All Five ICT Entry Models Explained | JadeCap

The majority of traders lose money because they enter the market at the wrong time. In this breakdown, I will explain the exact entry models I utilized to generate over one million dollars in just two years, analyzing each one step by step. Although I have been trading for 14 years, it was only in the last few that I truly refined my strategy. It took nearly a decade for me to achieve consistency; consequently, I am sharing my experience and knowledge here to help you shortcut your own journey toward becoming a profitable trader. 

ICT Entry Models: Premium/Discount—Liquidity Raids—Fair Value Gaps—Order Blocks—Breaker Blocks. 

I. Premium and Discount

The first entry model is the fundamental concept of premium and discount. We utilize the Fibonacci retracement tool to define our specific trading range by anchoring it to a swing low and a swing high if we are bullish, or a swing high and a swing low if we are bearish. This allows us to identify the 50% equilibrium level, as well as the deep discount and premium zones.

Discount, Equilibrium, and Premium Zones: S&P 500 (1 hour candles).

 

After establishing these swing points, we wait for a retracement beyond the 50% threshold—into discount for buys or premium for sells—before hunting for an entry. Our objectives are typically a Fibonacci extension outside the range or the range high/low. In a bullish scenario, we wait for price to dip into the discount zone before targeting the previous high or a specific Fibonacci extension. Conversely, in a bearish scenario, we target the previous low or the extension.

 

Discount, Equilibrium, and Premium Zones: EURUSD (15 minute candles).

Regarding execution, candle confirmation is not strictly necessary. For instance, within a bullish range, any area below the 50% mark is considered a discount and serves as a favorable entry point. This model is particularly effective for limit orders, allowing traders to execute without being anchored to their screens. We enter long via a buy limit and place the stop loss outside the range. Because a setup is not technically invalidated until the initial swing point is breached, your stop loss should remain at that level to avoid being "chopped up" by price volatility.

II. Liquidity Raids 

This entry model identifies zones where "smart money" is likely accumulating positions: liquidity raids, commonly known as "Turtle Soup." First, we identify the specific liquidity pool we expect to be raided, such as a Previous Weekly High (PWH), Previous Daily Low (PDL), or session-specific levels like the Asian range.  

 

Liquidity Raids: EURUSD (5 minute candles).

A common mistake among novice traders is entering the market the moment a level is penetrated. Instead, we wait for a candle to close back inside the range. We look for a strong rejection followed by a close above or below the previous swing point. Only then do we enter, placing our stop loss beyond the newly created swing high or low. This ensures a superior risk-to-reward ratio, as it allows the market to signal an actual intent to reverse rather than forcing us to catch a "falling knife."

 

III. Fair Value Gap (FVG)

The Fair Value Gap (FVG) is a three-candle pattern where the second candle is so impulsive that the wicks of the first and third candles do not meet, leaving an imbalance, a "gap." We wait for the market to rebalance by trading back into this zone. 

 

Bullish Fair Value Gap: EURUSD (15 minute candles).

Ideally, the entry should be executed as price moves against the desired order flow. If we are looking to go long, we buy while price is actively dipping into the gap. While many traders demand extra confirmation, the most effective entries often occur when the market looks visually "weak," as this is where you secure the best pricing. 

 

Stop-loss placement can be aggressive (at the gap's edge) or conservative (at the high/low of the first candle). I recommend the conservative approach to give the trade sufficient room to breathe.

 

IV. Order Blocks

An order block is a down-closed candle prior to a move higher or an up-closed candle prior to a move lower. High-probability order blocks are those paired with an FVG. When an FVG rests immediately above or below an order block, it validates the level as a high-probability zone for institutional activity. 

 

Order Blocks and Breaker Blocks: Gold (5 minute candles).

We enter as the market retraces into that order block, anticipating a rejection. For instance, if several consecutive candles form an order block that aligns with an FVG, the bodies of the subsequent candles should respect that level.

