So, I started my trading journey with TPT, got a few payouts without really having a solid strategy. Mostly reacting to candles and momentum gambling.

18 months on, my trading has evolved significantly with a solid strategy, edge and I’m realising that the way I trade now doesn’t fit with the intra day drawdown of TPT. Can pass the evals fine, but as soon as I’m funded I feel pressured to change the way I trade in order to get over the buffer. Since I’m fully committed to trading alongside my full time job (UK hours but in Dubai) it’s feeling like regression to change things to fit a certain firm.

I always really liked TPT because of the daily payouts and no consistency rule and know that once over the buffer I can comfortably sit through pull backs for the structural trades I now take.

Just looking for any words of wisdom, should I just give up with TPT and keep working on firms with EOD drawdown rules or try and switch my mindset/strategy to fit the IDD?

Thanks in advance 😊

Hey guys,

Was thinking to shift from forex to futures can anyone help me with strategy and what mistakes i should avoid initially.

Thankyou

I don't know if this is normal, but this is actually a common scenario in MNQ / NQ trade. Can anyone explain it? TY

https://preview.redd.it/v7b9rkjal9bh1.png?width=1057&format=png&auto=webp&s=c1a7d9e59bf1ebed5197c0fe44381f3c148ab3a7

https://preview.redd.it/23exhkjal9bh1.png?width=1045&format=png&auto=webp&s=535743db7e0a52297a38d007ac765a2f1591722d

https://preview.redd.it/sqekhkjal9bh1.png?width=1107&format=png&auto=webp&s=6f602cbacd5a02386987e0ead08c4ace0f755951

https://preview.redd.it/98u0ekjal9bh1.png?width=1138&format=png&auto=webp&s=bfde254ec7c1c10aa579d7ed4282f2a087e0c245

Six years of QQQ opening-range-breakout data, 112 raw trades, a filter waterfall, a loss autopsy, and a stress test aimed at the exact failure mode that gets backtests torn apart here. Posting the whole thing because I'd rather get this checked before real money touches it than after.

Setup: Solo build, systematic ORB on QQQ/NQ, no ML, deterministic rules only (regime gate, day-of-week filter, signal grade, opening range breakout). Going live on a funded futures account shortly, which is why I spent this weekend trying to break my own numbers before someone else did it for me.

The Sharpe was wrong

Original claim: 3.50 Sharpe. Sounded great. Turned out the annualization method was undocumented and effectively assumed daily trading frequency on a system that fires roughly 10 times a year. Recomputed properly:

• Per-trade Sharpe (mean_R / std_R): 0.49
• Correctly annualized for actual trade frequency: 1.54

3.50 was fiction. 1.54 is defensible. Retired the old number everywhere, including my own notes, and documented the methodology so it's reproducible.

The filter waterfall (112 raw trades → 59 filtered)

Stage	Trades	Win Rate	EV/trade	Sharpe	Max DD
Raw	112	48.2%	+0.888R	0.27	6.8R
+ Calendar guard (FOMC/NFP/CPI)	109	48.6%	+0.912R	0.27	6.8R
+ Friday blocked	80	53.8%	+1.246R	0.33	4.0R
+ Wed BULL blocked	70	58.6%	+1.479R	0.37	4.0R
+ Wed BEAR retained only	61	62.3%	+1.539R	0.38	3.0R
+ Signal grade filter (4-confirmation alignment)	59	57.6%	+0.987R	0.49	3.0R

Biggest single lever: the Friday filter alone accounts for ~38% of the total edge improvement from raw to final. Friday trades averaged -0.042R across 30 occurrences, essentially free money to remove. Everything else (day-of-week regime interaction, signal grading) matters, but nowhere near as much as just not trading on Fridays.

Loss autopsy—where does the edge actually die

Ran a structural post-mortem on all 59 filtered trades, winners and losers, looking for taxonomy rather than a magic filter (I know curve-fitting a "what-would-have-avoided-this-loss" rule off 25 losses is how people fool themselves, so I explicitly didn't do that, see below).

25 losses broke into three types:

• Target-miss reversals (13, 52%): reached ≥1R in favor, then reversed to a full stop
• Slow bleed (11, 44%): sideways chop, stopped late, no real signal
• Immediate reversal (1, 4%): stopped within 3 bars, the classic fakeout, essentially absent

The 52% figure was the interesting one. Half the losses weren't bad entries, they were good entries the market later took back.

The counterfactual that actually mattered

I'd already built a two-tier exit (bank 50% at +1R, trail the remainder) but never backtested it, it was execution-layer code, not signal logic. Ran it against the loss autopsy as a historical counterfactual:

	Backtest (no engine)	With engine
13 target-miss losses	-13.0R	+9.75R
11 slow-bleed losses	-10.8R	-10.8R (unaffected, as expected)
34 winners	+82.0R	+75.8R (gives back ~0.19R/trade insurance cost)
Total EV/trade	+0.987R	+1.266R (+28.3%)

The mechanism is boring and mechanical, which is exactly why I trust it: locking half a position at +1R structurally can't be curve-fit to 13 specific historical trades, because it's a rule about R-multiples reached, not about any feature of those particular trades. It generalizes by construction.

