Marco Playbook

01Summary

Learning path

A suggested study sequence built from the cited lessons. The drills and readiness criteria below are editorial exercises; they are not a quoted course or a profitability test.

02Ground rules

• Direction before entry. If the higher timeframes do not make sense, do not search the lower timeframes for a trade. 20251018 01:35
• The market must demonstrate liquidity. He looks for price respecting a previous high/low and moving away. He does not label every isolated swing a usable liquidity pool. 20260721 04:24
• Identify who entered, then who was trapped. His edge is waiting for the early traders to be stopped; first he needs evidence that they entered. 20251104 44:03
• Liquidity first, liquidity blocks second. An LB supplies an entry/stop area; it is not a standalone reason to trade. 20260310 03:45
• A real target must remain intact. A familiar entry shape with no opposing liquidity target is insufficient. 20260721 10:54
• Missing the move is acceptable. A directional idea does not oblige an entry. He describes waiting through Thursday and using the same liquidity on Friday. 20260721 07:13 20260721 14:35
• Study and apply repeatedly. He recommends revisiting the material, replay practice, then live testing; showing up does not mean trading every day. 20260203b 01:01 20260203b 02:14 20260203b 06:01

03Timeframes and daily bias

Choosing the execution timeframe: if a chart is too squeezed to read, drop one timeframe (15m → 5m → 1m) until the price action opens up. Seconds charts are only for opening up a squeezed 1-minute; he would never sit on them for a session. 20260930 00:29 20260930 00:15

His daily-bias checklist is: check news; read daily/4H/1H; mark liquidity; ask whether a trap is occurring and who is induced; then review Asia and London before framing New York. He describes arriving around 8:00 a.m. New York time. 20251018 00:50 20251018 02:21 20251018 02:51 20251018 04:38 20251018 10:55

A previous-day sweep is context, not an automatic reversal signal. PDH/PDL must be paired with his liquidity reading: a prior day's extreme that already swept liquidity may act as an LB and need not be swept again. 20260806 02:20 20260806 06:32

04Reading liquidity and inducement

Respect, move away, then sweep

A high that returns to a left-side high, respects it and moves away tells Marco that sellers entered there. The area above becomes potential seller-stop liquidity. Invert this for lows and buyers. A high that never interacted with that left-side area may not warrant a line. 20260721 04:24

He interprets a high being taken as buyers being induced; a low being taken as sellers being induced. The next question is where those traders can be trapped, not whether the break itself is a signal to follow. 20251018 03:13 20260806 04:49

Engineered liquidity

For a bullish DaVinci, price approaches the intended highs, respects them and retraces. Marco reads the reaction as sellers entering and leaving liquidity above. This is the required engineered-liquidity step; without it, he says it is not a DaVinci. A red-box reaction is therefore something he expects to be a pullback within that particular narrative. 20260712a 05:00 20260712a 07:44

Outside the DaVinci, his October 2026 "Liquidity Mastery" video gives the general version: once buyers have been induced (highs taken), any reactions at the intact lows below are a trap, and those false reactions are the engineered liquidity that later gets run. The read is conditional ("if there's reactions to the low, deem them to be a trap"); sometimes price just takes the low without reacting. 20261001 15:52 20261001 16:18 20261001 19:35

Lows left intact are a hint, not a buy zone. When a rally leaves lows intact, he reads them as "breadcrumbs" that price may hunt later, and he sees no high-probability longs on the way up: for a long he wants price below the marked low first. A big rejection wick above intact lows is "very fake", only inducing buyers. 20261001 03:22 20261001 04:01 20261001 14:39

After a level is taken, wait. Let price build liquidity again (a new inducement and trap) before the next entry. If it takes the next low without a trap forming, wait for another trap. A setup can take days: in his EURUSD example price traded above the swept high for six days before selling off. "Don't forget about your initial analysis." 20261001 15:13 20261001 19:49 20261001 10:45 20261001 12:50

These are conditional readings. In a live losing session he expected a bullish reversal, but the market kept falling and the lower-timeframe confirmation never appeared. The eventual move can disprove the narrative. 20251106 01:14:00 20251106 01:23:25