 

V. Breaker Blocks

The breaker block combines liquidity concepts with order blocks. It is an order block formed prior to a raid on liquidity that is subsequently broken by a decisive move. If price sweeps liquidity and then aggressively trades through the original order block, that level transitions into a "breaker." We enter on the retracement back into the breaker's range.

 

Breaker Block: EURUSD (5 minute candles).

Stop-loss placement can be complex; I tend to favor a conservative placement because breakers can produce deep wicks that may stop out aggressive traders before the trend resumes. Often, a breaker overlaps with a fair value gap; in such cases, you might utilize the 50% equilibrium of the gap or the high/low of the original order block to set your invalidation point.

 

Every ICT Entry Model in 23 Minutes.

 

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Ultimately, whether you are utilizing premium/discount, liquidity raids, or gaps, success depends on proper stop-loss placement and trade management. A stopped-out trade does not necessarily mean the setup failed—it often suggests the stop loss was too aggressive for the market's inherent volatility.

 

Reference:
JadeCap (2025) - Every ICT Entry Model in 23 Minutes. (video)

 

A Secret to Liquidity Sweeps.

 

The Only Trading Strategy I'd Use If I Had To Start Over.

 

See also:

JadeCap (2026) - One Trading Strategy for Life: The "Daily Sweep."

orderbloque (2025) - Market Logic Based on Liquidity, Volume, and Inefficiency. 

TPR - ICT Price Action. 

March Stock Market Performance in Midterm Election Years | Jeff Hirsch

Beginning on March 2 (Mon) (Trading Day 1), the US stock market historically follows two distinct paths. Over the recent 21-year period (solid lines in the chart below), March tends to open positively with modest gains through March 4 (Wed) (TD 3) before weakness leads to a sharp dip around March 9 (Mon) (TD 6). While indices typically move higher from March 16 (Mon) (TD 11), the NASDAQ and S&P 500 usually lead this recovery into the final close on March 31 (Tue) (TD 22).

 

March generally finishes positive across all major indices.

  

In contrast, Midterm Election years since 1950 (dotted lines) show significantly greater historical strength, potentially as a rebound from a typically tepid February. This cycle produces a front-loaded rally where R2K small caps flip from laggards to leaders, often outpacing S&P 500, DJIA, and NASDAQ. Strength generally persists until the Spring Equinox, reaching a seasonal peak on March 20 (Fri) (TD 15). After this point, indices tend to lose momentum and close out the month with choppy trading. Despite these differing mid-month trajectories, March has a 64% win rate, generally finishing positive across all indices.

 

Reference:

Jeffrey A. Hirsch (February 25, 2026) - March’s Seasonal Pattern – Early Strength Persists Longer in Midterm Years. 

 

 S&P 500 Midterm Election Year Seasonal Pattern, 1949-2024.

 

Detrended S&P 500 Seasonality.

 

Detrended VIX Seasonality (see also HERE). 

 

S&P 500 First 10 Days and Last 10 Days of the Month (1928-2024).

 

 S&P 500's Average Daily Return & Percent of Days Positive (1928-2024).

 

 DJIA (daily bars).

 

CNN Fear & Greed Index.

Bank of America's Bull & Bear Index hit 9.3 on February 24, crossing the contrarian "sell" threshold above 8, indicating excessive optimism among global fund managers. Historically, such readings preceded median three-month drawdowns of 5.5% for the S&P 500, and 8.6% for the Nasdaq.

 See also:

Jeffrey A. Hirsch (December 29, 2025) - 2026 Midterm Election Year Seasonal Patterns of US Indices. 

Branimir Vojcic (February 23, 2026) - VIX Cycles: Forecasting Volatility Peaks Through 2032. 

Larry Williams (February 19, 2026) - 2026 Market Update: Crude, NatGas, Metals, Stocks, Cocoa.

TPR (February 22, 2026) - S&P 500 Hurst Analysis: Projection into Mid-March 20-Week Cycle Low. 

Nicholas D. Savino (March 1, 2026) - March 2026 S&P 500 Forecast.

