I find research like this even more interesting for the thought process behind it than for finding a ready-to-use strategy. What I especially appreciate is seeing how you approach questions, develop hypotheses, and then try to prove yourselves wrong. After reading pieces like this, I often find myself looking at the market differently and asking questions that wouldn't have even crossed my mind before.
That's exactly why I enjoy both your work and Zeph's so much — it's a chance to see the market from a different angle and learn from the way you think about it. Thanks for sharing!
I also wanted to give a special mention to the visuals in your posts. The charts, graphics, and overall presentation just keep getting better. It's really noticeable and makes the research even more enjoyable to read!
Brutally honest, the stat about published strategies losing ~60% of their edge because the crowd devours them is why most public alphas are useless garbage.
But handing over the 83/17-92/8 asymmetry framework + leaving the execution grit and L2 optimization to the reader? That’s fair play. The real test isn't the backtest; it's surviving the fill quality and execution drift across those 29 trades a year.
Count me in for the dataset. Time to see if we can patch up that missing 10% without blowing it on slippage))
Calm down mate, my only goal was to express my thoughts correctly in another language, whether I used a translator or AI doesn't really matter anymore ))
NQ, YM positive res occured on the same days as ES.
29 trades not enough to make any meaningful conclusions. How many years we it would take to truly understand: this approach has run its course or if its just a bad streak.
When the entry zone is expanded, profit almost disappears.
New filters ? uncontrolled consequences emerge that could completely ruin everithing.
That's exactly why I became disillusioned with trading.
It's an illusion, just like in Nolan's movie "Prestige".
Who are we playing against, and are we even players ? That question also remains opne.
After all, to make profit in te range of n-zeros, all you need, its dad in law or some interesting person, some kind person who own a fancy island and the Lolita Express jet....
Nice to know that after all the levels and profiles, the baseline I actually have to beat is a dot wandering left and right at random. Judging by the stats at the start of the piece, the dot is doing better than most of us.
You explain the edge through who’s on the other side: people selling the level and people buying after the breakout. But this follows from the distribution of results (68.9% vs. ~57%).
Have you tested the mechanism directly, for example by comparing order flow during the first 5–10 minutes (delta, absorption near OVNH) on days with a breakout versus days without one? And if so, does the difference already show up before price touches OVN High, or only after? Or is the “other side” theory still just a hypothesis?
ngl it's been a wild ride going from gambling on random crypto to actually learning how the market works, out of everyone in the CIS trading scene, you're pretty much the only one i'd actually listen to. appreciate all the work you put in and the fact that you always keep it real.
I find research like this even more interesting for the thought process behind it than for finding a ready-to-use strategy. What I especially appreciate is seeing how you approach questions, develop hypotheses, and then try to prove yourselves wrong. After reading pieces like this, I often find myself looking at the market differently and asking questions that wouldn't have even crossed my mind before.
That's exactly why I enjoy both your work and Zeph's so much — it's a chance to see the market from a different angle and learn from the way you think about it. Thanks for sharing!
I also wanted to give a special mention to the visuals in your posts. The charts, graphics, and overall presentation just keep getting better. It's really noticeable and makes the research even more enjoyable to read!
100%
Brutally honest, the stat about published strategies losing ~60% of their edge because the crowd devours them is why most public alphas are useless garbage.
But handing over the 83/17-92/8 asymmetry framework + leaving the execution grit and L2 optimization to the reader? That’s fair play. The real test isn't the backtest; it's surviving the fill quality and execution drift across those 29 trades a year.
Count me in for the dataset. Time to see if we can patch up that missing 10% without blowing it on slippage))
Like.
Nice AI try
Calm down mate, my only goal was to express my thoughts correctly in another language, whether I used a translator or AI doesn't really matter anymore ))
Maybe ICT isn’t so bad
Ohh, the advantage is just as random.
Like chicken pressing button.
NQ, YM positive res occured on the same days as ES.
29 trades not enough to make any meaningful conclusions. How many years we it would take to truly understand: this approach has run its course or if its just a bad streak.
When the entry zone is expanded, profit almost disappears.
New filters ? uncontrolled consequences emerge that could completely ruin everithing.
That's exactly why I became disillusioned with trading.
It's an illusion, just like in Nolan's movie "Prestige".
Who are we playing against, and are we even players ? That question also remains opne.
After all, to make profit in te range of n-zeros, all you need, its dad in law or some interesting person, some kind person who own a fancy island and the Lolita Express jet....
Nice to know that after all the levels and profiles, the baseline I actually have to beat is a dot wandering left and right at random. Judging by the stats at the start of the piece, the dot is doing better than most of us.
Simply lovely.
Read this in one breath, especially very valuable for people who trying to make it in trading. Really cool work, thank you!
Thanks for the research first of all.
You explain the edge through who’s on the other side: people selling the level and people buying after the breakout. But this follows from the distribution of results (68.9% vs. ~57%).
Have you tested the mechanism directly, for example by comparing order flow during the first 5–10 minutes (delta, absorption near OVNH) on days with a breakout versus days without one? And if so, does the difference already show up before price touches OVN High, or only after? Or is the “other side” theory still just a hypothesis?
I be like a dot between two walls, and the near wall is my broker...
Give me that paid subscription or at least say how to pay :)
ngl it's been a wild ride going from gambling on random crypto to actually learning how the market works, out of everyone in the CIS trading scene, you're pretty much the only one i'd actually listen to. appreciate all the work you put in and the fact that you always keep it real.
btw when's that vip signals group dropping? lol
Atticus, come on, admit you're sitting somewhere near a CME data center, already getting ready to front-run the readers xD.
Jokes aside, this is really useful and exciting work. Great!