ICT Silver Bullet Strategy | Darya Filipenka

The ICT Silver Bullet Strategy is a time-based algorithmic trading model for all assets. For the 10 AM Silver Bullet strategy, focus on 10-11 AM, using fair value gaps and Fibonacci levels for entry/stop adjustments, aiming for a minimum 3R risk-reward, and exit by 11 AM to maximize profits and minimize risks. 

 

3:00 AM - 4:00 AM New York Time

1. A Silver Bullet trade begins with a directional move either up or down.
2. Fair Value Gap (FVG): After the directional move, a Fair Value Gap is left behind. This gap is an important indicator for the Silver Bullet trade.
3. Market Structure Shift (MSS) after taking liquidity. A Market Structure Shift is a shift in direction of price delivery. When price is going in a direction and shifts to the exactly opposite. It occurs when price takes out previous short-term lows or highs within a trend. Identifying these shifts allows for an understanding on which side of the market to be trading with. A Market Structure Shift must be energetic and leave behind displacement to ensure that market is looking to reverse.
4. Displacement is a location in price where someone with a lot of money comes into the marketplace with a strong conviction to move price higher or lower very quickly. Displacement is characterized by strong and quick price movement that leave behind Fair Value Gaps.
5. Entering the Fair Value Gap: Once the Fair Value Gap is identified, we enter inside it. This means we take a position in the market.
6. Target and Exit: I aim for Asian Session Liquidity Level or Higher Time Frame Premium/Discount levels.

10:00 AM - 11:00 AM New York Time
The first thing we think about is the previous New York PM session. If, within the first 30 minutes after the market opens, we're not close to the PM range, we focus on the London Session Raid. This refers to the time between 2:00 AM and 5:00 AM, which is shown on the ETH chart. During the first 30 minutes after the market opens at 9:30 AM, we check where we stand compared to the previous PM session or London session. The market might go up or down, or it might stay stable. Then we wait for the Displacement between 10:00 AM and 11:00 AM, which sets the stage for the Silver Bullet setup.

1. Every day between 10 AM and 11 AM EST, identify an obvious pool of liquidity that has not been tapped into or engaged.
2. Wait for displacement (use 1-3-5 minute charts) towards liquidity pool between that time. Find a Fair Value Gap (FVG) on the opposite of the targeted liquidity pool.
3. Wait for price to trade back into the Fair Value Gap and then reprice out of the FVG towards the targeted pool of liquidity.

After identifying the Market Structure Shift (MSS), I recommend drawing an Optimal Trade Entry (OTE) retracement from the Swing Low (High) to the Swing High (Low). The optimal entry point for trades is typically at the 62% retracement level of that range. Once the trade is entered, the first target is typically set at the -27% extension level, and the second target is set at the -62% extension level.

2:00 PM - 3:00 PM New York Time
The first thing we focus on is the morning and lunch time trading sessions. Our goal is to identify the AM Session Buy Side and Sell Side Liquidity (BSL/SSL) or Lunch BSL/SSL once the PM Session starts (from 1:30 PM to 4:00 PM). This will serve as our reversal point during the afternoon Silver Bullet, where our target will be the opposite liquidity of the lunch/AM session. If it's Friday, our target can be 20-30% of the weekly range. This is known as the T.G.I.F. setup according to ICT.

1. We wait for the Displacement between 2 PM and 3 PM EST, which sets the stage for the Silver Bullet setup.
2. We look for a clear pool of untapped liquidity. It's recommended to pay attention to the liquidity levels during the AM and Lunch sessions.
3. Find a Fair Value Gap.
4. Wait for the price to trade back into the FVG and then move out of the FVG towards the targeted pool of liquidity.

Once again, we usually consider the AM Session BSL/SSL or NY Lunch BSL/SSL as our clear liquidity pool that has been taken. Then we wait for Market Structure Shift (MSS) and displacement.

 

Consider the 6 hour, the 90 minute, and the 22.5 minute cycles.

Expect highs and lows on the 1 minute chart around Micro-Quarter turns.

Reference: 

Darya Filipenka @ Twitter/X

Darya Filipenka (2023) - One Trading Setup for Life.

Darya Filipenka (2024) - ICT Algorithmic Price Delivery & Time Macros Intro.

Darya Filipenka (2024) - ICT Market Maker Buy Model and Sell Model (MMXM).
Darya Filipenka (2024) - Quarterly Theory - London and New York AM & PM Setups.

