Table of Contents
This interview features Kimmel Trades, Omor NBB Trader, JadeCapFX, and Ali Khan ICT sitting down for a no-nonsense roundtable on how they actually trade and why their approach works in live markets. It’s a candid, practical conversation from four ICT-influenced voices who’ve spent years translating theory into execution—timing entries, reading liquidity, and managing risk with discipline.
In this piece, you’ll learn the strategy basics they rely on: building daily bias, choosing time-of-day windows, spotting displacement and fair-value gaps, and using OTE-style entries without overcomplicating your chart. You’ll also see how they think about risk, journaling, and psychology—when to press, when to pass, and how to avoid revenge trades—so you can adopt a clear, beginner-friendly framework that’s easy to test and apply.
Kimmel Trades Playbook & Strategy: How He Actually Trades
Market Bias & Prep (Weekly → Daily)
Before entries, the aim is to build a simple roadmap so you’re not guessing once the bell rings. Start wide (weekly) to spot where price is hunting, then narrow to the daily and a single intraday plan you can actually execute.
- Sunday: mark prior week’s high/low, weekly open, and any clean imbalance (weekly FVG) that hasn’t been rebalanced.
- Each morning: define directional bias from daily structure—trade with the most recent daily break of structure unless price is inside a daily range (then fade edges).
- If daily candle opens above weekly open and takes buy-side first, expect a mean-reversion day; if it takes sell-side first, expect continuation—plan accordingly.
- Only trade with bias after the first sweep of either the prior day’s high/low; avoid first touch unless displacement confirms.
Time-of-Day & Instruments
Timing does the heavy lifting. Pick the windows with real participation and stop forcing trades in dead zones.
- Primary instrument: majors or US indices; apply one playbook per instrument per day.
- Active windows: 9:30–11:30 ET (cash open drive) and 13:30–15:00 ET (NY PM range break). No new positions after 15:15 ET.
- Max two trades per session; stop trading for the day after two consecutive losses.
- If the first 15-minute range is ≤ 0.5× 10-day ADR, expect expansion; if ≥ 1× ADR by 11:30 ET, expect mean reversion—switch tactics.
Liquidity Map: What Price Is Reaching For
Price gravitates to pools, not lines. Map the obvious money and wait for the market to tip its hand.
- Mark: previous day high/low, Asia range high/low (00:00–05:00 ET), session mid (50% of prior day’s range), and round numbers (00/50).
- Define external range (last swing high/low on H1/H4) and internal range (today’s developing range on M5/M15).
- Target the opposite side liquidity once the first side is swept with displacement (e.g., sweep PDH → target PDL or Asia low).
- Skip trades if today sits between equal highs/lows on H1—expect chop until one side is run.
Entry Trigger: Displacement + Fair Value Gap (FVG)
You need a clean engine to press the button. Displacement confirms intent; the FVG gives you an efficient entry.
- Confirmation: an impulsive candle closes through a mapped level with body ≥ 1.2× the average body of the last five candles.
- Entry zone: 50–100% retrace into the M1–M5 FVG created by that impulse.
- Stop: beyond the origin swing of the impulse (or 1 tick beyond the swept high/low).
- If no retrace into the FVG within 15 minutes, pass; don’t chase.
- In a bearish day, prefer FVGs that form after a buy-side sweep; inverse for bullish days.
Risk & Trade Management
Consistency comes from fixed risk and mechanical exits. Make wins bigger than losses and you’re already ahead.
- Risk per trade: 0.5% standard, max 1% only when ADR is > 1.2× its 20-day average and news is clear.
- Initial take-profit (TP1): at opposing intra-session liquidity (Asia H/L, prior 15m swing) or 1.5R—whichever comes first; take 60–70% off.
- Move stop to breakeven after TP1 or once price closes beyond the session midline in your favor.
- Trail remainder behind last confirmed M5 swing (or 9/20 EMA crossover on M1 for fast markets).
- Daily risk cap: 2% max; hit it and stop.
Scaling & Adds (Only on A+ Days)
Adds are earned by structure, not hope. Only scale when the higher timeframe and session flow align.
- Add at the next formed FVG in trend direction after a higher low (for longs) or lower high (for shorts) on M5.