He himself calls the "no liquidity left" explanation a theoretical story that helps him read the chart, not knowledge of how order flow or algorithms actually work. He also says he cannot know how much liquidity must be swept before a reversal; he stacks his confluences and executes without certainty. 20260219 38:52 20260326 28:15

His April 2026 summary: "my edge in the market is trading after liquidity has been taken." He calls an inducement high/low "just a level of internal liquidity". 20260417b 20:58 20260417b 25:13

In one sentence: when selling, he wants early sellers taken out first; when buying, early buyers. He catches only the move back, none of the earlier legs. 20260314 00:00 20260314 00:08

Internal and external

He commonly uses a sweep of internal liquidity for entry and external liquidity for the target. The higher-timeframe context determines whether that external sweep offers a reversal or merely another reaction. 20250803a 27:53

Find the actual trap, not a memorised swing

His September 2026 clarification matters: after a new internal trap forms, the relevant low can be above the old structural low. Waiting mechanically for that deepest structural low may miss the valid setup. If no new trap forms, the older low may still matter. Ask where the buyers actually entered. 20260917 01:21 20260917 03:29 20260917 07:48

05Liquidity blocks and stops

A simple bearish LB is a high that swept a prior high; the bullish inverse is a low that swept a prior low. His fuller description includes the induce-and-trap sequence around that sweep. He treats the resulting extreme as having already cleared the relevant liquidity and uses it as the invalidation anchor. 20251115 02:30 20260310 00:44 20260310 02:14

For a long, the stop covers the LB low; for a short, the stop covers the LB high. The internal liquidity level being swept is the trigger, while the block's extreme is the stop anchor. Moving the stop to an arbitrary nearby candle changes the setup. 20260310 05:03 20260310 07:11

In the first Chart Fanatics interview he describes a futures buffer of a tick or two, versus more room for forex spreads and differing feeds. Those are examples from his execution context, not a fixed buffer for every instrument. 20250803a 01:08:51

A block is never enough on its own. "Liquidity is always the priority"; LBs must be paired with liquidity, and hunting blocks everywhere finds many that fail. In April 2026 he restates that an LB needs direction, a target and trapped traders, and he rejects "strong/weak liquidity block" labels as not his framework. When two candidate blocks exist, the liquidity associated with each decides which matters. An initial reaction from a block is not permanent protection either: it can react, then fail as further traders are induced and trapped. 20260207 00:14 20260409 01:12:34 20260409 01:16:06 20260312a 19:27 20260219 01:01:05

A block can be a direct entry or just a point of interest. If its width would ruin the RR, he waits for a reaction and a lower-timeframe confirmation inside it. 20260409 37:50

If the block is too wide, he can wait for a smaller-timeframe setup or refine a legitimate block. He says he performs best with at least 1:3 potential reward/risk. This is a setup-selection preference; targets still come from liquidity rather than an arbitrary 3R line. 20260712a 35:09 20260712a 36:24 20260124 08:31

06The DaVinci sequence

The bullish sequence below combines his July 2026 explanation with the dedicated entry lesson. Reverse high/low and buy/sell for the bearish case.

1. Read the higher-timeframe story. There must be a reason for price to travel upward and an identified liquidity target. 20260712a 26:01
2. Take something from the left. In his bullish diagram, price runs an old low. 20260712a 03:56
3. Engineer liquidity at the highs. Price respects the intended target-side highs and pulls back. This activates the named DaVinci model. 20260712a 05:00 20260712a 07:44
4. Let early buyers enter. The pullback structure induces buyers; locate the low whose sweep will trap them. 20260712a 13:25
5. Check the block and target. A usable LB must sit below the entry liquidity, and the upside target must remain. 20251115 04:39 20260721 10:54
6. Enter on the relevant low's sweep. In the direct version, he buys as that liquidity is taken; the stop covers the left-side LB. 20260712a 14:07 20260712a 16:23
7. Manage toward liquidity. Use intermediate highs for management if planned, and the intended external/engineered highs as targets. 20260712a 16:48 20260712a 58:46

Do not treat this as a fixed silhouette. The location of the trap and presence of a target are essential. The extreme low need not be revisited if a valid internal trap has formed above it. 20260917 06:37

