Pre-market checklist
The 5-component template
Discipline check
The four approved setups
Tap to switch. Trade one of these or nothing.True reversal (C2) at a HTF key level
CoreAn order-paired reversal at the extreme of a market maker model (ERL↔ERL) that will deliver the opposing side of the range.
Required — all must be present
- 1Price into a >1-hour key level (ERL swing, or IRL FVG / order block).
- 2A two-stage crack in correlation at that level (a variant below).
- 3A strength switch of the manipulating asset (reverses with relative strength / closes as a PSP).
- 4V-shape / displacement / CISD out of the level. Fast in, fast out, no lingering.
The two-stage variants
PSP prints, then a consecutive-candle SMT confirms it. Can trade C2 as it forms.
SMT prints, then the candle closes as a PSP. Wait for the close, trade C3.
SMT with a swing, twice.
A PSP plus a swing SMT.
Two-stage PSP plus a two-stage SMT, often around a driver.
Continuation away from a true reversal
Highest probabilityThe bread and butter. Precondition: a confirmed true reversal and an open draw. When in doubt, this is the trade.
C3 opens into an FVG in the upper half of C2 (respects EQ). One-stage CIC in the gap (SMT fill or PSP). V-shape, target the draw.
C3 retraces into a relevant low, engineers a swing, trades external→external. Lower probability.
SMT fill plus a PSP inside the gap. Highest-quality continuation.
Protraction (session) entries
Session readProtraction is manipulation. Read London to predict New York — if London does X, New York does Y. Ground rules: manipulation into a >1h PDA, a CISD / MSS out of it, ideally an SMT.
NY continues London's reversal. Engage a NY optimal-trade-entry breaker + FVG.
NY reverses London off the HTF level, then runs to the draw.
London fails to manipulate → NY manipulates first. Turtle soup at the London extreme with a HTF PDA behind + SMT.
Asset synchronization / SMT break
AdvancedLagging-asset distribution. Use when the leading asset has reached the draw with a continuation signature, or when you need a laggard to break an SMT to reach the draw.
One asset expands one way, another the opposite. Whichever fails to manipulate is in "foreseen distribution." A two-stage forms; laggards catch up via a strength switch at 10am.
Leading fails to manipulate, the middle asset breaks a deep premium / discount SMT, the laggard carries a spaced-out SMT, a strength-switch PSP confirms, all three reverse together.
Entry models — how you get in
The crack-in-correlation rule
n at the reversal, n−1 at every step away.| Location | How confirmed | CIC required |
|---|---|---|
| True reversal (the extreme, least confirmed) | Lowest confirmation | n = 2 |
| HTF continuation (in a gap) | Medium | n = 1 |
| LTF entry (reversal fractal in the continuation) | Highest — structure already built | n = 0 |
Timing — kill zones
All times ET. The active window lights up.Sets up protraction. Watch for manipulation into a >1h PDA.
Primary window. 8:30 news is a driver; the 9:30 open decouples the triad.
In by ~3:30. Lunch discount pullback often sets the afternoon leg.
Trade management
Target ladder
Rules
Stay flat when…
Recognizing a no-trade is a skill equal to finding a setup.- ✕Failure swings with no strength switch — the single biggest red flag.
- ✕Consolidation into a key level (likely to be swept to make the real swing).
- ✕Large wick / exaggerated protraction, unless plenty of time is left.
- ✕Deep retracement past EQ of C2 in a continuation — wait for the next candle.
- ✕No two-stage CIC at a would-be reversal — trade continuation instead, or nothing.
- ✕Can't trust an M30 gap staying unfilled? Don't trust the first CISD — wait for the new 90-min open + intracandle continuation (Jun 15 lecture).
- ✕Seek-and-destroy / choppy asymmetric consolidation days, FOMC mornings, high-impact news.
- ✕Lows/highs you don't trust: "zero chance I'd take longs today with these lows" — pass.
Risk — prop framework
Scale account inventory, not risk per account.Evaluation accounts
- Risk 20% of available drawdown per trade (~5 bullets).
