– The speaker returns after travel (road trips up/down the U.S.), is a bit sick, and gives a focused December NASDAQ mini futures review for Nov 11—brief because of limited time/energy and upcoming teaching sessions with his sons.
– Market read: price has respected higher‑timeframe weekly/daily volume imbalances, fair value gaps (FVGs), and order blocks; recent action shows a bullish bias as price reclaimed imbalance areas but stalled at upper bounds.
– Methodology emphasized: read price from higher to lower timeframes, measure PD arrays by premium/discount sensitivity and “consequent encroachment,” and use those zones to define bias (defend upper half = bullish; defend lower half = bearish).
– Practical rules highlighted: use 30‑minute opening ranges (not 15‑minute) to identify displacement and the first‑presented fair value gap—especially for the London open (1:30–2:00 AM ET) and equity open (9:30–10:00 AM ET); New York “kill zone” is treated differently (7:00–9/10:00 AM ET) because it covers many instruments.
– Trade setups: look for engineered liquidity, false breakouts (his “turtle soup” concept), inversion FVGs after buy/sell liquidity raids, and time‑based, rule‑driven occurrences that algorithms reliably reproduce.
– Practical advice and tone: study the longer, detailed content rather than short clips, follow the specific rules he teaches, manage risk/take profits (he points to prior warnings on ENQ, Bitcoin, gold), and remember these setups are probabilistic, not perfect.
– He reiterates ownership of these methods, frustration with misrepresentations by others, and that his aim is to protect traders and teach durable, repeatable rules.
– Negativity and toxic influences drain energy and slow progress; filter them out and avoid blaming external factors for your results.
– Trading (and any worthwhile pursuit) is hard, slow, and requires patience — there are no shortcuts or guaranteed fast paths to profitability.
– Own your mistakes, follow a rule-based model, and develop discipline; if you cannot adhere to rules, trading will not work for you.
– Avoid hype and influencer-driven promises (flashy cars, instant riches); superficial displays of wealth don’t equal excellence or lasting happiness.
– Learn by disciplined practice: backtest, journal, and carry out topical studies (focus on one topic each week) to build pattern recognition and subconscious intuition.
– Specialize in a single market, start with very low leverage (micros/minis), and only scale after months of proven, consistent performance.
– Expect and accept losing trades and drawdowns as unavoidable; use them as learning opportunities rather than reasons to switch strategies or chase the next guru.
– Define excellence and success for yourself without rigid timelines; let progress be organic and celebrate incremental gains (even small consistent profits).
– The mentor’s goal is to teach independent, principled traders who can follow a consistent model, not to create dependence or sell illusions.
The speaker reviewed a livestream added to the 2025 mentorship playlist that analyzed intraday price action using smart-money concepts (opening-range gaps, premium/discount wicks, quadrants, and fair-value gaps). He walked through chart cleanup and specific gradient levels, explained how sell-side liquidity and consequent encroachment/inversion fair-value gaps drove the move, and showed how those confluences acted as more reliable reference points than simple retail support/resistance (using a London-low example). He stressed documenting PD arrays and major fair-value gaps, applying fib/gradient levels when appropriate, and studying past opening-range gaps and inefficiencies to improve precision. Practical advice: annotate charts thoroughly, practice patiently (treat it like meditation), don’t chase moves, wait for regular trading hours to see how gaps resolve, and avoid trading Forex right now (market looks poor).
ICT summarizes recent lessons and argues for a departure from classical/retail analysis toward a precision, “smart-money” view of price action. Key points:
– Purpose: He’s refocusing listeners on core principles he’s taught recently (PD arrays, wicks, quadrants) and why they matter more than traditional indicators.
– Critique of classical/retail methods: Stochastics, RSI, moving-average crossovers, Elliott, etc., are often inconsistent, disagree with one another, and lead traders to chase false certainty or “perfect” indicator settings.
– What matters instead: Time + price reference points (PD arrays), inefficiencies shown by candlestick wicks, fair value gaps, buy/sell-side imbalance — these form repeatable quadrants the market tends to target.