- Never have more than two ads; each add risks half of the initial risk (e.g., 0.25% if the initial was 0.5%).
- Pyramid only if ADR is not yet filled to 0.8× and there’s untagged liquidity ahead (e.g., PDH/PDL).
News & Volatility Filter
News distorts time. Either stand aside or adapt to risk before it hits.
- 10 minutes before/after tier-1 events (CPI, NFP, FOMC rate decision): no new entries; flatten scalps.
- If the spread widens or the 1-minute candle range spikes to > 2× its 20-period average, cut size in half or skip the next setup.
- On news days, require displacement candle body ≥ 1.5× average to validate signal.
Playbook Setups (Choose One Per Day)
Clarity beats variety. Pick one of these so your execution is repeatable.
A. Open Drive Reversal (Sweep → Displacement)
This aims to catch the first trap at the bell and ride it to the opposite side.
- Wait for NY to open to run PDH/PDL within the first 15–30 minutes.
- Require a strong rejection and M5 displacement in the opposite direction.
- Enter on the first FVG retrace; TP1 at session mid; target the other side of the prior day’s range.
B. London Close Fade (NY PM Mean Reversion)
Great when morning is already expanded and ADR is near done.
- By 13:30–14:00 ET, if range ≥ 0.9× ADR and price is extended beyond the H1 equilibrium, look for a reversal signal.
- Enter on M1–M5 FVG after a micro-structure shift; tight stop beyond the extreme.
- Target: 50% of the day’s range, then VWAP/session mid.
C. Continuation Pullback (Trend Day)
When bias, session, and displacement agree, let the market pull you in.
- Identify a clear H1 break and hold above/below a key level.
- Enter the first/second pullback into a fresh M5 FVG that aligns with the trend.
- Hold runner to external liquidity (weekly swing or untouched PDH/PDL).
Trade Selection & Quality Control
Fewer, better trades. Build a quick checklist to avoid impulse clicks.
- Only trade when at least three of four boxes are checked: HTF bias, liquidity sweep, displacement, and session alignment.
- Skip if M5 structure is flat (equal highs and equal lows inside the last two hours).
- No trades if the first planned setup fails, and the second would be in the opposite direction—avoid ping-pong.
Executions: The 60-Second Checklist
Right before entry, slow down and confirm. A consistent pre-flight routine reduces dumb mistakes.
- Bias noted (↑/↓), target marked, invalidation defined in price, not dollars.
- Entry ticket pre-filled: size, stop, and TP1 at minimum 1.5R.
- Alarm set at TP1 and at invalidation; no manual dragging unless rule-based.
Position Sizing & Math
Let math protect you from moods. Keep it formulaic so every trade feels the same.
- Position size = (Account × Risk%) ÷ Stop distance.
- If stop < 0.25× 20-period ATR (entry timeframe), round up stop to that minimum; reduce size accordingly.
- If stop > 0.8× 20-period ATR, the pass structure is too loose.
Journal & Metrics (Fast + Useful)
Data makes the edge obvious. Track only what moves the needle and ditch vanity stats.
- Log: setup type, session, HTF bias (Y/N), sweep present (Y/N), R multiple achieved, and reason for exit.
- Weekly scorecard: win rate by setup, average R, and loss distribution (are losers clustered after news or lunch hours?).
- If a setup’s 4-week average R < 0.6 or win rate < 35%, bench it for two weeks.
Weekly Reset & Map
A clean map keeps you calm. Do this once, then execute all week.
- Mark fresh weekly highs/lows, imbalances, and any untouched liquidity magnets.
- Predefine three “A+ zones” for the week where you’ll size normally; everything else is half-size.
- Set alerts at those zones and close the chart until the price arrives—no wandering entries.
Omor NBB Trader Playbook & Strategy: How He Actually Trades
Market Bias First, Trades Second
Omor starts with a simple question: “Which side is the market likely to clean out today?” That means building a directional bias from higher timeframes so intraday decisions aren’t guesses. This section shows how to set that bias fast, then stick to it.
- Sunday map: mark last week’s high/low, weekly open, and any obvious weekly imbalance that hasn’t been revisited.