Cosmic Cluster Days | March 2026

Heliocentric Cosmic Cluster Days (CCDs) and financial markets do not display a consistent polarity or directional bias. The 'noise channel' serves as a signal filter, with the upper and lower limits of the channel being empirically defined. 

 

Cosmic Cluster Days  |   Composite Line  |  Noise Channel

   

That said, swing directions, along with swing highs and lows also within the 'noise channel,' may correlate with or coincide with short-term market trends and reversals.

 

 For previous CCDs, click [HERE]. For background on the author, concept, and calculation, click [HERE].

SoLunar Rhythm in March 2026.

Solar System Geometry Forecast (Feb 23 - Mar 4, 2026) | Frank Hoogerbeets

SSGI COMMON graph overview from February 23 to March 4, 2026.

 

► Immediate Events:

February 23: Initial Geometric Convergence: SUN-VEN-NEP align, followed by SUN-VEN-SAT.
February 24: Lunar Criticality: Tight convergence of lunar geometry involving MAR and URA, likely triggering earthquakes in high 5 to 6 magnitude range.
February 25: Seismic Peak Window: SUN-MER-JUP align, potential for larger seismic events (±1 day).

► High-Alert Window:

February 27–28: Major Electromagnetic Peak: Secondary, intense convergence of MAR-URA-JUP grouping, followed by VEN-MER-EAR alignment.
February 28: "Planetary Parade:" visual alignment of six planets (MER, VEN, SAT, NEP, URA, JUP).
March 1: High-Magnitude Risk: Seismic response from Feb 27/28 geometry peaks. First of two "worst-case" windows where magnitude 8 event possible.

► Full Moon & Total Lunar Eclipse Convergence:

March 2: MAR geometric connector between JUP and URA. Combined with MER-SUN-MAR alignment, seismic response in magnitude 6 range expected.
March 3: Total Lunar Eclipse & Full "Blood Moon" at 11:33 UTC: Aligns with MER-VEN-NEP conjunctions, creating massive geometric cluster.
March 4–5: Final Seismic Peak: Following eclipse and MER-VEN-SAT alignment, final activity burst expected. Second high-risk window for magnitude 7 or 8 earthquakes, depending on crustal stress levels.

 

[EAR=Earth, MOO=Moon, MER=Mercury, VEN=Venus, SUN=Sun, MAR=Mars, JUP=Jupiter, SAT =Saturn, URA=Uranus, NEP=Neptune]
 

Reference:
Frank Hoogerbeets (February 23, 2026) - 10 Days Overview: Eclipse, Major Earthquake Warning.

 

Planetary-Lunar Geometry, February 23-25, 2026.

 

See also:

Frank Hoogerbeets (2025) - Planetary Conjunctions at the Time of Major Earthquakes.

Benjamin Deniston et al. (2012) - Earthquakes, Moonquakes, Pandemics, and the Solar Cycle. 

Larry Berg (1988) - Planetary Harmonics. 

John H. Nelson (1974) - Cosmic Patterns: Their Influence on Man and His Communication. 

Frank Hoogerbeets' Solar System Geometry Survey (SSGEOS) operates on the hypothesis that specific geometric angles (i.e. 0°, 45°, 90° and 135°) and alignments between planets, the Moon, and the Sun exert electromagnetic and gravitational stress on Earth’s tectonic plates to trigger major earthquakes. Its primary purpose is to provide a global earthquake forecasting system by identifying high-risk time windows through the Solar System Geometry Index (SSGI), a proprietary mathematical tool that monitors planetary conjunctions and lunar positions. The methodology treats the solar system as a massive electromagnetic generator where celestial bodies act as magnets and the Sun as an armature, creating harmonic resonances that destabilize Earth's crustal equilibrium. This remains unrecognized by the mainstream scientific community, which maintains that planetary forces are too weak to influence terrestrial seismicity and that earthquakes cannot be predicted with temporal precision.

VIX Cycles: Forecasting Volatility Peaks Through 2032 | Branimir Vojcic

Seasonality within the Standard & Poor’s 500 Volatility Index (VIX) indicates that volatility typically rises toward the spring, declines during the summer months, and ascends once more into October (see chart below). 