07Two entry types

“Confirmation” here means his liquidity sequence, not an imported RSI, FVG or engulfing-candle requirement. He specifically discourages unnecessary refinement of the direct entry. 20260712a 14:07

Order type is contextual. The first interview describes a market-execution habit; later teaching and overnight examples use limits when he cannot watch. Neither statement supports an always-market or always-limit rule. 20250803a 46:40 20260712a 57:58 20260806 09:32

08Continuations and additional entries

For a bearish continuation, Marco first wants downside liquidity to target. Price reacts upward from those lows without clearing them, engineering more liquidity below. He then waits for the appropriate seller-liquidity high to be swept, with a usable LB above. Selling the first small high merely because it breaks is not enough when more liquidity sits just above it. 20251130 04:25 20251130 05:36 20251130 07:24

He warns against tightening the stop out of fear during the first pullback: price may induce traders again before continuing. The original block, not an arbitrary inner swing, remains the invalidation reference until a planned management event occurs. 20251130 09:02

Additional entries need their own liquidity build-up and block, while the original target remains intact. His USDCAD example has an overnight limit short and a later New York short. It is not permission to add mechanically to a losing position. The source gives no universal aggregate-risk formula for stacking. 20260505 05:44 20260505 06:22 20260505 08:15

09The 10:00 reversal and candle model

10:00 a.m. New York: timing, then entry

In the dedicated model, he marks the 6:00–10:00 a.m. New York 4H candle. With a bullish narrative, the new candle must trade below that previous 4H low before longs become active. He explicitly says the sweep provides timing; it is not an automatic buy. A proper LB entry is still required. The previous 4H high is one systematic target option; other liquidity levels can supply further targets. 20260210b 01:43 20260210b 02:25 20260210b 05:43 20260210b 08:18

This is a specific model he teaches, not a rule that every trade in the archive starts at 10:00. Times here are New York local time; his lesson's candle boundaries must be matched to the chart being used.

Time-based liquidity and candle closes

In April 2026 he names time-based liquidity: a 9:43 high did not turn price, but once the 9:45 15-minute candle closed, its high was swept and became the hourly high. He defines it through candle closes and ties 10:00 to his 4H close. A time sweep alone was still not enough for him to enter. 20260409 01:00:44 20260409 01:11:30 20260409 01:04:50

He gives the candle-close times as 9, 1, 5 and 9 for forex, an hour later for futures. His rule for close-based entries: "The only time I'm ever taking candle closure kind of entries is when it aligns with time perfectly." Examples:

• A prior-day NQ short entered on a 15m close, with the same LB stop a refined entry would have used. 20260219 01:02:34
• A 1m close entry he calls "not a favourite", which lost. 20260305 56:41

20260630a 01:05:31 20260623 18:21

10:30 appears as a conditional continuation window (roughly 10:20–10:40), useful only if the session is going to keep the direction. 20260319a 01:20:33 20260423 01:27:42

Four-candle teaching diagram

1. Candle 1 establishes a low.
2. Candle 2 sweeps that low and closes back up, forming the LB on the lower timeframe.
3. Candle 3 leaves a higher low and closes bullish.
4. A later candle sweeps candle 3's low: entry is in the area above the LB, with the stop beneath the LB low. If the low is only respected, he does not take the illustrated entry. 20260324 01:37 20260324 02:03 20260324 02:14 20260324 04:58

Candle colour is not the central criterion. His later bearish example shifts the numbering, so remember the sequence—sweep/block, fresh liquidity, subsequent sweep—not the numeral attached to a candle. The lesson deliberately sets bias aside; the entry diagram does not replace the directional work. 20260324 00:44 20260324 07:48

10Targets and management

Targets come from the chart

He rejects taking profits at a fixed R multiple merely because the position tool displays it. Partial and final targets should be technical liquidity levels. A 1:3 minimum setup preference and a liquidity-based exit can coexist. 20260117 01:38 20260117 03:14 20260712a 36:24

Intermediate liquidity can be a management point, while an external/HTF pool remains the final target. He repeatedly discusses rolling the stop or taking a partial when meaningful opposing liquidity is reached. 20260124 06:21 20260505 09:00