- Daily confirmation: trade in the direction of the most recent daily break of structure; if price is stuck inside a daily range, only fade the edges after a sweep.
- First objective: expect the session to reach for one side’s liquidity (prior day high/low or Asia range); plan to engage after that sweep, not before.
- If the daily opens above the weekly open and takes buy-side first, prep for a mean-reversion profile; if it takes sell-side first, prep for continuation.
Time Windows and Instruments
He narrows the entire day to a couple of high-participation windows so his edge isn’t diluted. Focus and timing do most of the heavy lifting; everything outside the windows is optional at best and dangerous at worst.
- Core products: one index (e.g., NAS100/ES) or one major FX pair per day—never both.
- Active sessions: 9:30–11:30 ET for open-drive moves, 13:30–15:00 ET for New York PM rotations.
- Two-strike rule: max two planned trades per session; stop for the day after two consecutive losses.
- Range logic: if the first 15-minute range is ≤ 0.5× 10-day ADR, prioritize expansion setups; if by midday the day has run ≥ 0.9× ADR, favor mean reversion into equilibrium.
Liquidity Map You Can Trade
Omor treats price as a hunt for obvious pools, not a reaction to random lines. Map the pools, wait for a sweep, and then trade toward the other side with confirmation.
- Mark: prior day high/low, Asia range (00:00–05:00 ET), session midpoint (50% of prior day’s range), and round numbers (00/50).
- Define external range on H1/H4 (last meaningful swing) and internal range on M5/M15 (today’s developing structure).
- After a sweep of one side, target the opposite pool—PDH → PDL or Asia H → Asia L—if and only if displacement confirms.
- Stand down if equal highs and equal lows cluster on H1; that’s chop—wait for a decisive run.
Trigger: Displacement into a Fair Value Gap
Entries are mechanical: displacement proves intent, and a fair value gap provides efficient pricing. If the market won’t give you both, you don’t owe it a trade.
- Signal: an impulsive candle closes through a mapped level with body ≥ 1.3× the average body of the last five candles.
- Entry: 50–100% retrace into the M1–M5 FVG created by that impulse; use limits with an alert, not market orders.
- Invalidation: stop beyond the origin swing of the impulse (or 1 tick beyond the swept extreme).
- Timeout: if the price doesn’t revisit the FVG within 15 minutes, cancel the order and wait for the next setup.
Risk and Management Rules
Risk is fixed; outcomes are variable. Omor protects the downside with strict position sizing and turns winners into runners with staged exits.
- Risk per trade: 0.5% baseline; 1.0% only when volatility is clean and aligned with bias.
- TP1: at 1.5R or the nearest opposing intraday liquidity (Asia H/L, prior 15m swing)—whichever comes first; take 60–70% off.
- Breakeven: move stop to BE after TP1 or once a candle closes beyond the session midpoint in your favor.
- Trailing: manage the remainder behind the last confirmed M5 swing; if momentum stalls (three consecutive inside M5 candles), exit remainder.
- Daily risk cap: 2% hard stop; once hit, trading ends.
Scaling the Right Way
Adds are earned by structure, not by hope. Only scale when the market is trending and pulling back cleanly—otherwise keep the original size and let the plan play out.
- Prereqs: HTF bias and session flow aligned, ADR not yet filled to 0.8×, clear untagged liquidity ahead.
- Add locations: subsequent same-direction M5 FVGs that form after a higher low (longs) or lower high (shorts).
- Size of adds: half the initial risk per add, max two adds total.
- Never add if the initial stop has not been advanced to BE; no pyramids from a vulnerable base.
News and Volatility Filters
News reshapes the tape; respect it or get run over. Omor either pauses or tightens rules around major releases so variance doesn’t erase the week.
- Ten-minute rule: no new entries 10 minutes before or after tier-1 events (e.g., CPI, NFP, FOMC decision).
- Volatility spike: if the 1-minute true range > 2× its 20-period average, cut size in half for the next trade or skip it entirely.
- On news days, require displacement body ≥ 1.5× average to validate the signal.
The Three Core Setups
He keeps a small playbook and executes one setup per day. This keeps journaling clean and the math honest.
A. Open Sweep Reversal
This looks to fade the first trap at the cash open and ride it to the opposite side of the range.