 

Vix Seasonality.

This cyclical behavior usually runs inverse to the stock market. Crucially, this 6-month cycle aligns almost perfectly with the classic VIX seasonal pattern, reinforcing the likelihood of the next move. Chart 1 illustrates the six-month cycle that dominates the daily timeframe, aligning closely with established VIX seasonality patterns.

Chart 1: VIX - 6-Month Cycle.

Shifting our focus to longer-duration significant cycles, we examine the two-year and 3.5-year cycles (Chart 2). The latter is formally recognized as the Kitchin cycle and is observable across numerous financial markets. Although these two powerful cycles are frequently out of phase, they generally succeed in capturing significant spikes within the VIX. By combining them (Chart 3), we yield a composite cycle signal; we observe that these two cycles capture the majority of the VIX's historical movements, notwithstanding a notable failure in 2005.

 

Chart 2: VIX - 2-Year and 3.5-Year Cycles.

 

Chart 3: VIX - Composite of 2-Year and 3.5-Year Cycles.

Naturally, various other cycles—both of shorter and longer durations—simultaneously influence price action. On the monthly VIX chart, the six-year and ten-year cycles are the dominant forces, beautifully capturing multi-year fluctuations (Chart 4). It is important to note that both of these cycles reached troughs in 2005, which explains why the shorter-term cycles were unable to produce a volatility spike during that period. 

 Chart 4: VIX - 6-Year and 10-Year Cycles.

 

The integration of these two cycles further underscores their critical importance for long-term VIX trajectories. Currently, the composite cycle signal forecasts a multi-year cyclical peak in 2032, a period which may correspond to a significant low in the stock market. Finally, by incorporating the two-year and 3.5-year cycles, we add essential granularity to the composite of these very long-term cycles (Chart 5).
 

Chart 5: VIX - Composite of 6-Year and 10-Year Cycles.

 

The next significant cycle peak and trough are estimated to occur in November of 2026 and throughout 2027, respectively. Following that inflection point, the VIX will generally maintain an upside bias toward 2032. Given that stock market movements are typically inversely correlated with those of the VIX, does this imply that the equity market will decline through October 2026, rally in 2027, and subsequently enter a secular bear market until the early 2030s?

Reference:
Branimir Vojcic (February 16, 2026) - What Message is Volatility (VIX) Sending? Part 1 & Part 2. (videos)

S&P 500 Hurst Analysis: Projection into Mid-March 20-Week Cycle Low

The current 40-week cycle began at the November 21, 2025 trough. Its primary components are two 20-week cycles, which averaged 16.9 weeks (118 days = Delta cycle) over recent iterations. 

 

 SPY (daily candles), September 2025 to May 2026.

The low of the first 20-week cycle is expected to occur between March 17 and March 19 (Tue–Thu).
 

► 10-day cycle (7.6 days) low = Feb 24 (Tue)
► 20-day cycle (15.4 days) low = Mar 3 (Tue)
► 40-day cycle (31 days) low = Mar 17 (Tue)
► 80-day cycle (57 days) low = Mar 18 (Wed)
► 20-week cycle (118 days) low = Mar 19 (Thu)

 

The 40-week cycle (and 18-month cycle) trough is projected into late July (±).

 

See also:
TPR (August 5, 2025)  - Insights into J.M. Hurst's 40-Week Cycle AKA the 9-Month Cycle.

TPR (2025) - J.M. Hurst’s Cyclic Theory.

2026 Market Update: Crude, NatGas, Metals, Stocks, Cocoa | Larry Williams

Crude Oil

Larry Williams identifies a setup for potential decline, noting that commercials (via Commitments of Traders (COT) Report red line in the chart below) have ceased aggressive buying and are exiting the market, with the line declining after marking a recent bottom. 

 

The public (green line) has become heavy buyers, signaling vulnerability. His proprietary valuation indicator (gold line, based on Crude-Gold Ratio) shows overvaluation, similar to prior pullbacks. As a conditional trader, he views this as a setup but requires trend change confirmation. 