- Max daily loss = 20% of drawdown.
- 1 win → stop. 1 loss → one more (within the cap). 2 losses → stop.
- 1 win + 1 loss, or 2 break-evens → stop for the day.
Funded accounts
- Risk 10% of available drawdown per trade (~10 bullets).
- Same daily-trade rules as eval.
- Fixed unit (~$250); big R comes from scaling accounts.
- Preserve capital; grow by adding accounts, not risk.
Mindset for the session
Trade the process. The money is the byproduct.Theory roadmap
The order to learn this in, with a gate on every stage.Ten gated stages from zero to the full framework. You do not advance because you finished the video, you advance because you passed the gate. Tick only what you can do right now, without notes.
Foundation
Stages 00 to 02. The vocabulary and single-chart mechanics. You cannot skip this tier by being clever, only by already knowing it.
Core
Stages 03 to 06. The actual model. Every stage builds directly on the one before it, so the gates matter more, not less.
Advanced
Stages 07 to 08. These add no new setups. They add precision to setups you already trade.
Execution
The stage nobody wants and everybody needs.
Concept library
Tap any concept for the full theory, with lecture links inside.How the model trades in practice
Distilled from the live trade log (late Apr onward).Nearly every posted trade decomposes into the same 4–5 components. When he numbers them out explicitly (clearest on the Jun 5 NQ and May 20 NQ posts) it is the cleanest window into his thinking. This is the template the pre-market checklist is built from — the highest-value exercise is to rewrite each component's definition in your own words until it sticks.
- Draw on Liquidity
Where price is being pulled — usually an SMT break or a weekly / external liquidity level.
- Profile
The expected shape of the day — often delayed protraction into continuation, or London protraction into NY continuation.
- Key Level
Typically an H1 gap, or AMD (accumulation–manipulation–distribution) into an H1 gap.
- Crack in Correlation (CiC)
A 2-stage PSP / SS confirmed with a Strength Switch. This is his primary confirmation — the green light appears in nearly every trade.
- LTF reversal signature
The final confirmation on the entry timeframe before execution.
Recurring core concepts
The ideas that show up trade after trade.He repeatedly enters on the asset that is lagging — e.g. taking ES in London as the lagging asset. The divergence between correlated indices is the trigger. (refs: "Middle Asset SMT Break Logic" May 13; ES-in-London May 21)
His primary confirmation signal, in nearly every trade. A "2-stage SS PSP at the reversal" is the explicit green light. Open the for the mechanics.
H1, H4, M30, M15 gaps frame both targets and entries. Key nuance on patience: when he can't trust an M30 gap staying unfilled, he won't trust the first CISD — he waits for a new 90-minute candle open (10:30) and an intracandle continuation to raise probability. (ref: Jun 15) Confirmation > first signal.
Timing is a real input, not just price: "Q4", the new 90-minute open, Asia opening near key levels, and capping weekly / session ranges all recur.
The top-down model
From the “MTF analysis framing MMXMs” thread.Three timeframes build the daily bias for a market maker model. The bias question comes first, the entry comes last.
- Which direction is the weekly candle likely to expand?
Start with the weekly directional bias — the institutional read is simply buy-stops→sell-stops (ERL) or the rebalancing of inefficiency (IRL).
- Which daily PDA does the expansion happen from?
HTF is Daily / Weekly — the array you react from.
- Frame structure on the hourly
ITF is the Hourly — where the market maker model / original consolidation lives.
- Enter on the M5
LTF is the 5-minute — entries only, using the reversal signature. This is fractal: swap timeframes for your personality.
The second lens
The candle-profiling pillar behind this method.The lectures credit this lens directly — the universal continuation sequence and “spaced-out SMT” both originate here. It reads the same market through candle profiling: every higher-timeframe expansion candle is timed through the swing of a lower-timeframe candle.