Break-even is not one fixed rule

In the 2025 interview he prefers structural trailing and says he is not a fan of break-even unless he has partialed or closed most of the trade. In that same session he nevertheless moves to BE while substantially in profit. The 2026 DaVinci interview gives taking some highs as the BE event. Preserve the context rather than inventing a universal number of ticks or R. 20250803a 32:53 20250803a 33:14 20250803a 01:39:19 20260712a 01:03:43

The 2026 streams confirm that BE follows chart behaviour, not a milestone:

• He rejects an automatic BE at 3R.
• Intact lower-timeframe highs can make tightening a short's stop premature.
• A fixed 1:1/1:2 or dollar figure is not his trigger.

20260219 01:32:10 20260219 01:38:10 20260326 43:32

In April 2026 the event is spelled out: after an intervening structural high/low is taken, he removes risk (BE) or pays a partial, then keeps the final liquidity target. 20260421a 01:18:11

Other versions of the rule:

• Open-spike entries: they should move quickly; otherwise the highs may be revisited. 20260326 40:15
• Some extreme entries: he runs them "either stop-loss or take profit", with no management. 20260623 01:08:20

Partial size varies

The earlier interview describes 50–70% at one example's LTF target. The later interview prefers holding full/majority volume and describes 20–25% partials. Another stream describes taking 80–90% at a major target. These are documented variations, not a single fixed allocation rule. 20250803a 47:23 20260712a 59:17 20251104 01:01:16

The spring 2026 streams add more variations:

• 30/40/50% partials: illustrated at a structural sweep. 20260421a 01:18:11
• No full size to a 1:11: in March he says he won't hold full volume to a gold short's plotted 1:11. Multiple targets are "healthier", and a plotted RR is not a realised RR once size has come off. 20260312a 53:07
• 50% on the June NQ swing longs. 20260630a 47:31

The July interview's "hold majority, partial 20–25%" is his latest stated preference, not his constant practice.

He does insist on paying at the predetermined target. Refusing to take profit there is greed; taking profit because the floating P&L looks attractive is not a plan. 20260421a 01:13:01 20260312a 41:41

A stopped trade does not automatically invite another entry

He allows re-entry if new early traders form and are trapped while the target remains. In a losing session he also says a second chance is situational and inappropriate if direction is wrong. Reassess both context and entry evidence. 20260712a 22:09 20251106 01:21:31

11Risk, sizing and prop accounts

The archive does not establish one immutable risk-per-trade percentage. One stream describes roughly 1% available daily risk; another reports a −1% day after two losses on 50K accounts. The later DaVinci interview describes a fixed daily dollar amount without giving it. Treat the figures as his stated examples, not a sizing prescription. 20251104 01:04:29 20251106 01:16:36 20251106 01:26:22 20260712a 19:43

A later stream supplies a more precise, different example: he says he copies ten $100K futures accounts, usually risking $100–300 per account (0.1–0.3% of nominal balance), with a $500-per-account daily cap. These May 2026 numbers should not be merged with the earlier 50K/1% examples into a timeless rule. Nominal account size and actual permitted drawdown are different quantities. 20260527a 01:40:50 20260527a 01:46:02

Spring 2026 figures (all self-reported, all dated):

For NQ he spells out the arithmetic: 100 ticks is $50 per micro. A 230-tick stop with two micros risks $230. 20260326 01:03:38

He normally requires at least 1:3, but says trades below that happen "very rarely", so it is not an absolute ban. 20260420 59:36

Counter-bias trades (short-term trades against his overall bias) get smaller size and faster stop management. Trades aligned across higher and lower timeframes get more size and more room. No fixed multiplier is given. 20260319a 01:13:02 20260423 47:49 20260421a 20:51

He prefers end-of-day drawdown accounts and says intraday trailing drawdown doesn't fit his system. 20260312a 01:22:55

For beginners with several funded accounts, his advice is to trade them individually until one produces a payout; copying too early only speeds up losses. 20260421a 01:36:51