 

 Downward setup via overvaluation and commercial selling; imminent cyclical

downturn, low in March/June needing trend confirmation for shorts.

 

Cyclically (weekly charts), a downturn is imminent, with a low expected in about three months (around March or June), historically good for longs. He advises watching for sell signals in energy markets, emphasizing cycles for bias and timing.

Natural Gas

Williams was seeking a short-term buy opportunity but canceled orders due to lack of upward movement today, anticipating a possible bounce. He stresses evaluating the COT report to determine if commercials or the public are buying, cross-referenced with open interest for directional insight. While acknowledging a seasonal pattern, he deems it less significant than current buyer/seller dynamics via the COT.

Gold

Williams admits a prior bad call, expecting a cyclical high aligned with Bitcoin's peak, but Gold held firm. Currently, commercials (COT red line) are unusually buying the decline at high levels, a position not typical and reminiscent of past buy opportunities. He notes recent shorts in Silver and Copper have shifted.

 

Gold bullish from commercial decline-buys and March cycles; 

Silver similar with rally soon, upside late Feb/March on trend change.

 

Cyclically, short-term (red) and longer-term (blue) cycles converge in March, establishing a substantive buy point without implying a drop to chart lows. This timeframe warrants bullish attention, pending trend change.

Silver

Williams observes that Silver exhibits strong similarities to Gold, historically regarded as the "poor man's gold" but now akin to the "expensive man's gold." It follows a comparable cyclical pattern, indicating the onset of a rally within the ensuing couple of weeks from the time of discussion. Aligning with his year-end forecast, he anticipated initial downward pressure, followed by an upward shift around late February or early March. He emphasizes restraint in entry, requiring confirmation of an upside trend change—such as a trend line breakout or moving average signal—within that timeframe to qualify the trade.

Dow Jones, S&P 500, Disparity in Advance/Decline, and Why Dow is Stronger

Williams affirms a bull market persisting through 2025 into mid-2027, dismissing pessimists based on repeated past errors. The advance-decline line (net cumulative advances vs. declines) is at new highs while stocks are not—an anomaly he has rarely seen, historically followed by higher prices, providing a fundamental bullish rationale. 

 

 

Bull to mid-2027 via advance-decline highs; Dow stronger than

S&P on value focus, mid-March cyclical buy/rally.

Comparing charts below: Dow Jones futures show a higher low and greater strength than S&P E-minis, attributed to fewer "hot stocks" like the Magnificent Seven in the Dow, which suffered hits. 

 

The Dow better represents quality and value, with funds shifting there for protection over speculation. As a trader, Williams is long Dow contracts, not S&P, due to Dow's outperformance. 

Cocoa

Williams sees a buy setup, though not yet long, awaiting trend change. Commercials (top pane red line) are adding positions amid declining total open interest (black line)—indicating others exit, a rare bullish "bubble up." Valuation (gold line, Cocoa-Gold Ratio) shows undervaluation, contrasting prior overvalued tops. 

 

 

Rally from commercial "bubble up" buys and undervaluation; 

short-term immediate, major in June/July with trend entry patience.

 

Cyclically, short-term (red) suggests immediate rally start; longer-term (blue) aligns with short-term around June/July for ideal entry and bigger move.

 

Reference:
NinjaTrader Live (February 18, 2026) - 2026 Market Outlook with Larry Williams. (video)
 

See also:

Foundation for the Study of Cycles (February 17, 2026) - Larry Williams on Inflation and the Coming Bear Market. (video) 

Larry Wiliams (December 23, 2025) - 2026 Market Forecast: Cycles, Risks, and Opportunities.

Namzes (February 18, 2026) - 2026 Crude Oil Projection.
Vladimir A. Belkin (2024) - 2025-2027 Oil Price Decline Linked to Solar Cycle Activity.

Vladimir A. Belkin (2024) - Strong Inverse Correlation between Ap Index and Gold Price.

