The Trading Model That Made Me Profitable (Including Trade Executions)

Summary

The presenter teaches an intraday futures framework centered on anticipating how a 4-hour candle may form, rather than trading chart patterns alone. The core idea is to use higher-timeframe bias and time-of-day context to anticipate a candle’s low or high, then trade its expected expansion.

The presenter stresses that the setup can appear daily but is not profitable every day; some sessions consolidate or move very little.

Trading Framework

• Start with higher-timeframe context: Establish a daily or broader directional bias, then consider how the relevant 4-hour candle may look by its close. In a bullish example, the candle opens, forms a low or “wick,” and expands upward; the bearish case is the reverse.
• Focus on the 10 a.m.–2 p.m. 4-hour candle: The presenter describes three broad outcomes:
  • 10 a.m. continuation: The candle forms a low or high and continues in the direction of the existing move.
  • 10 a.m. reversal: Price initially moves against the expected direction, often sweeping liquidity, then reverses and expands.
  • Delayed or double-purge variation: Price makes multiple moves around the open before expanding. The timing of the high or low can matter.
• Look for supporting context: Examples include liquidity sweeps; the 10 a.m. opening price aligning with a “PD array,” such as a fair value gap; order blocks; and SMT divergence between correlated markets such as ES and Nasdaq futures. These are presented as confluences, not standalone pattern signals.
• Refine entries across timeframes: The speaker describes moving from daily to 4-hour, then 15-minute, 5-minute, and 1-minute charts. Entry triggers shown include fair-value-gap or inversion-gap reactions, displacement, and closes relative to the 10 a.m. open.
• Manage the trade around the candle’s expected path: The presenter favors entering near the anticipated wick, holding through retracements, taking partial profits, and leaving a runner toward a higher-timeframe liquidity target. Stops should be placed in a “safe” location, though the video does not provide a standardized stop-placement rule.
• Record and test observations: The presenter recommends journaling daily, taking chart and trade screenshots, and using backtesting and forward testing to develop and refine a model.

The presenter also previews a separate 9:30 a.m. “Judas swing reversal” idea: a liquidity sweep that may trap premarket traders before price reverses. Another example describes a 9:30 move that creates SMT divergence, followed by a reversal.

Instruments, Markets, and Concepts Mentioned

• ES (S&P 500 futures) and MES (Micro S&P futures, implied by the discussion of “micros”)
• NQ / Nasdaq futures and MNQ (Micro E-mini Nasdaq futures)
• YM (Dow futures)
• Other references include fair value gaps, inversion fair value gaps, order blocks, liquidity, SMT divergence, standard deviations, session openings, and prop-firm trading accounts.

No individual stocks, ETFs, bonds, or cryptocurrencies are discussed.

Numbers, Examples, and Claims

• The daily session is described as opening at 6 p.m.; the featured 4-hour candle runs from 10 a.m. to 2 p.m.
• The presenter cites the 9:30 a.m. market open as a separate volatility and setup reference.
• One example describes a move of more than 700 points in MNQ, with the speaker referring to 10 or 15 micro contracts in connection with examples. Other examples mention 12 MNQ, five MNQ, and two micro Nasdaq contracts.
• Reported trade figures include a stated $300 risk and approximately $1,000 unrealized profit in one example, and a separate stated $500 risk. These are the presenter’s accounts of particular trades, not independently verified performance data.
• In a standard-deviation example, the presenter identifies −4 standard deviations as an area where a reversal or profit-taking opportunity may occur, particularly when it aligns with a prior-week high.
• The speaker compares an entry with an asserted 5:1 risk/reward to a later-entry example of 0.84:1, arguing that anticipating the setup can improve a trade’s risk/reward. This is an illustrative claim, not a general result.
• The presenter says a model appears every day, but explicitly cautions that it will not be profitable every day and may encounter low-activity or choppy sessions.

Recommendations and Cautions

The presenter favors micros over minis to limit exposure and advises traders not to overleverage. The speaker recommends taking partial profits, managing a remaining runner, and not reacting to every lower-timeframe retracement if the higher-timeframe thesis remains intact.

The presenter also warns that prop firms may terminate accounts or deny payouts, alleges that firms including Apex and Topstep have taken such actions, and advises moving payout proceeds into a live account. These statements are the speaker’s allegations and opinions, not independently established facts.

The video makes strong claims about the model’s reliability, including describing the models as “bulletproof” and saying one “will work every day.” Those claims sit alongside the speaker’s acknowledgment that trades can fail or sessions can go nowhere; viewers should not interpret examples or claimed results as a guarantee.

Disclosures

The subtitles contain no explicit “not financial advice” statement. The video description supplied with the metadata includes a hypothetical-performance warning: hypothetical results have limitations, may differ materially from actual trading, and do not fully account for the effects of financial risk. The executions and performance figures described in the video are the presenter’s own claims.

Presenters and Sources

• Presenter: An unnamed speaker from the Anbu Trades channel.
• Sources cited in the video: The presenter’s own trading journal and screenshots, personal observations, and references to ICT videos and Twitter discussions. No independent performance verification is provided.