state (new, in drawdown, in profit, near payout, after payout); re-optimise risk when it changes. 0915@00:00:450906@00:09:14
- EV is the probability-weighted win minus the probability-weighted loss; judge the decision, not the single result (his poker lesson). 0308@00:05:340308@00:06:08
- Rule of thumb: current SIM funded balances turn into about 0.9× in lifetime payouts. 1001@00:20:00
- Ruin target: under 5% in the interview, under 0.5% in his later channel videos. 1004@01:14:460929@00:22:121008@00:18:06
10Calculator: his formulas on your numbers
Enter your own backtest numbers. Defaults are his illustration (a $100 50K eval, ~33% pass, ~33% payout, $2,000 payout). The maths is his; the inputs are yours. Saved in this browser only.
11Accounts, risk & scaling
- Layer, don't copy: two entries, same exposure, lower variance. In his simulation copying gave a 16.5% chance of a losing year against effectively zero for separate attempts. 1004@00:38:520903@00:05:17
- Copy threshold: not below roughly $10K–$50K a month (the figure changes by video); he copies only the strongest news reversions. 0906@00:02:130606@00:07:500720@00:12:01
- Final eval day: don't copy or layer; save it for BOS, and don't risk the whole remaining drawdown on the last trade. 0924@00:12:170924@00:04:41
- Live transitions: keep the SIM balance below what the live account would be worth (trade between $13–14K when live gives $15K). 1004@00:47:081006@00:07:37
- Live bonuses: once a live account hits its bonus threshold, stop trading it until the bonus lands. 1004@00:50:47
- New firms are "a little gold mine": one account, take the payout, then reinvest into about five. 1004@00:47:48
- Tilt: never on a funded account near payout; if you must, put the same money into fresh evals. 1004@00:35:410625@00:05:44
- Sizing: by the account and its rules, not by confidence. At 50% wins, four losses in a row in 100 trades is very likely, so −$500 on a $2,000 drawdown is dangerous. 0702@00:05:140813@00:01:400820@00:10:34
- Don't put every account at risk on the same day; use different strategies and risk-to-reward on evals and funded accounts. 0717@00:05:530717@00:06:01
- Firm choice (his April tier list): S = Tradeify, Lucid, Topstep. Watch intraday trailing drawdown: a trade that nearly hits target and comes back to entry can blow the account. Policies change; check the current rules. 0412@00:22:320412@00:15:04
- Diversify firms against rule changes, bans and non-payment. 0827@00:12:200806@00:10:14
His scaling roadmap
Phase 1
First payout → $10K/mo
One or two firms, 50K accounts, repeat what produced the first payout. 0606@00:02:010927@00:17:28
Phase 2
$10–30K/mo
10–20 funded accounts on 4–6 firms; journal and reinvest. 0606@00:03:071008@00:15:08
Phase 3
$30–100K/mo
5–10 firms, five 150Ks per firm; payouts ≈ 3–3.5× spend. 0606@00:10:051008@00:11:45
At scale he optimises dollars per month rather than return per attempt, and accepts weaker entries for speed. 0922@00:04:281006@00:06:22
12When he does not trade
- Three reversion losses in a row in one session → done for that session. 1004@00:34:321004@00:40:12
- Smaller bankroll (11 Oct): two failed displacement entries → wait for BOS or a trend switch; two failed BOS → stop. 1011@00:02:441011@00:05:24
- After 11 a.m. or 9:30 p.m., and in the 11–2 dead zone. 1004@00:37:220917@00:05:530506@00:02:38
- Price already at fair, too little distance, or no qualifying displacement or BOS. 0720@00:08:310610@00:08:57
- During speeches or tweets, or just before 9:45/10 a.m. news. 1004@01:36:410328@00:28:33
- At all-time highs reversion works worse: longs back to highs only on evals; shorts only after a confirmed BOS down. 1011@00:05:321011@00:06:26
- Trend days that don't revert: accept getting through fewer accounts, don't chase. 1004b@00:02:48
- A daily profit target and a hard daily loss limit for every account, set before opening the chart; hit either → done for the day. 0418@00:02:300418@00:02:59
- One trade per account per day in his $10K model: if the winning-day attempt loses, wait until tomorrow. 0510@00:07:58
13Trade checklist
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14Changes over time & gaps
| Topic | Earlier | Oct 2026 interview |
|---|---|---|
| Continuation window | 10–15 minutes 0601@00:08:310615@00:06:20 | Usually the first 5 minutes 1004@01:27:14 |
| Stop rule | 3–4 trades max; later "don't stop after three losses" 0328@00:03:080813@00:02:19 | 3 reversion losses in a row per session 1004@00:34:32 |
| Minimum NY stop | 12.5-point brackets in chop 0823@00:09:12 | Never under 25 points 1004@01:09:52 |
| Fair-price mark | Body of the 9:29 candle 0506@00:00:34 | Opening price / pre-open consolidation 1004@01:17:45 |
| 50/75 bracket | For 150K accounts 0403@00:02:52 | For an opening candle over 25 points 1004@00:04:38 |
| Copy-trading | Copied 5 funded (Apr); "never copy funded" (Jul) 0409@00:00:190730@00:23:51 | Only the strongest news setups 1004@01:05:27 |
| Ruin target | Under 0.5% (Aug–Oct channel) 0827@00:07:09 | Under 5% 1004@01:14:46 |
| News continuation | Took FOMC continuations 0621@00:05:39 | Mostly avoids it 1004@01:08:51 |
| Displacement | Body only (Jul); size + few wicks (Mar) 0725@00:06:180328@00:11:47 | Bigger body + close beyond the wick 1004@00:05:19 |
- The biggest gap is the optimisation itself. The dashboard that sets each account's target and stop is never shown; he says it simulates millions of combinations per firm and account state and keeps it for ~200–250 mentorship clients. 0915@00:02:480915@00:04:56
- Many recaps are "would/could" markups, and he admits forgetting fills. 0823@00:40:380628@00:12:27
- No independent record of his win rate: claims run from 41% to 67% depending on sample and risk-to-reward. 0816@00:18:330610@00:47:500725@00:26:49
Where more lives: his paid mentorship (per-firm settings, dashboard), free tools he has shown (a firm-comparison calculator, a Monte Carlo, a prop "business calculator" sheet) and a free Discord. 0528@00:15:550617@00:00:310522@00:12:28 None of these are covered here.
15Sources
Citation codes are the upload date (MMDD). 1004 is the Chart Fanatics interview; 1004b is his own video from the same day. Every code on this page links to the timestamp.
| Code | Video | Why it's worth watching |
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