– Precision and repeatability: His approach produces high-probability, repeatable calls (he claims tick-level accuracy and consistent quadrant hits) because it focuses on the algorithmic/market-making footprint, not arbitrary retail signals.
– Trade execution & psychology: You don’t need the absolute perfect entry; control, discipline, backtesting, journaling, specialization (one “pet” market), and disarming ego/fear are essential.
– On teaching and community: He shares his methods freely (YouTube/X), resists monetized affiliations, warns against repackagers who sell diluted versions, and will publish books mainly to preserve the material in his own words.
– Practical advice: Study his material, test it yourself, focus on the PD arrays and time, preserve capital, be consistent in practice, and avoid signal-hunting or paying unproven services.
– Personal notes: He’s healthier, humbled/grateful for students worldwide, dislikes trolls/entitlement, and plans a review/post on recent Nasdaq action to illustrate the concepts.
Bottom line: Move beyond retail indicators; learn to read price/time inefficiencies (wicks, PD arrays) with discipline and testing — that yields far more reliable, repeatable edges.
– Session focus: index futures (Christmas and QE mini) on Sept 24, 2025, using a daily chart and a 1-minute chart to analyze intraday structure.
– Key structures discussed: premium wicks, quadrants, fair value gaps (FVGs), buy-side liquidity pools, breakers, order blocks, and measuring gaps. Price moved from a pre-market run-up and rejection into successive FVGs and sell-side structure, with several retracements and consolidations before close.
– Important price events: pre-market buy-side liquidity was targeted, a high was rejected, price filled and tested bearish fair value gaps, broke lower through structure (bearish breaker and order block activity), then consolidated and oscillated around FVG/quadrant levels into the close.
– Practical point: use gradient levels over premium/discount wicks and determine which wick to use by plotting candidate wicks on your own chart and watching which one price actually respects — there’s no automatic rule, it requires observation and judgment.
– Takeaway: trade with the visible price structure (wicks, FVGs, quadrants, liquidity pools) and use hands-on verification to pick the relevant levels before the next move.
ICT is describing a short “turtle soup” trade setup: entering short above a recent high with a stop just above the inversion/value gap (around 764.5) and targeting lower precession/liquidity pools near ~723 and the 700-area. The thesis: smart money is selling into retail breakouts, so price should stay in the lower half of the current range, form long black candles, and erode through the blue-box liquidity without accumulation — ideally breaking strongly below ~714. Risk management: trade small (one contract), trail stops above the inversion, accept possible stop-outs from spikes, and remove risk as price moves lower. He emphasizes identifying inline and pooled liquidity as the reason price will decline, warns retail longs will be trapped, and encourages practice to learn the method. The commentary mixes trading instruction with casual multitasking (cooking) and encouragement to follow his approach.
Here’s a brief, clear summary of the lecture (Sept. 17, 2025) on trading FOMC two-stage delivery and the NASDAQ session:
– Context: Rolled into the December NASDAQ futures contract; lecture uses both daily and 1-minute charts to connect higher- and lower-timeframe structure.
– Core trading philosophy: Focus on specific price points (opens/closes), volume balance, fair value gaps (FVGs), liquidity pools, inefficiencies, and market structure — avoid “trying to pick the top.” Intraday shorts are acceptable, longer swings usually follow the trend.
– Model 2022 (the speaker’s method): Run Fibonacci from relevant high to low, look for price to trade above 50% (premium), and use the classic 3/4 pullback “optimal trade entry” into FVG/inefficiencies for entries. (Instructor insists this is not “Goldbach” or “Enigma.”)
– Key levels and tools: grade HTF inefficiencies and quadrants onto LTF charts (upper/lower quadrant, consequent encroachment, premium/discount wicks, volume imbalances) — these are more precise than simple S/R.
– Definitions: premium wick = wick above a candle body; discount wick = wick below body. Distinguish FVGs from volume imbalances when annotating trades.
– Day’s structure / trade examples (NASDAQ): morning run then bearish shift in structure; identification of buy- and sell-side liquidity pools and unfinished business; speaker shorted in the morning, re-entered around the FOMC using the Model 2022 rules, and described being stopped out on one attempt.