 Darya Filipenka (2023) - The Quarterly Theory.

Jevaunie Daye (2024) - The Quarterly Theory. 

Michael J. Huddleston (2024) - The ICT Judas Swing.  

Michael J. Huddleston (2023) - 2023 ICT Mentorship (videos)

ICT Mentorship 2023 - Algorithmic Price Delivery & Time Macros Intro. (video)

Michael J. Huddleston - ICT Silver Bullet Time Based Trading Model.

ICT Algorithmic Price Delivery & Time Macros Intro | Darya Filipenka

Algorithmic macros are short lists of directives that trading algorithms follow to seek out liquidity and inefficiencies in the market. These macros are like a fishing rod, casting out into the market to identify and capture opportunities. These price action segments typically occur in 20 minute intervals. They involve a set of instructions that algorithms use to search for liquidity or market inefficiencies. They focus mainly on the first 20, 30, or 40 minutes of the trading hour, which starts at 9:30 EST/EDT.

The macro between 9:50 and 10:10 am is a time window where the algorithm starts its run for liquidity. One important aspect to note is the role of macros or specific time windows in the market. These macros provide us with valuable insights into when the market is likely to exhibit certain behaviors, such as running for liquidity or inefficiency.

The period between 10:50 am and 11:10 am marks the end of the 10:00 am to 11:00 em hour, which ls the first 90 minutes of trading. This transition from the morning session to the New York lunch period often leads to consolidation or a reversal in the market. Traders can anticipate this consolidation of reversal and adjust their trading strategies accordingly.

To effectively utilize algorithmic macros, traders need to analyze the daily chart and identify key levels (Order Block (OB), Breaker Block (BB), Fair Value Gap (FVG), etc.). In the given context, the ICT mentions a daily bullish order block. This order block consists of the high, the wick, and the opening of the daily propulsion block. Additionally, the ICT highlights the importance of fair value gaps within order blocks. These gaps represent areas of inefficiency or liquidity in the market.

In the world of trading. there are certain events that have a significant impact on market performance. One such event is the non-farm Payroll release. This event, which occurs on a monthly basic, provides crucial data on the number of jobs added or lost in the United States, excluding the farming industry. The non-farm payroll release is closely watched by traders and investors as it provides insights into the strength of the economy and can potentially move the markets. When the data is released, it often triggers orally or a decline in prices, depending on whether the numbers are better or worse than expected. During a non-farm payroll event, we can observe & specific pattern in price action. The market typically experiences sn initial rally, followed by s retracement or a drop to take out stops. This retracement is a strategic move to shake out traders who entered the market based on the initial rally. After the retracement, the market often resumes its upward trajectory.

 

Reference: 

Darya Filipenka @ Twitter/X

 Darya Filipenka (2023) - The Quarterly Theory.

Darya Filipenka (2023) - Unlocking Success in ICT 2022 Mentorship: The Smart Money Guide to the Full ICT Day Trading Model.

Michael J. Huddleston (2023) - 2023 ICT Mentorship (videos)

ICT Mentorship 2023 - Algorithmic Price Delivery & Time Macros Intro. (video)

Darya Filipenka (2023) - ICT Mentorship 2023 - One Trading Setup For Life.

Aviona Forex (2023) - ICT Mentorship 2023 Summary (video)
SirPickle (2023) - 2023 ICT Mentorship Gems.

ICT Seasonality | Michael J. Huddleston

 

 

We are in the quiet part of the year still.
Spring is coming to the markets very soon.

The year, if viewed as a single range ... we are in the Accumulation phase still.
Don't blow your equity before the salad days return.

January to April is the yearly Accumulation.
April to May is the Manipulation.
May to November is the Distribution.
December resets the yearly range.

Power of 3

Now go lose sleep over it in your charts.

You won't appreciate this until you pour
over all markets and asset classes and then your ass will hit the floor.
 

 Michael J. Huddleston

 

 

Time is more important than Price.

 

 

Accumulation - Manipulation - Distribution

 

 

There are two sets of instructions that the algorithm follows:  

AMD-X and X-AMD

 

A = Accumulation (required for a cycle to occur)
M = Manipulation
D = Distribution
X = Reversal or Continuation

Quarterly Theory - London and New York AM & PM Setups | Darya Filipenka

 

A 90 minute cycle either plays out as an AMD-X or as a X-AMD pattern:

A = Accumulation/Consolidation (required for a cycle to occur)
M = Manipulation/Expansion
D = Distribution/Expansion
X = Reversal or Continuation

 

Q1 dictates Q2, Q3 and Q4.

