2025 Lecture Series - Algorithmic Timing & Journaling \ 03/22/2025

Finance-focused summary (week ending Mar 21, 2025 — Nasdaq focus)

• The speaker runs a weekly technical/price-action framework primarily on Nasdaq-100 futures (NQ), using a continuous chart (NQ) vs. the June 2025 contract as reference.
• Core thesis: markets are expected to follow “algorithmic” time/price signatures. The plan emphasizes technical structures (e.g., liquidity pools, volume imbalances, fair value gaps, implied dealing ranges, standard deviations) over fundamentals.
• The speaker explicitly treats Sunday’s market open as unknown, so scenario planning is conditioned on the eventual Sunday opening price (for the delivered open at 6pm ET).

Instruments / tickers mentioned

• NQ (Nasdaq-100 futures continuous)
• Nasdaq-100 futures, June delivery 2025 (referred to repeatedly as the “NQ June delivery contract”)

Key market levels & numbers cited

Psychological / directional levels

• 19,000: described as a psychological level; the speaker expects “things below 19,000” if weakness continues.

March 18–19 “balance price range” (block/pool)

• 19,604.2: cited as a measured low within the balance price range, used to target/measure downside.

Weekly framing themes

• Taking/avoiding the highs and lows of the week.
• Whether Thursday’s high would be reclaimed.

Time-specific macros / windows (ET)

• New York Kill/Hour Zone: 7:00 a.m. – 9:00 a.m. ET (pre-market)
• Opening Range (main): 9:30 a.m. – 10:00 a.m. ET
  • explicitly stated as the key 30-minute window
• Lunch macro window: 11:30 a.m. – 1:30 p.m. ET
• “Opening range end / afternoon tone”: 1:30 p.m. – 2:00 p.m. ET
• Power hour / final hour segment: 3:15 p.m. – 3:45 p.m. ET
• “Market on close” / 350 reference: 3:50 p.m. (framed as “rocket fuel” timing)

Standard deviation references (off opening range)

• Mentions deviation “runs” around:
  • -1 standard deviation
  • +1.5
  • -2.5
  • and related behaviors that occur at those levels.

Opening range Fibonacci quadrants

• Repeated use of Fib of opening range low-to-high.
• Watches upper/lower quadrants for potential entries.

Methodology / step-by-step framework shared

A) Scenario setup (weekly)

• Use Nasdaq-100 futures (NQ) weekly/daily charts to frame the week.
• Identify a volume imbalance where two candles touch by wicks only.
• Build a “likely next week” narrative:
  • If prior highs are taken, price gravitates upward.
  • Otherwise, weakness could extend.
• Treat fundamentals as secondary because of disagreement risk; rely on technical price action instead.

B) Intraweek / intraday execution model

• Identify liquidity pools on the hourly chart.
• Drop to 15-minute charts to analyze the balance price range and intraday reaction (including a tick-under “stab” and rebound behavior).
• Identify “liquidity draw” concepts (where price likely travels), including buy-side vs. sell-side targets.
• Use the 1-minute “New York Kill Zone”:
  • Study 7:00–9:00 ET for relative equal highs and market structure shifts.
  • Look for fair value gaps (FVGs), order-flow-style displacement, and whether gaps close partially/shallowly.
• Apply the opening range model:
  • Define the Opening Range as 9:30–10:00 ET (the key 30-minute window).
  • Detect the first presented FVG inside that window as the primary “silver bullet” entry/target mechanism.
  • Apply inversion logic:
    • If price structure changes direction, previously bearish/bullish FVGs can become reclaimed/inverted FVGs for retrace-and-run patterns.
• Use Fib + standard deviation to grade targets:
  • Fib midpoint/50% for gap equilibrium concepts.
  • Opening range standard deviation levels as objective “run to” endpoints.
• Use time-based “macros” for continuation/entries:
  • 11:30–1:30 (lunch macro) for retracement + directional continuation odds.
  • 3:15–3:45 (power hour) for setups leading into 3:50 (market-on-close “rocket fuel” timing).
• Journaling/validation:
  • Record times, which macro windows triggered, which PD/FVG/orderflow elements formed, drawdown duration, and profit time before exit/stop.

Explicit recommendations / cautions

• Do not rely on fundamentals; trust technicals and price action.
• Sunday open uncertainty: projections are conditional until the Sunday opening price is known.
• Emphasis on time-based repeating signatures:
  • The speaker challenges “no algorithm” claims and argues time-based delivery should be observable.
• For learning:
  • Pause and actively analyze charts (don’t passively watch).
  • Take notes while watching, since retention/learning is said to fail without it.
• Journaling is mandatory for progress measurement:
  • Track whether model signatures are present.
  • Prevent negative thinking from derailing execution.

Performance metrics

• No concrete trading P&L, win rate, or return figures were provided.
• “Performance” is framed as precision of reaching targets (often by tick/two ticks) and the role of journaling in measuring consistency.

Disclaimers / disclosures mentioned

• Not financial advice is not explicitly stated in the provided subtitles.
• The speaker frames teachings as educational, emphasizing they are not selling content in that moment and that they’re “not making money” off comments/engagement in the described context.
• Trades are presented as based on the speaker’s framework and may be wrong; error handling is part of trading.

Presenters / sources

• Presenter: a single speaker/lecturer (name not given in the subtitles).
• Sources referenced: no external titles; references include the speaker’s own:
  • YouTube
  • X (formerly Twitter)
  • Telegram mentorship/community
• Educational/platform examples mentioned for trading: AMP Global, TradeStation, and NinjaTrader.