He sometimes reduces size for imperfect conditions, uses a small initial position at a wide-stop extreme, and only adds if a lower-timeframe entry forms. He explicitly discourages beginners from copying his dynamic sizing. 20251104 58:56 20251104 01:23:09 20251106 49:08

He describes monitoring the mini contract's chart and executing micros. Some reported P&L is summed across copied accounts; a five-account total is not the return of one position in one account. 20251106 42:31 20260217b 57:29 20260217b 01:00:01

In his learning roadmap, he advocates starting with smaller prop accounts and using payouts to grow. This records his advice in that video; the playbook does not evaluate vendors, current fees or current account rules. His futures holding restrictions describe the accounts he used at the time. 20260203b 08:45 20260203b 09:35 20250515 11:34

12When he stays out

• No clear HTF narrative or opposing target: do not force a lower-timeframe pattern. 20251018 01:35 20260721 10:54

• Before a scheduled release: he checks news first and describes waiting until after it. The examples mention minutes after release, not a universal safe delay. 20251018 00:50 20250803a 01:07:20

• Before the index stock open: he describes avoiding this 80–90% of the time and treats the open like an event. This is a strong preference with exceptions, not an absolute. 20250515 17:14

• London has already made the large move: New York may only consolidate. His bias can be “don't trade.” 20251018 09:35

• Expected inside day after expansion: he may stand aside or reduce risk instead of forcing small moves within the prior range. 20260707 02:43

• Between the marked liquidity boundaries: he treats this as noise until the relevant side is taken. 20260721 11:58

• After buyers have been induced and trapped: further shorts become lower probability, even when an older low remains untaken. Invert for sellers. His September lesson frames this as a participation filter, not proof price cannot continue. 20260924 03:29 20260924 04:21 20260924 13:11

• After the planned loss limit: stop when the personal plan says to stop; he gives both one-loss and two-loss examples. No single daily trade count is established. 20260217b 01:11:15 20260217b 01:18:29

• At all-time highs: with no historical price action above, he has no liquidity to read, so he won't buy unseen prices or short the top. This is his own filter; he doesn't claim other systems can't profit there. He estimates that trading NQ/ES at all-time highs would drop his win rate to about 30–35%, and that he would lack confidence in his analysis there. He expects slow, rangy weeks after the high is taken, while the market "engineers" new liquidity. 20260420 19:49 20260423 19:58 20260417b 13:21 20260427b 01:04:17 20260417b 43:34

• Inside the previous day's range: the daily chart alone "tells me not to trade", because a day inside yesterday's high and low is most likely rangy. His exception: if the prior day's low is run and a reaction forms, a long is possible. 20260513a 48:10 20260513a 48:36

• Just after a higher-timeframe target is swept: a run and pullback give too little information. He waits for a range and fresh liquidity to build. 20260330a 20:13

• Inside a huge prior daily candle: he expects a range and warns against dropping to the 1m to force entries. His "80–90%" figure here comes without data. 20260409 01:32:58 20260409 01:38:27

• When both sides have a problem: e.g. buying after a high sweep while a short would fight the HTF bias. He stays out. 20260421a 01:10:14

• When his bias keeps flipping on lower timeframes: that means the HTF read isn't confident, so he pumps the brakes. A trade without his setup is "pure guess". 20260223 01:41:50 20260223 01:25:13

• Selling straight after an HTF low is swept: lower probability. He buys below old lows and sells above old highs, and liquidity has to rebuild first. 20260309 01:22:01

• News wicks: a news spike into a liquidity block can make sense afterwards, but he calls catching it live "completely unrealistic" and not a clean entry. 20261001 07:32 20261001 18:35

• Red-folder news: no fresh entry minutes before a release, even if the later reaction works. He is cautious the day before NFP and tells new traders not to trade NFP at all. 20260421a 01:00:05 20260305 36:18

• Bank holidays and poor sleep: low volume and a poor state are reasons to skip, especially on funded accounts. 20260618b 01:44:24 20260409 31:13

• Loss limits: his clip on this: if the first trade loses, shut the chart; later maybe a two-loss limit. "Very very rarely" does he trade after two losses. He also rejects four trades in one day for himself. 20250905 00:16 20250905 00:40 20260330a 01:47:53

