Compression precondition. Anticipatory positioning. Paint + range trigger. HTF target. Session discipline. The actual decision framework I run on every trade, broken down with examples from real journal trades. ~15 minute read.
- Why "the framework" beats prediction
- Each layer in plain English with examples
- How the layers grade A through F
- The two grade caps that override technical quality
- What an A-grade setup actually looks like
Read Module 1 →
Hard stop placement. The breakeven trap that kills more winners than losses ever did. Why "our entries turn to support way too often" and the mental-trail rule I use instead. Stops beyond wick zones, targets at labels.
- Initial stop placement by setup type
- The premature-BE killer pattern
- Stop-distance must match instrument noise, not desired R
- Wide stops beat tight stops in noisy futures
- The asymmetric rule: wicks through label for stops, label for targets
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How to enter near a structural HTF label with risk defined just past it — instead of chasing the breakout from above. The 200-tick cost-basis advantage demonstrated on the CL +4R trade. When to chase and when not to.
- Reading JalenLabels — pDHigh, 1W Open, 3M Open, etc.
- The compression-coil recognition pattern
- Entry execution: limit vs market vs stop-buy
- Multi-leg averaging into anticipatory positions
- When chasing IS the right move (rare but real)
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Wicky-expansion reversal exit. Label-anchored trail with breakeven floor. Paint-flip trail. The three trail rules I use and when each applies. Why I stopped trailing my hard stop forward and started mentally trailing instead.
- Rule 4: wicky-expansion reversal (the spec ship-first rule)
- Rule 2: label-anchored trail with BE floor
- Rule 3: paint-flip trail for B-grade setups
- Composite Rule 5 — when to use which
- How to read climactic range expansion at HTF target as exit
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The 3-tier discrete sizing model (1x base, 2x B, 3x A+). Why size scales to current drawdown, not flat. The annual P&L math: 5 funded × $100/trade × 50% hit × 2.5R × 250 days = $93,750 net. If you can't math it, you're hoping not planning.
- The 3-shots-a-day cap (TradeNet 2018 lesson, still true)
- Daily risk = 3x per-trade max
- Drawdown-aware sizing (the $250-up-and-down mistake)
- The annual P&L equation worked in detail
- Adding within risk vs adding past risk
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Why I don't initiate new trades 3-5pm PT. Why held positions can ride through. Why 7-10am PT and 5-9pm PT are the sweet spots and what to do during the rest of the day. The 5th framework layer that catches sloppy late-day trades.
- The 3-5pm PT no-trade window rule
- Hold-through-dead-zone vs new-entry-in-dead-zone
- The Asia open at 5pm PT — what I look for
- Why power hour is operator-disliked
- Building your own session-discipline schedule
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"Most of my losses come in 1-2 days when it took me 6-7 days to run up the bag." The pattern: 1 loss → forced re-entry → 2nd loss → reverse → 3rd loss → tilt → done. Anti-spiral rules built from real journal evidence.
- The 2-loss pause rule
- Forcing shorts on green daily paint (the most-violated rule)
- FOMO entries detection
- Revenge trade self-recognition
- The "step away" decision tree
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Layer 4 of the product: every override you log becomes evidence. After 30+ overrides, patterns emerge: "you override wicky-expansion exits on CL — and you're right 75% of the time." The recursive-learning loop that turns the bot from a graders into a coach that learns YOU.
- How override capture works (no friction required)
- Verdict resolution: operator-right / bot-right / inconclusive
- The 30-day analyzer + suggestion threshold
- Examples of refinements the system has surfaced
- Why this is the hardest competitor moat to clone
Open Pro preview →