ICT said USE THIS STRATEGY and QUIT YOUR JOB in 90 DAYS!
Loses money
No edge after realistic trading costs
- trades tested
- 2,229
- per trade after costs
- -1.84bp
- winners
- 41%
- years of data
- 14.7
ICT New York open model on NAS100: between 9:30 and 11:00 New York, wait for price to run a 5-minute buy-side or sell-side liquidity swing, then on the 1-minute wait for a market structure shift with displacement that leaves a fair value gap. Rest a limit order at the gap, stop beyond the MSS swing, target the opposing liquidity.
The exact rules we tested
- 01Instrument: NQ | Signal timeframe: 1m | Direction: both
- 02Session: 09:30-16:00 (exchange tz), flat at session end
- 03No new entries after 11:00
- 04LONG sequence: 1. [low < sl5] just became true this bar THEN 2. (close crosses above sh1) AND ([fvg.bull > 0] on any of the last 3 bars) (within 30 bars)
- 05SHORT sequence: 1. [high > sh5] just became true this bar THEN 2. (close crosses below sl1) AND ([fvg.bear > 0] on any of the last 3 bars) (within 30 bars)
- 06Higher-timeframe inputs (closed-bar values only, no repaint): sh5 on 5m, sl5 on 5m
- 07Entry: limit order resting at fvg.bull_top (longs) / fvg.bear_bottom (shorts), fills when price comes to it (expires after 30 bars)
- 08Stop: last swing (strength 3) +/- 0bp
- 09Target: level: sh5 (longs) / sl5 (shorts)