• Daily risk cap as the success measure: his example cap is 1.5%. A −1.2% day followed the plan; a −1.8% or −2% day means "something's wrong", whatever the trade count. 20260224a 01:11:09

He largely trades New York for indices, but explicitly makes HTF and overnight forex/CFD exceptions. Do not carry the intraday session preference into every swing example. 20260721 10:21 20251104 46:34

13Worked examples, including losses

NQ long — Chart Fanatics foundations episode

He describes the stock-open liquidity trap and a 10:00 4H-close spike into his buy area, then adds only when a further low is taken. Stops are rolled as the chart develops; most of the position is closed into the intended highs. He reports approximately $1,600 per account across four accounts, around $6,400 total; caption wording is ambiguous. Watch the trade rather than treating those prices or returns as a template. 20250803a 01:23:36 20250803a 01:30:20 20250803a 01:47:36 20250803a 01:48:33

NQ then gold — a losing day

He tries a small NQ extreme long with a wide stop, intending to add on confirmation. The confirmation never comes, so he does not add. He exits the failing idea, later takes a smaller gold long and is stopped quickly, reporting a −1% day. This is a useful companion to the ideal diagrams: correct-looking context can fail, and losses must remain losses. 20251106 46:52 20251106 01:14:00 20251106 01:15:17 20251106 01:16:36

YM short — the liquidity block that failed (Jan 2026)

He took an early HTF YM short, with the stop above a high he read as a liquidity block. Beforehand he had said a deeper spike would give the better extreme entry, or else he'd wait for confirmation; he took neither. Price spiked the high, stopped him out, then ran to his target. He reports −$1,100 on futures that day, his third futures loss in a row: "Not every single liquidity block is going to be 100%." 20260129 24:40 20260129 44:48

NQ shorts — two losses before NFP (Mar 2026)

The HTF read was unclear: highs and lows were both intact and his confidence was low. He traded intraday reactions anyway, at reduced enthusiasm:

• First short: a 1m candle-close entry, which he calls not a favourite. Stopped within about a minute.
• Second short: at the 10:00 4H candle, declared the last trade of the day, then closed manually.

He reports just under 1% down across his accounts and stops for the day. His "$350 across all accounts" and "$800 on all accounts" can't be reconciled into one aggregate figure. 20260305 21:13 20260305 56:32 20260305 01:16:16 20260305 01:21:16

YM counter-bias short and a pre-10:00 long — small planned losses (Apr 2026)

• Counter-bias YM short (Apr 23): after the 4H/10:00 highs were taken, a direct left-side short targeting Monday's low, with three micros and under $200 risk per $100K account. It was labelled counter-bias and sized down. It stopped out, and he admits the bullish HTF left those lows intact. 20260423 01:18:30 20260423 01:26:12 20260423 01:33:05
• YM long (Apr 16): one contract before 10:00 because the stop was tiny (about $150 risk). "Am I breaking rules? No, but the probability isn't too great." Stopped for −$168. 20260416 01:02:21 20260416 01:11:49

Two NQ break-evens and an open counter-bias long (Feb–Mar 2026)

• Feb 19, two NQ shorts: both moved to BE once the chart justified it. He calls the session two BEs while reporting +$125 in total. 20260219 01:26:07 20260219 02:08:14
• Mar 19, one-micro counter-bias MNQ long at the stock open: $80 risk per account, protected at BE after highs were taken. It was still open at the end of the stream, so no result exists in the source. 20260319a 31:08 20260319a 48:20 20260319a 01:41:08

USDCAD — two separately justified shorts

An overnight limit uses liquidity under an LB with a downside target. A later New York entry is justified by newly built liquidity and a still-intact target. Each entry has its own stop reference; the later trade is not justified by the earlier position alone. 20260505 02:31 20260505 06:22

NQ short then long — an advanced exception

His “ping pong” breakdown trades the opening trap leg down, then the reversal after the lows are swept and upside liquidity remains. He acknowledges the initial short's lower-probability context and says days like this are uncommon. This example should not replace the simpler directional filter with a requirement to trade both ways. 20260428 01:01 20260428 06:13 20260428 07:50 20260428 08:46