If Q1 accumulates (A), Q2 expands (M).

If Q2 accumulates (A), Q4 expands (D).
If Q1 expands, Q2 accumulates, Q3 expands and Q4 accumulates.
If Q2 expands, Q3 accumulates.
If Q2 expands, Q3 accumulates.
If Asia expands, skip London, trade NY and skip the PM session.
If Asia consolidates, trade London, skip NY, then trade the PM Session.
London is more prone to make the high/low of the day whenever Asia consolidates. 

Anticipate price to run the high if you are bearish or the low if you are bullish.
Tuesday is more prone to make the high/low of the week whenever Monday consolidates.
Best trading days will have consolidation during the Asian Session. 

 

Possible Quarterly Phase Transitions:

• Accumulation → Expansion: The initial phase A often begins with Accumulation, where price movement remains within a narrow range. This will transition into an expansion phase M.
• Expansion → Retracement or Reversal: Within the expansion phase, the market can either experience a retracement, where prices pull back temporarily before continuing in the same direction, or a reversal, where the trend changes direction entirely.
• Retracement → Expansion or Reversal: A retracement, which involves a temporary pullback in prices, can be followed by either an expansion phase or a reversal, depending on how traders react to the retracement.
• Reversal → Expansion or Retracement: Following a reversal, where the trend direction changes, the market can enter either an expansion phase or a retracement, as traders adapt to the new direction.
• Expansion → Retracement → Another Leg Up/Down: After an expansion phase, a retracement may occur, followed by another price movement in the same direction, often resulting in another leg up or down in the overall trend.
• Expansion → Reversal: In the expansion phase, a trend reversal can occur, leading to a shift in price direction.

 

Impossible Quarterly Phase Transitions:

• Accumulation → Reversal: A direct transition from Accumulation to reversal is not likely, as Accumulation represents a phase of price stabilization, whereas reversal involves a significant change in trend direction.
• Accumulation → Retracement: Similarly, a direct transition from Accumulation to retracement is unlikely, as Accumulation involves a range-bound price movement, while retracement implies a temporary pullback in an existing trend.
• Accumulation → Expansion → Accumulation: After an expansion phase, transitioning directly back into another Accumulation is not a common occurrence. The expansion phase typically leads to further price movement or potential retracement/reversal.
• Retracement → Reversal: Transitioning directly from a retracement to a reversal without an intermediate expansion phase is improbable, as retracement represents a temporary pause within a trend, whereas reversal involves a fundamental shift in trend direction.

 

 

Reference:

 Darya Filipenka a.k.a. LumiTraders (2023) - The Quarterly Theory.

Jevaunie Daye (2023) - The Quarterly Theory.

Funded Teacher (Jan 15, 2024) - Quarterly Theory. (video)

Richard D. Wyckoff (1931) - The Wyckoff Method of Trading in Stocks.

Quarterly Theory vs S&P 500 | Week January 15 - 19

Time-price relations are fractal and governed by algorithms. The trading week comprises four time quarters (Q1-Q4): Q1 is Monday, Q2 Tuesday, Q3 Wednesday and Q4 Thursday. Friday has a special function and is not part of this cycle. The market maker's time-price algorithm generates two Q1-Q4 patterns: AMD - X and X - AMD in which Q1-Q4 have the following functions: A   =  Accumulation phase; M  =  Manipulation phase; D  =  Distribution phase and X  =  Continuation or Reversal phase. In the weekly AMD - X pattern Q1 Monday is the Accumulation phase. Q2 Tuesday is the Manipulation phase and the first Q2 price is the weeks True Open. Q3 Wednesday has the 'distribution function' and produces the weeks largest directional move. Q3 is easiest and best to trade. X Thursday continues or reverses the Q3 trend. In the weekly X - AMD pattern Q1 Monday is the X day, Q2 accumulates, Q3 manipulates and Q4 Thursday produces the week's largest directional move; easiest and best to trade.    

 

S&P 500 (4 hour bars)

The Monthly Cycle is comprised of four quarters, one week each. 

Q1 is the first full week of the month, Q2 the second week, etc.

Week January 15 - 19 (Mon-Fri) =

 Q2 week with Accumulation function and AMD - X day pattern. 