– FOMC “two-stage delivery”: initial move at 2:00 (first stage), a pause/during the press conference, then a second distinct follow-through (second stage) — be surgical: get in/get out and avoid overtrading during consolidation.
– Practical tips: always transpose higher-timeframe levels onto lower-timeframe charts, maintain a multi-timeframe journal, print/annotate notes, and review the session replay (clip posted on X).
– Macro observations: Dollar index viewed as bearish until it forms constructive bullish arrays; Euro had a tight FOMC spike then rejection — FX was generally sloppy and less tradable intraday.
Main takeaway: trade with precise, multi-timeframe level grading (volume/FVG/liquidity concepts) and use the Model 2022 entry rules, especially on FOMC days where moves commonly occur in two distinct stages. Good discipline, quick execution, and journaling are emphasized.
Quiz
1) How does ICT describe the “optimal trade entry” in his Model 2022? A. A 50% retracement on any swing B. A 3/4 pullback in an impulsive price leg into a small inefficiency/fair value gap C. Buying the daily low and holding for weeks D. A simple moving average crossover
2) According to ICT, when does the “second stage” of FOMC delivery often begin intraday? A. 9:30 AM B. 2:00 PM C. 2:30 PM D. 4:00 PM
Answer Key with evidence
1) B — “the optimal trade entry, which is simply just a 3/4 pullback in a impulsive price leg like this, and then running up higher into this small little inefficiency right there.”
2) C — “Usually there’s a another wave of price action that begins at 2:30 and whatever the high or the low is, usually it’ll run for it.”
– ICT emphasizes patience and warns against building premature expectations. He will share lecture notes via Telegram, YouTube, and his website; beware of impersonators and scams—he will never DM you. – Main topic: trading markets at or near all-time highs. Key principle: markets at highs are more likely to keep making higher highs, so avoid trying to predict the top. – Tactical guidance (daily-timeframe focus): – Treat down-close/up-close candles and their closing prices as rejection blocks and reference points. – Expect overshoots below the previous day’s close (bear traps) that lure shorts before strong rebalances higher. – Look for buy-side imbalances, fair-value/efficiency gaps, and “premium candle wicks” (and their midpoints/consequent encroachments) as areas of discount sensitivity where rallies often resume. – Immediate rebalances back to prior candle highs commonly produce strong bullish moves. – Risk management: don’t trade real money impulsively, avoid overleveraging, and accept occasional losses—manage trades so no single position can wipe you out. – Practical advice: study historical charts across markets (stocks, Forex, futures) to recognize these repeating price behaviors; stay bullish until price convincingly proves a breakdown.
Quiz
1) According to ICT, when a market is trading at all-time highs, it is: A. Very likely to immediately reverse and crash B. More likely to continue to post higher all-time highs C. Equally likely to go up or down with no bias D. Impossible to trade and should always be avoided
2) Which price feature does ICT call a “rejection block” that tends to promote new runs higher in price? A. Price trading above up-close candle highs B. Price trading under down-close candles’ closing prices C. Long upper wicks only D. Opening gaps that never rebalance
3) What behavior near all-time highs does ICT describe as a common “bear trap”? A. Market gaps higher and never looks back B. Market trades below the previous day’s close (overshoots) enticing traders to short, then reverses higher C. Market forms tight low-volatility ranges for weeks D. Market shows immediate, sustained reversal confirmed in one candle
4) What is ICT’s recommendation about leverage and risk management? A. Use maximum leverage to chase gains at all-time highs B. Overleverage but use many positions to diversify C. Avoid overleveraging so a single trade can’t take you out of the game D. Never use stop losses under any circumstance
Answer key with evidence
1) B — More likely to continue to post higher all-time highs Evidence: “When a market is trading at all-time highs, it is more likely that it will continue to post higher all-time highs.”
2) B — Price trading under down-close candles’ closing prices Evidence: “Look for price to trade under down close candles. closing prices. These are rejection blocks and they tend to promote new runs higher in price.”
