CRT secrets ep.9: Connecting the dots

Finance-focused summary (markets/investing)

The speaker frames Bitcoin’s “flash crash” as part of a CRT (their proprietary framework), describing it as a sequence of:

• “Three drives, Turtle Soup”
• then a “Turtle Soup of the Turtle Soup”
• and a drop down to the CRT low, which they say was digging into an old low that had an FVG under it (implying a liquidity/imbalance area).

They argue that bullish reactions are still expected even after a bullish thesis, because price often follows a repeating behavior pattern:

• trend → range (turtle soup) → trend → range (turtle soup) → …

Bearish initiation candle (their “Model 1”)

They describe a specific bearish initiation candle:

• A “model number one candle” (not a multi-candle zone)
• When price closes below this candle, it “dumps soon after”
• Then price retrace(s) into the Model 1, followed by another dump

Reaction expectations around liquidity and imbalance

They emphasize a reaction expectation when price attacks:

• an old liquidity pool, especially near all-time highs
• particularly where there’s “FVG under it”

Additional higher-timeframe condition (weekly context)

They add a weekly condition:

• a weekly candle that (in their interpretation) closed below the up-close candle that liquidated the old high
• implying a possibility of a dump into a pump (at least a relief move back into that area)

Trade planning workflow (stacking confluences)

Their workflow is built on stacking confluences:

1. Higher-timeframe narrative / candle shape
2. Daily context mapped into an old liquidity pool (expect reaction)
3. Market profile (track highs/lows and liquidity/structure shifts)
4. The entry model on lower timeframes

Timing

They state the trade was initiated during the London session, specifically between:

• “Tuesday midnight to Wednesday midnight” (described as trading from one point to another within that daily slice)

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Ethereum (application of SMT)

They switch to Ethereum and apply SMT (“Smart Money Technique”/their concept):

• Bitcoin attacked a low “but Ethereum did not” (or vice versa)
• interpreted as SMT divergence/synchronization (“that’s SMT”)

Resulting expectation:

• don’t expect price to revisit the low if the higher/lower relationship suggests bullish expansion behavior.

SMT filtering rule

They define an SMT rule for filtering:

• SMT = expansion
• Only look for bullish SMTs in a higher-timeframe bullish market
• Only look for a bearish SMT in a higher-timeframe bearish market

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Entry/exit framework (methodology explicitly stated)

Before any trade

They describe these preparatory steps:

• Identify higher time frame candle shape (expect retracement)
• Map daily market context into an old liquidity pool (expect reaction)
• Use market profiling to track highs/lows and liquidity/structure behavior

Select the entry trigger

They state the entry is always one of:

• Model number one, or
• a true market structure shift

Lower-timeframe setup (described pattern):

• Produce SMT
• then on lower timeframe: low → higher low → break above the high that broke the low (their “unlock”)
• After the true structure shift, buy in a specific zone:
  • the area between the high and the low of the true market structure shift

Risk management

• Stop loss (SL): place it below the “turtle soup low”
  • They explicitly warn that if the SL is at the turtle soup low, you’re “unlikely” to get turtle-souped
  • The intent is to reduce the chance of being swept by targeting the turtle soup low as the structural reference
• They also emphasize buying in the HTF/LTF “between high and low” region with SL aligned to the turtle soup low (as described)

Targets / exit logic

• Primary target described: previous day’s high
• They critique the “turtle soup” target quality:
  • the target is “not very convincing”
  • they prefer a deeper stabbing into the old high
• Exits can be:
  • by time, or
  • by price

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Key financial instruments/tickers mentioned

• Bitcoin (BTC)
  • Primary example: “model 1,” “CRT low,” FVG, liquidity pools, weekly/daily/5-minute references
• Ethereum (ETH)
  • Example for applying SMT

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Key numbers / timelines / quantitative details

• No explicit price levels, yields, multipliers, or percentages are provided.
• Explicit timing window:
  • Tuesday London session / Tuesday midnight to Wednesday midnight (for the described Bitcoin trade)
• Deadlines / announcements (not market data):
  • CRT University signups updated deadline: 31st of October
  • Later statement: sign up before the 1st of November because it will be closed
  • (Minor inconsistency in the transcript, but both indicate late Oct / Nov 1 cutoff.)

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Explicit recommendations / cautions

• Even if you’re confident a top is in, expect retracements rather than assuming a straight dump to zero.
• Don’t be surprised by counter-moves because price behavior is described as alternating:
  • trend and range (turtle soup)
• Entry selection rule:
  • Every entry is either Model 1 or a true market structure shift (no other category).
• Risk logic:
  • SL placement should be tied to structural lows (turtle soup low) to reduce probability of being “turtle souped.”

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Disclosures / disclaimers

• No standard “financial advice” disclaimer appears in the subtitles.
• The speaker includes credibility/performance claims (e.g., “called price live… more than an 85% accuracy live publicly”).
• No formal regulatory disclaimer is visible in the provided subtitles.

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Presenters / sources (end)

• No external sources or co-presenters are credited in the subtitles.
• The speaker is the sole credited voice, promoting CRT University and “CRT Secrets” / “CRT and Turtle Soup.”