"Prepare for US War on Iran within 72–96 Hours" | US Col. Douglas Macgregor

The US is on the verge of launching an air and missile war against Iran. It appears likely to begin within the next 72 to 96 hours. The goal of this operation is to inflict such horrific destruction on Iranian infrastructure and society that the leadership is forced to submit. A key factor in this timing is the Ford Carrier Strike Group. Having recently passed through the Strait of Gibraltar, it is expected to reach its position in the Eastern Mediterranean by Sunday. This group provides essential reinforcement for air and missile defense in Israel. Once this defensive shield is in place, the trigger could be pulled as early as Monday, February 23.
 

Surpassing post-Iraq benchmarks, a massive US mobilization—anchored by 50 stealth fighters,

150 transports, 35 warships, and 50,000 personnel—converges with peak IDF combat and rescue

readiness to signal a 90% strike certainty within a Trump-projected weekend window.

The political objective is not necessarily regime change, but rather forcing Iran to comply with a specific list of demands originally outlined by Prime Minister Netanyahu and adopted by the Trump administration (total nuclear cessation, ballistic missile dismantlement, abandonment of the Axis of Resistance including Hezbollah and various Shiite populations in the Emirates, Yemen, and the Gulf).

It is unlikely that Iran will submit. Unlike the 12-day conflict seen last June, this would be a "fight to the finish." Iran has built immense redundancy into its command-and-control structures. If the leadership is neutralized, local commanders have standing orders to continue missile launches automatically. With an arsenal of thousands of missiles, Iran could potentially sustain launches 24 hours a day for weeks. Furthermore, their air defenses—potentially bolstered by untested but advanced Chinese technology—could prove far more capable than anticipated. They claim the ability to identify targets at ranges of 700 kilometers, reaching deep into Iraq, Syria, and the Caucasus.

Tehran’s blockade of the Hormuz choke point—the artery for 20% of global petroleum

—leveraged alongside Sino-Russian naval maneuvers, would catalyze a systemic global

meltdown of vertical oil prices and runaway inflation.

 

This conflict will not be a "cakewalk." We must anticipate significant casualties—potentially hundreds, if not a thousand, if things go poorly. Beyond the immediate battlefield, the geopolitical consequences are vast. We should expect Iran to activate proxies throughout the region and perhaps even in the Western Hemisphere via cooperation with drug cartels. Turkey is increasingly hostile toward Israel and the US meddling in what they consider their "backyard." A war would create a massive refugee crisis that Turkey desperately wants to avoid, potentially pushing them to provide direct or indirect support to Tehran. Russia and China have invested billions in Iran. While they may not intervene directly, they will likely provide the Iranians with every possible resource to ensure they survive the onslaught.

This war is tied to a larger struggle over the future of the global financial system. We are seeing the rise of BRICS (Brazil, Russia, India, China, South Africa, and others), which represents an alternative to Western institutions like the IMF and the World Bank. If the US appears militarily weak or unable to achieve its objectives in Iran, it could accelerate the collapse of the US bond market. Experts have long warned that if the 10-year Treasury yield hits the 5% mark, it could signal "game over" for the current global financial order.

Wars are easy to start but notoriously difficult to end. If we maintain the position that we will not negotiate—labeling every opponent as a "Stalin" or "Hitler"—we leave ourselves no path to peace other than unconditional surrender, which is rarely achieved through airpower alone. We risk entering a conflict that we cannot stop, resulting in a strategic defeat similar to Vietnam.

Reference:
Colonel Douglas McGregor (February 19, 2026) - Prepare For Iran War in 72-96 HOURS! (video)

 

United States of Epstein Island: BREAKING—Rep. Lieu said Full
Epstein Files Show Trump Raping Children, February 19, 2026.

 

Gusano Rubio evokes the return of Western colonialism—and Europe applauds. 

Munich Security Conference, February 14, 2026.

 

See also:

Bradley F. Cowan (February 12, 2026) - Heliocentric Uranus Cycle and American War (2026-2033).

Alexander L. Chizhevsky (December 14, 2025) - Mass Excitability during Solar Cycle 25 (2019–2030).