 

 S&P 500 (30 minute bars)

 

Each trading day comprises four six hour quarters (EST/New York):
Q1 - 18:00 - 00:00 Asia Session
Q2 - 00:00 - 06:00 London Session (first Q2 price = True Open)
Q3 - 06:00 - 12:00 New York AM Session
Q4 - 12:00 - 18:00 New York PM Session

The algorithm generates two Q1-Q4 session patterns:

AMD - X and X - AMD

Each six hour session comprises four 90 minute quarters (EST/New York):
Q1 - 18:00 - 19:30
Q2 - 19:30 - 21:00 (first Q2 price = True Open)
Q3 - 21:00 - 22:30
Q4 - 22:30 - 00:00

The algorithm generates two Q1-Q4 90 minute patterns:

AMD - X and X - AMD

Each 90 minute cycle comprises four  22.5 minute micro-quarters (EST/New York):
Q1 - 18:00 - 18:22:30
Q2 - 18:22:30 - 18:45 (first Q2 price = True Open)
Q3 - 18:45 - 19:07:30
Q4 - 19:07:30 - 19:30 

The algorithm generates two Q1-Q4 22.5 minute patterns:

AMD - X and X - AM

 

Reference:

Jevaunie Daye (2023) - The Quarterly Theory.

The Quarterly Theory | Jevaunie Daye

Time must be divided into quarters for a proper interpretation of market cycles. Blending the Quarterly Theory (not to be confused with the Quarters Theory) and basic ICT concepts leads to enhanced precision. Understanding Quarterly Theory allows to be flexible. It fits in with any style of trading, as it is universal to all time-frames. The Quarterly Theory removes ambiguity, as it gives specific time-based reference points to look for when entering trades. Before being able to apply this theory to trading, one must first understand that time is fractal:

Yearly Quarters = 4 quarters of three months each.
Monthly Quarters = 4 quarters of one week each.
Weekly Quarters = 4 quarters of one day each (Monday - Thursday). Friday has its own specific function.
Daily Quarters = 4 quarters of 6 hours each = 4 trading sessions of a trading day.
Sessions Quarters =  4 quarters of 90 minutes each.
90 Minutes Quarters =  4 quarters of 22.5 minutes each.

 

Yearly Cycle: Analogously to financial quarters, the year is divided in four sections of three months each.

Q1 - January, February, March
Q2 - April, May, June (True Open, April Open)
Q3 - July, August, September
Q4 - October, November, December

Monthly Cycle: Considering that we have four weeks in a month, we start the cycle on the first month’s Monday (regardless of the calendar Day).

Q1 - Week 1, first Monday of the month
Q2 - Week 2, second Monday of the month (True Open, Daily Candle Open Price)
Q3 - Week 3, third Monday of the month
Q4 - Week 4, fourth Monday of the month

Weekly Cycle: Daye determined that although the trading week is composed by 5 trading days, we should ignore Friday, and the small portion of Sunday’s price action.

Q1 - Monday
Q2 - Tueday (True Open, Daily Candle Open Price)
Q3 - Wednesday
Q4 - Thursday

Daily Cycle: The Day can be broken down into 6 hour quarters. These times roughly define the sessions of the trading day, reinforcing the theory’s validity.

Q1 - 18:00 - 00:00 Asia
Q2 - 00:00 - 06:00 London (True Open)
Q3 - 06:00 - 12:00 NY AM
Q4 - 12:00 - 18:00 NY PM

 

6 Hour Quarters/Sessions divided into four sections of 90 minutes each  (EST/EDT).

Asian Session

Q1 - 18:00 - 19:30
Q2 - 19:30 - 21:00 (True Open)
Q3 - 21:00 - 22:30
Q4 - 22:30 - 00:00

 London Session

Q1 - 00:00 - 01:30
Q2 - 01:30 - 03:00 (True Open)
Q3 - 03:00 - 04:30
Q4 - 04:30 - 06:00

NY AM Session 

Q1 - 06:00 - 07:30
Q2 - 07:30 - 09:00 (True Open)
Q3 - 09:00 - 10:30
Q4 - 10:30 - 12:00

NY PM Session 

Q1 - 12:00 - 13:30
Q2 - 13:30 - 15:00 (True Open)
Q3 - 15:00 - 16:30
Q4 - 16:30 - 18:00

 

Micro Cycle: Lastly, dividing a 90 Minute Cycle yields 22.5 Minute Quarters, known as Micro Sessions.