Gold overnight — limits and management discretion

He describes a prior break-even exit, then a fresh overnight limit with the same broad bearish thesis. He says he would have managed risk when intermediate lows were taken, but he was asleep; later he closed some profit with the rest open. The distinction between a stated management preference and what actually happened matters. 20260806 07:45 20260806 09:32 20260806 13:48

14Routine and psychology

His learning sequence is study, replay/backtest, live test, review and repeat. He stresses restudying the same material as understanding grows. A checklist can help when hesitation prevents execution of an otherwise planned setup. 20260203b 01:01 20260203b 02:14 20260203b 03:02 20260203b 04:49

He describes one to three trades per week as potentially enough in his roadmap, while the streams include more active sessions. Quality and consistent study are the recurring message; a weekly quota is not established. 20260203b 07:33 20260428 00:11

He actively trades only the New York session, "never actively… Asia or London". Higher-timeframe CFD entries are taken from his phone when an alert fires. He names Tuesday to Thursday as his best days. 20260427b 01:00:30 20260427b 01:28:50

In 2026 he puts his frequency at about 1–3 trades a week, 8–12 a month across futures and CFDs. He says "90% of my trading" is setting alerts at the levels and walking away. 20260406a 57:12 20260623 01:33:07

Being right about direction is not a trade. He recalls forecasting a whole NQ leg and catching only one entry. On other streams gold and NQ move as he called them, and he still takes nothing because his entry never forms. 20260420 18:07 20260618b 55:43

His written plan should set trade and risk limits, hours and instruments. A rule-following loss can be a good process day, while a profitable rule break is dangerous reinforcement. He recommends mastering one model across instruments and timeframes; his most-used continuation model may be the only one to focus on. 20260330a 01:49:20 20260326 01:40:25

In a live losing day, he asks whether the trade followed the plan, accepts being wrong, and warns against revenge trading. In the continuation lesson, he warns against moving a stop simply because the pullback feels uncomfortable. 20251106 01:05:39 20251106 01:22:25 20251130 09:02

15Contradictions and unresolved details

Sources for management, risk and execution appear in their sections above. For the candle-close distinction, compare the direct-entry Q&A with his later four-candle model. 20251104 40:30 20260324 01:37

Not established by this reconstruction: audited profitability; a dependable win rate; drawdown distribution; spread/slippage sensitivity; reproducible numerical definitions of “respects,” a sufficient build-up, or a qualifying trap; and proof that two independent readers will mark the same levels.

Some early Inter Equity videos have an unnamed or uncertain speaker. Their claims stay in the source notes and are not attributed to Marco merely because they appeared on the channel. The advertised 75% replay win rate in the April 2025 video, for example, is not evidence of Marco's live win rate. 20250408 43:52

The July interview's high-R claims and reported trade P&L are anecdotes, not performance validation. 20260712a 08:34

His own stated win rate in January 2026 is 40–60%, with stretches in the 30s. He calls the method systematic but discretionary, so strike rate varies by trader. That figure sits uneasily with the "incredible" DaVinci win rate claimed in the July interview; neither is verified. 20260129 32:39 20260129 45:07 20260712a 19:58

16Further study and glossary

His foundations interview and DaVinci follow-up are the strongest starting pair. Follow with the dedicated LB lesson, two-entry lesson, daily-bias checklist and September trap-location clarification. The Training the Eyes series provides replay examples; he calls it especially useful for technical study. 20260712a 03:08 20260217b 01:41:32

Private/community material is mentioned in the archive, but was not accessed. Videos without captions are listed in the coverage report. Their content has not been reconstructed or used to fill gaps.

Trade review checklist

A review aid for the DaVinci / liquidity-entry workflow. Choose a model and management plan first; the sources contain exceptions. Checking these boxes records your review—it does not validate a setup or predict its outcome.

Review each condition against your chart and written plan.

Source library

268 downloaded videos; 268 represented in notes; 0 full reviews pending. The guide draws on reviewed material. An attribution caveat flags uncertainty described in a note's format line; consult the notes for co-host and ASR details.

50 selected IDs have no local transcript; 50 of those appear in the unavailable-caption log. Per-video notes and the full written guide are in the project folder.