3) B — Market overshoots below the previous day’s close, enticing shorts, then reverses higher Evidence: “it tends to create these little bear traps where it doesn’t just simply go back to the previous day’s close, it goes beyond that and trades lower… They’re going to think the market’s going to keep going lower… and that’s what the market makers tend to do… these are just very generic principles…” and “When that happens, generally, you’re going to see a very, very strong reaction… the market’s going to immediately launch higher from there.”
4) C — Avoid overleveraging so a single trade can’t take you out of the game Evidence: “If you’re fearful that it’s going to take you out of the game on any one particular trade… then you’re probably over overleveraging… No trader should ever have their leverage or gearing on their trades that high.”
– ICT reviews his analysis and live execution on the September NQ futures for trading Friday, June 20/21, 2025, and references a pre-market video he posted at 4:50 a.m. ET on X/Twitter that outlined his bias and expected price behavior. – He had a bearish bias: he didn’t expect new highs, predicted price would overlap a specific daily range (marked on charts), and warned of weekend gap risk driven by Middle East geopolitical developments (Iran/Israel and likely U.S. involvement). – His methodology centers on identifying repeated, high-probability levels using multi-timeframe concepts (long/intermediate/short swing highs), PD arrays, order-blocks, inefficiencies (“CIBI”/“BISI”), opening-range and fair-value-gap logic—levels he says repeat and produce reliable setups. – Using that framework he executed a market-maker sell model: shorted into the rally above Wednesday’s daily high, pyramided, and captured the subsequent drop and gap closure. The trade largely unfolded as he predicted; some wick action briefly pierced a level but bodies respected his structure. – He emphasizes that this skill is gained through long experience and disciplined backtesting and cannot be shortcut by courses, signal services, or copying; his teaching aims to make students self-sufficient rather than dependent. – He also mentions technical issues with his Camtasia recordings (static screenshots during live recording) and explains why he doesn’t trade fully live for large audiences (broadcasting entries would degrade execution). – Throughout he asserts the uniqueness and proprietary nature of his approach, challenges others to replicate it, and stands by the pre-market call he posted publicly.
Quiz
1) Which commonly taught concept did ICT say is “infancy” and not the framework he uses? A. Supply and demand B. Elliott Wave C. Market profile D. Fibonacci retracement
2) Why did ICT say he avoids doing live executions for large audiences? A. He prefers private mentoring only B. Copying by many viewers would remove liquidity and throttle his specific fills C. Legal/regulatory reasons prevent live trading D. He doesn’t want to reveal his P&L
Answer Key and Evidence
Q1 Answer: A Evidence: “This is why I’m not supply and demand. Supply and demand is infancy. It’s it’s it’s lacking a lot.” (transcript)
Q2 Answer: B Evidence: “What happens if just oh, I don’t know, 10% of them, five% of them all try to get the same fill I’m aiming for, I’m probably not going to get filled. … it’ll it’ll distort or throw off or thwart my edge, my my very specific element of entry.” (transcript)
– He’s rolling out of the June NASDAQ (NQ) contract and will reference September 2025 contracts going forward (NQ, ES, DAX).
– Market context: current environment is a “troubled market” — chaotic consolidation/time distortion driven by geopolitical risk — causing low willingness to trend and large gap risk.
– Chart analysis (daily → 1-min/30-sec): key reference is the Feb. 24 daily level (consequent encroachment / “cibby”), several fair value gaps and liquidity pools, and a recent failure to reach a longer-term upside target. Price has been oscillating around quadrant levels (low, midpoint, upper quadrant, high) and leaving liquidity and volume-imbalance signatures.
– Trading approach in this environment: be nimble, stop thinking only in classic support/resistance, use algorithmic/order-flow concepts (consequent encroachment, fair value gaps, premium/discount anchored to breaks of structure). Aim for setups that offer sufficient edge (he looks for ~15 handles net on NQ before entering shorts).
– Risk & trade management: he uses very tight, precise stop placement (often 1–2 ticks above/below defined micro levels) and proprietary “PD arrays” that he will not teach or reveal. He stresses that he’s not giving trade advice and that risks are unusually large now.
– Personal notes: brief anecdote about his family and puppy, reiterates he won’t disclose broker relationships or certain methods, and confirms future analysis will use the September contract.
