WORKED EXAMPLE
3-minute chart
CISD level
52580
Trigger close
52566
Run high
52654
Stop
52655
Risk
75 points
Outcome
3.43R
Limit filled on the retrace. Target reached.
Reconstructed from a published trade. Computed 3.43R against a posted 3.5R.
SYSTEMATIC · MNQ FUTURES · RULE-BASED
Trade the system.
Study the why.
The execution surface for the trading day — checklist, setups, timing, risk. Every rule here is sourced or measured, not assumed.
BEFORE THE OPEN
Pre-market checklist
0 / 8
If it does not tick every box, it is not a trade.
SYSTEM ANATOMY
The five components
01
Bias
Daily leg plus intraday reclaim. Locked at 10:00 ET, not revisited.
02
H1 C2
The candle that MAKES the extreme by sweeping the prior candle’s level.
03
Key level
The C2 must trade into a level that already mattered.
04
CISD
Close through the bodies of the opposing candle run on the entry chart.
05
Protected swing
The stop. A swing that formed without taking the prior one, never revisited.
01 · SETUPS
Four structures. One standard.
C2 sweeps C1’s level at a key daily level, CISD confirms on the entry chart, stop beyond the run extreme, target 2R.
Required
- C2 sweeps C1’s level.
- The sweep occurs at a key daily level.
- CISD confirms on the entry chart.
- Stop beyond the run extreme; target 2R.
Fails when
- The level is arbitrary.
- Price only wicks through the CISD level.
02 · THE CISD
The core mechanic
The level is the open of the first candle of the consecutive opposing-close run.
The trigger is a later candle closing back through that level.
It is a body break, not a wick break.
The entry is a resting limit at that level, not a market order and not an order-block edge.
The stop sits just beyond that same run’s extreme.
FIRST OPEN · CISD LEVEL
CLOSES THROUGH
Body close through the first open confirms the shift.
03 · TIMING
Trade the clock, in ET.
Session 01
Asia
Session 02
London
Session 03
New York
ENTRY WINDOW
10:00–14:00 ET · 3-minute chart
Measured: the 3-minute entry chart outperformed the 5-minute on the same setups. 14:00 locks have never produced a trade.
04 · TRADE MANAGEMENT
Control the outcome.
TARGET
2R static
Measured against liquidity targets, which performed worse in every test.
STOP
Run extreme + 1 tick
Beyond the CISD run’s extreme, plus one tick.
HALT
+2R or two losses
Stop for the day when either threshold is reached.
FREQUENCY
One per fingerprint
Never re-enter the same structure.
05 · STAY FLAT WHEN
The pass is a position.
The bias did not resolve by the last gate.
The C2 is not at a key daily level.
The C2 wick is 30% or more and C3 has not opened.
No body close through the opposing run — a wick through is not a CISD.
You cannot locate a protected swing for the stop.
Two losses are already on the day.
High-impact news windows.
Recognising a no-trade is a skill equal to finding a setup.
06 · RISK
Survive the sample.
01
Fixed unit
Roughly $250 per trade. Consistent size, never scaled up to recover.
02
Scale inventory
Scale account inventory, not risk per account.
03
Respect the halt
Halt at +2R or two losses. One winning trade can end the day.
04
Know break-even
Break-even at 2R is a 33.3% win rate. Know the number you have to beat.