Stress-testing against the thing that usually kills these posts

Saw enough "smooth equity curve = look-ahead bias" callouts on posts here to specifically check my own backtester for it. The risk: when a bar's high and low both contain the stop and target level, does the backtest assume favorable sequencing (target hit first) when live execution could easily have hit the stop first?

Audited all 93 grade-A trades (pre-final-filter set) for this exact condition:

• 79 trades (84.9%): unambiguous — stop and target far enough apart that same-bar sequencing isn't a question
• 14 trades (15.1%): ambiguous — same-day exit with price between stop and target

Worst-case stress test — force stop-first resolution on all 14 ambiguous trades:

• Original EV: +0.633R (this subset)
• Worst-case EV: +0.449R (-29%)
• After typical live degradation: +0.269R—still positive

It's not zero-impact, and I'm not pretending it is. But the edge survives an assumption that's actively hostile to it, which is a meaningfully different claim than "the backtest looks clean. " I've now wired live trade tracking to flag these same-bar-ambiguous trades going forward and compare real fills against this worst-case floor if, live underperforms +0.449R on this specific cohort, that's the signal something in the backtester's sequencing assumption was actually wrong, not just theoretically risky.

What I did NOT do (the trap I was trying to avoid)

Did not go hunting for a rule that would have "saved" the 25 losses. That's the classic move that always works and always means nothing, with enough features you can always draw a line around your own losses in hindsight. The asymmetry engine passed a higher bar: it existed before the autopsy, has a mechanical justification independent of these specific trades, and its cost side (what it gives up on winners) was measured with equal rigor. Anything that only showed up as "add this filter, get 15 more percentage points" got treated as a red flag, not a discovery.

Where it stands

• 59-trade filtered configuration, 57.6% win rate, +1.266R EV with the exit engine active
• Per-trade Sharpe 0.49, correctly annualized ~1.54
• Max drawdown 3.0R across the full filtered sample
• Live drift monitor now tracks rolling EV against this backtest floor, with explicit drift alerts at 10 and 20 trades, and separately tracks the 14 ambiguous-sequence trades against their own worst-case floor

Going live on a funded account shortly. Wanted this checked here first rather than finding out about a hole from a blown drawdown limit.

Genuinely interested in where this is still wrong. What would you attack first, the calendar guard's negligible impact (only removed 2 trades, is that suspicious in itself?), the grade-filter methodology, or something in the intrabar sequencing check I haven't thought of?

Hi! So quick question. I recently watched ICT’s silver bullet modell video and if you are familiar with it, can you answer this please? Is it really that simple, just 3x1 hour time window and you enter off of the right fvgs? Is anyone trading this modell here?

Thank you for your help! 🫡😇

I hear wildly conflicting theories about whether stop losses should be fixed or adjusted during the trade. It seems that there’s one school of thought that dogmatically preaching consistency and stick to your rules. But I just as often hear folks talk about how it’s OK to move your stop loss to break even (or higher) if the trade is going your way. and perhaps there’s a third kind of hybrid, which says yes keep your stop loss intact on for example one contract but if you think the trade is going your way, stack another contract with a separate stop loss/TP. And then there’s always the Cowboys that don’t use stop loss or take profit that just bare knuckle it and monitor the trade.

So basically, I’m getting really mixed messages from the world. What are your thoughts?

View Poll

I was batting 87.5% win rate w/scalping but that long term feels like a massive dose of anxiety. So trying to do more longer trades say 5m-2hrs or as long as it runs and doesn’t hit my SL. Tried to hold longer today w/rigid brackets and went 0/4.

Here’s my wtf I need to think about this sheet.

Do
Trust the process 

Follow your instincts (the tight brackets felt off, and they killed our account) 

Listen to the vibe of the market, if you feel it’ll go down listen to that. 

Trade w/Brackets, but not rigid ones. Have them auto populate then drag them onto the key levels. Don't worry about R:R - just focus on profit. 

Wait for breakouts, no need to force it. 

Use a tool that feels good to you - Trading view for example. The lag actually helps reduce the noise. 

Zoom out and use 5,15,60min charts, the 1min is crack. Crack is bad. You can’t see the direction due to the noise. 

Protect capital at all costs

Do Not’s
Do not trade the first 30mins of open, the chop will destroy your account. 

Do not trade on Ninja Trader, the UI is so shit that it feels like it hinders your ability to make sense of the market. It adds to the confusion.

Overthink it, you know what to do, just do it. 

FOMO, there will always be another move. 

Worry about fees. 

Strategy (must equal 5+)
Wait for a clear bounce from support or resistance levels

+3

Confirmation that it is bouncing from S/R (1-2 Candles behaving as expected) 

+2

Wait for an ema cross 

+3

Enter if enough room to make money before another S/R level 

+2

Set brackets at key levels