- Profile the candle through the swing below it
The Daily candle is profiled through a 4H swing; the 4H candle through a 1H / 30m swing. A HTF candle expands only after its LTF swing forms — so the swing is the timing device. (X, Jul 2025)
- Align multi-timeframe expansion candles
The trade exists when expansion candles across timeframes point the same direction — the same alignment logic as the HTF/ITF/LTF ladder, stated from the candle's point of view.
- Read London to script New York (the if/then trio)
IF London consolidates → NY manipulates London's highs/lows first. IF London retraces → NY reverses from a key level. IF London reverses/expands → NY continues from the gap London created. (X, Jun 2025) — the same space the playbook maps as void / delayed / classic.
- The universal continuation sequence
Trade the continuation from the gap a true reversal creates: the lower-timeframe IRL→ERL model nested inside the higher-timeframe expansion. The origin of the Type-1 continuation of this playbook.
- Spaced-out SMT
The term for the wide, deep-range divergence the lagging asset carries in an asynchronous reversal — the signature that lets you trust the laggard's SMT to hold when a strength switch confirms.
Risk & psychology observed
Arguably the most valuable part of watching him trade.Explicitly ~$250/trade on his 10R day. The lesson: big R-multiples come from consistent small units scaled across multiple prop firms, not from oversizing. (ref: Jul 2, 10R day)
Plenty of posts are just "BE on the day" or a frustrated break-even. He models sitting through frustrating days without forcing trades — "you are a trader, not a gambler." (ref: May 29)
He openly skips setups that don't qualify — "zero chance I'd take longs today with these lows." Knowing when not to trade is part of the edge. (ref: Jun 24)
The full expectancy math and prop-scaling logic sit in the . Least sure about a term like "Strength Switch" or "2-stage PSP"? The #afyz-lessons channel has the dedicated lesson — pull it and write the definition in your own words.
Source library
The essential material this playbook is built on — every entry linked to its source.Core model — the primary lectures & threads
C2/C3 swings, the two-stage CIC, and why a stop belongs at the SMT low. The foundation of Setup 1.
YouTubeTiming Expansions — Part 2: ContinuationsContinuation types 1–3, the model-within-a-model, and n/n−1 staging. The foundation of Setup 2.
YouTubeProtraction Profiles — Time & PriceIntraday profiling: the if/then logic reading London to script New York. The foundation of Setup 3.
YouTubeStrength Switching & Universal FrameworksLiquidity dispersal across the NQ/ES/YM triad and the tradeable signatures it leaves. The foundation of Setup 4.
YouTubeSmart Money Technique (SMT)Swing and PDA divergences — what qualifies, what doesn’t, and why reversals form as a function of divergence.
YouTubeAsset SynchronizationMulti-timeframe true reversals and how the correlated triad must agree before a level counts.
Thread indexMTF analysis framing MMXMsThe written model: the HTF/ITF/LTF ladder, draw on liquidity, and how the timeframes nest into one decision.
X threadTime & Price — Protraction ProfilesThe original protraction write-up: profile definitions, distance and time of the manipulation phase.
X threadEntry models — CISD, Unicorn, Turtle SoupEntry mechanics in context: order pairing, displacement, and why a CISD without SMT is just an opposing candle.
Thread indexStandard deviations as MMXM confluenceProjecting the manipulation leg for precision targets and HTF pivot confluence.
Thread indexExpectancy & prop-firm scalingOne system mastered through repetition, then inventory scaled — never risk. The business layer.
PDFProtraction Profiles — reference sheetThe profile definitions in one printable page — useful at the desk during pre-market.
ChannelCore model — full channelBacktesting sessions, live-trade recaps, and the complete lecture archive.
X profileDaily recaps & executionsThe running trade log and the posts the playbook’s examples are drawn from.
Second lens — candle profiling
Profiling the candle: the universal continuation sequence and spaced-out SMT.
ChannelCandle-profiling model — full channelSession profiling, the London→NY if/then trio, and MTF candle logic.
X profile@GxTradezDaily profiling posts and the written version of the continuation sequence.