Asian Session

Q1/1 18:00:00 - 18:22:30
Q2     18:22:30 - 18:45:00
Q3     18:45:00 - 19:07:30
Q4     19:07:30 - 19:30:00
Q2/1 19:30:00 - 19:52:30
Q2/2 19:52:30 - 20:15:00  (True Open)
Q2/3 20:15:00 - 20:37:30
Q2/4 20:37:30 - 21:00:00
Q3/1 21:00:00 - 21:23:30
etc.    21:23:30 - 21:45:00
21:45:00 - 22:07:30
22:07:30 - 22:30:00
22:30:00 - 22:52:30
22:52:30 - 23:15:00
23:15:00 - 23:37:30
23:37:30 - 00:00:00

London Session

00:00:00 - 00:22:30
00:22:30 - 00:45:00
00:45:00 - 01:07:30
01:07:30 - 01:30:00
01:30:00 - 01:52:30
01:52:30 - 02:15:00  (True Open)
02:15:00 - 02:37:30
02:37:30 - 03:00:00
03:00:00 - 03:22:30
03:22:30 - 03:45:00
03:45:00 - 04:07:30
04:07:30 - 04:30:00
04:30:00 - 04:52:30
04:52:30 - 05:15:00
05:15:00 - 05:37:30
05:37:30 - 06:00:00

New York AM Session

06:00:00 - 06:22:30
06:22:30 - 06:45:00
06:45:00 - 07:07:30
07:07:30 - 07:30:00
07:30:00 - 07:52:30
07:52:30 - 08:15:00  (True Open)
08:15:00 - 08:37:30
08:37:30 - 09:00:00
09:00:00 - 09:22:30
09:22:30 - 09:45:00
09:45:00 - 10:07:30
10:07:30 - 10:30:00
10:30:00 - 10:52:30
10:52:30 - 11:15:00
11:15:00 - 11:37:30
11:37:30 - 12:00:00

New York PM Session

12:00:00 - 12:22:30
12:22:30 - 12:45:00
12:45:00 - 13:07:30
13:07:30 - 13:00:00
13:00:00 - 13:22:30
13:22:30 - 13:45:00  (True Open)
13:45:00 - 14:07:30
14:07:30 - 14:30:00
14:30:00 - 14:52:30
14:52:30 - 15:15:00
15:15:00 - 15:37:30
15:37:30 - 16:00:00
16:00:00 - 16:22:30
16:22:30 - 16:45:00
16:45:00 - 17:07:30
17:07:30 - 18:00:00

 

The Monthly Cycle is comprised of four quarters, one week each. Start counting the quarters from the first full week, meaning if the first week relating to the traditional month is a partial week, it is omitted and viewed as distortion. The first full week of the month is the first quarter, the second week is the second quarter, the third week is the third quarter and the fourth week is the fourth quarter.

The Weekly Cycle is comprised of four quarters, one day each. Monday is the first quarter, Tuesday is the second quarter, Wednesday is the third quarter and Thursday is the fourth quarter. Friday is not included into the weekly cycle due to the fact that it has its own specific function.

The Daily Cycle is comprised of four quarters, six hours each, which perfectly aligns with the four trading sessions of a trading day. The first quarter is the Asian session, the second quarter is the London session, the third quarter is the New York session and the fourth quarter is the afternoon session. 

 

Each Session is comprised of four quarters, 90 minutes each. During the Asian session, the 90 minute cycles are as follows: 6pm to 7.30pm is the first quarter, 7.30pm to 9pm is the second quarter, 9pm to 10.30pm is the third quarter and 10.30pm to 12.00pm midnight is the fourth quarter. During the London session, the first quarter is 12.00am midnight to 1.30am. The second quarter is 1.30am to 3.00am. The third quarter is 3.00am to 4.30am. The fourth quarter is 4.30am to 6.00am. During the New York session, the first quarter is 6.00am to 7.30am. The second quarter is 7.30am to 9.00am. The third quarter is 9.00am to 10.30am. And the fourth quarter is 10.30am to 12.00pm. During the Afternoon session the first quarter is 12.00pm to 1.30pm. The second quarter is 1.30pm to 3.00pm. The third quarter is 3.00pm to 4.30pm. And the fourth quarter is 4.30pm to 6.00pm.