All entries link to their original source. Material remains the property of its respective authors — this library is an index for study, not a re-host.
SMT + PSP Indicator
A multi-asset crack-in-correlation scanner for TradingView.
Two signals, one confirmation. SMT compares swing highs and lows across a correlated triad — one asset takes the level, the other fails. PSP catches a crack in closure: the same bar closing up on one asset and down on the other. A PSP landing on an SMT swing is the two-stage confirmation.
- 1Triad comparison, any symbolsChart vs B, chart vs C, or B vs C off-chart. Defaults to NQ / ES / YM; per-symbol invert for inversely correlated feeds.
- 2Window-matched swingsThe reference asset’s extreme is measured across the pivot window, so it doesn’t have to print a pivot on the exact same bar.
- 3Three PSP modesOff, every closure divergence, or only PSPs inside an SMT’s confirmation window — drawn retroactively on the candle that formed it.
- 4Session filtersLondon KZ, NY KZ, NYAM, NYPM, Index AM/PM in New York time, optionally applied to PSPs too.
- 5Clean labellingCompact / assets / full detail, ATR-based stacking so overlapping signals never collide, and a merged
SMT+PSPlabel on a shared candle. - 6Alerts & diagnosticsBullish SMT, bearish SMT and PSP alert conditions on bar close, plus a warning if a reference symbol returns no data.
Risk Management
Size the trade before you take it — drag the boxes, set your contracts.Drag the green / red handles to project TP & SL distance from entry. Dollar values use standard CME point values × contracts. Planning aid only — not financial advice.
I dropped out twice to trade. The second time, it worked.
Two years ago I was a university dropout carrying a pile of debt, convinced I could make it in the markets with nothing to fall back on. The first stretch was exactly what you’d expect — strategy-hopping, blown accounts, barely surviving. Profitable in bursts, never consistent.
What changed wasn’t a new setup. It was working through one framework properly: the entire archive, front to back, then 5–6 hours a day of backtesting and journaling until the technical gaps actually closed. More than any single pattern, that gave me a process I could repeat, the discipline to follow it, and the psychology to sit through drawdowns. That is what turned scattered effort into consistency.
The results followed. I’ve since crossed $200,000+ in lifetime payouts across My Funded Futures, FundedNext, Lucid Trading and Tradeify, and gone from broke and in debt to financially independent — then earned a live-capital seat off the back of it.
I teach now because I’ve been on the side of the screen where nothing clicks. Not signals, not a secret indicator — the process, the review loop and the accountability that close the gap for traders who already have the skill but not yet the structure. I owe that to my own mentors, and Ritrade is how I pass it forward.
Across four prop firms, evidenced by payout certificates.
My Funded Futures, FundedNext, Lucid Trading, Tradeify.
Extracted from simulation to a live-funded desk.
Education
Engineering, then quant finance — until the trade-off became obvious.Verified payouts
Certificates and dashboards, straight from the firms. Tap any to enlarge.
Documents relate to my own trading accounts. Prop firm trading carries substantial risk of loss — past performance is not indicative of future results, and nothing here is a projection of your earnings or financial advice.
Scaling is a system, not a streak.
I’ve taken over $200,000 in payouts from prop firms — not from one heroic account, but from a defined scaling approach that compounds payout potential while risk per trade stays fixed. Tell me your starting capital and I’ll curate the timeline, the account ladder, the reset policy and everything else it takes to run this properly.
Where you start dictates account size, how many evaluations to run at once, and what a reset can cost you.
The unit stays fixed. Growth comes from adding accounts on a schedule — never from sizing up after a good week.
When to withdraw, what to redeploy, and how to sequence cycles so a single breach never resets your progress.
Your roadmap is built with you
Flowcharts, month-by-month timelines and the account ladder are curated to your starting capital inside the mentorship.
Register interest →Figures describe my own past results. Prop firm trading carries substantial risk of loss — past performance is not indicative of future results, and nothing here is a projection of your earnings or financial advice.
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