Now that we understand that time is fractal, we can begin to look into the functions of some of the quarters. Price is delivered by an algorithm. So there must be some initial input which is used to make decisions throughout each cycle. This is the function of Q1. Q1 dictates the quarters which follow, meaning Q1 is used as a barometer for forecasting market conditions in the subsequent quarters of each cycle. If the first quarter is overextended, expect the second quarter to consolidate, and if the first quarter is in a tight range, expect the second quarter to expand. 

 

 

True Opens are the main components of quarterly theory. There are specific openings of price which serve as a time-based filter for gauging manipulation swings or stop-hunts. True opens are the beginning of Q2 of every cycle.  True Opens are defined by these times:

• Yearly True Open = 1st Monday of April.
• Monthly True Open = 2nd Monday of the month.
• Weekly True Open = 6:00 PM EST every Monday.
• Daily True Open = 12:00 P.M (Midnight) EST time.
• NY Session True Open = 7:30 A.M EST time.
• Asian Session True Open = 7:30 P.M EST time.
• London Session True Open = 1:30 A.M EST time. 

 

Buy below True Open. Sell above True Open.

 

 

It is a simple concept to understand. If you are bullish within a specific cycle, you want to buy below its true open, and if you are bearish within a specific cycle, you want to sell above its true open. This will increase your accuracy tremendously, as key levels usually rest above or below true opens. Every cycle has its own true open. The true year open is the opening price of the first Monday of April. The true month open is the opening price of the second Monday of the month. The true week open is Monday at 6 p.m. The true day open is 12 o'clock midnight. The true open of the age on session is 7 30 p.m. The true open of the London session is 1 30 a.m. The true open of the New York session is 7 30 a.m. And the true open of the afternoon session is 1 30 p.m. The image to the right depicts how true opens function during bullish market environments.

There are two sets of instructions that the algorithm follows:  

AMD-X and X-AMD

 

A = Accumulation (required for a cycle to occur)
M = Manipulation
D = Distribution
X = Reversal or Continuation

After a tight Q1 range the Q2 Manipulation Phase begins. ICT calls this the 'Judas Swing'. According to his algorithmic theory, the purpose of this fake move is to get traders offside. After Q2 the real move takes place: the Q3 distribution phase and is usually the easiest to trade as the previous quarter has already established a trend of the cycle. The fourth phase is X which can either continue to establish range of the cycle or reverse. In regards to this example, the fourth quarter is reversal. As you can see, price reverses at Higher Time Frame Premium-Discount Arrays (PDAs) or key levels. 

 

 The AMD-Principle is represented in every bar of every time-frame (monthly, weekly, daily, 4 Hour, etc.) 

with a price value at which it starts trading (opening price), the highest price value (high), the lowest (low), 

and  a value of the time it ends trading (close).

Liquidity is induced when price breaches old highs and old lows while trading into key levels. If you usually trade with the one minute chart, you need a 15 minute PDA. If you usually trade with the five minute chart, you need a one hour PDA. If you usually trade with the 15 minute chart, you need a four hour PDA. If you usually trade with the one hour chart, you need a daily PDA. And if you usually trade with the four hour chart, you need a weekly PDA. 

 

Regarding X-AMD, the first quarter is the continuation or reversal of the previous Q. Of the previous cycle, using what we understand from the function of Q1, Q2 should then accumulate, resulting in high range price action. Q3 would then be the manipulation phase. However, the rules for the true opens are static. They don't change. The opening price of Q2 will always be its true open. So if the profile that you're looking at is X-AMD, even though accumulation takes place during Q2, you will use the opening price of Q2, which is its true open to gauge, the Judah swing, which will present itself more times or not in Q3. The last phase will be the distribution phase, which will be the easiest phase to trade in regards to X-AMD. 

 

Dividing a 90 Minute Cycle into 22.5 Minute Quarters (Micro Sessions).

 

Reference:
Jevaunie Daye on Twitter/X @traderdaye
ICT Concepts (2023) - Quarterly Theory and True Open. (video)

Daye's Full course / Quarterly Theory.

 

Daye (April 14, 2023) - Introduction to Quarterly Theory 

(Something You Shouldn't Know).

 

 Jevaunie Daye (2023) - Deeper Dive into Quarterly Theory.

 

Kirsten Boersma (September 10, 2023):

Quarterly Theory - the Hack of the Algorithm?

Is this proof of the algorithm existing or not? I do think so;-) 

And it's mind blowing how this fractal quarterly theory happens over and over again.