- Wait for NY to run PDH/PDL in the first 15–30 minutes.
- Require M5 market structure shift and displacement the other way.
- Enter on the first FVG pullback; TP1 at session mid; final target at the opposite prior-day level.
B. Trend Pullback Continuation
When the tape is one-directional, let it pull you in rather than chasing.
- Confirm H1 break-and-hold beyond a mapped level.
- Take the first or second pullback into a fresh M5 FVG aligned with the trend.
- Hold runner to external liquidity (weekly swing or untouched PDH/PDL).
C. NY PM Mean Reversion
If the morning has already completed most of ADR, fade extremes into equilibrium.
- By 13:30–14:00 ET, if the day’s range ≥ 0.9× ADR and price trades beyond H1 equilibrium, watch for a micro shift and FVG trigger.
- Tight stop beyond the extreme; scale out at 50% of the day’s range and session VWAP/midline.
- No re-entries after 15:15 ET.
Execution Checklist (60 Seconds)
Right before clicking, Omor slows down and verifies the plan. A short, repeatable checklist removes hesitation and FOMO.
- Bias and target written down, invalidation in price terms, not dollars.
- Ticket pre-filled: size, stop distance, TP1 at minimum 1.5R.
- Alerts are placed at TP1 and invalidation; no manual stop widening, ever.
Position Sizing Math
Sizing is formulaic, so every trade feels identical. That consistency is what lets stats work in your favor.
- Position size = (Account × Risk%) ÷ Stop distance (in points or pips × product value).
- Minimum stop: if stop < 0.25× 20-period ATR (entry timeframe), round stop up to that minimum and reduce size accordingly.
- Maximum stop: if stop > 0.8× 20-period ATR, skip the trade—structure’s too loose for precision.
Journal and Metrics That Matter
He tracks only the data that drives improvement. The goal is to quickly see which setups pay and which hours bleed.
- Log per trade: setup name, session, sweep present (Y/N), displacement present (Y/N), R multiple, exit reason.
- Weekly review: win rate by setup, average R, drawdown depth, and time-of-day P/L distribution.
- Bench any setup that averages < 0.6R over four weeks or has a win rate < 35%—test it offline before reinstating.
Weekly Map and Alerts
Preparation makes discipline easier. Build a map once, set alerts, and let price come to you.
- Mark fresh weekly highs/lows, untouched imbalances, and two to three “A-zones” where you’ll take full size.
- Everything outside A-zones is half-size; no discretionary bumps.
- Place alerts at A-zones and close the chart until they fire—no wandering entries.
JadeCapFX Playbook & Strategy: How He Actually Trades
Top-Down Bias That Doesn’t Overthink
Before hunting entries, he decides which side is most likely to get cleaned out today. The idea is simple: align with the higher-timeframe push, then wait for intraday confirmations so you’re not guessing once volatility shows up.
- Start weekly → daily → H1: mark last week’s high/low, weekly open, and any clean imbalance that hasn’t been rebalanced.
- Daily rule: trade in the direction of the most recent daily break of structure; if the daily is in balance, only look to fade the extremes after a sweep.
- Pre-session objective: expect price to reach for one of yesterday’s extremes or the Asia range—plan to engage after that side is taken.
- If the daily opens above the weekly open and runs buy-side first, prep for mean reversion; if it runs sell-side first, prep for continuation.
Instruments, Sessions, and ADR
He keeps the universe tight—one or two instruments—so execution is consistent. Knowing when a market tends to move lets you size and choose targets with way less noise.
- Focus list: one FX major (e.g., EURUSD or GBPUSD) or XAUUSD, plus one index at most; pick one primary per day.
- Active windows: London continuation (03:00–05:00 ET), NY open drive (09:30–11:30 ET), and NY PM rotations (13:30–15:00 ET).
- ADR filter: if the day hits ≥ 0.9× its 20-day ADR by midday, bias shifts to mean reversion; if the first 15m range ≤ 0.5× ADR, expect expansion.
- Two-trade rule per session; stop trading after two consecutive losses or after the first 2R winner—protect the mental capital.
Liquidity Roadmap You Can Trade
Price moves toward pools of resting orders, not random lines. This section shows how to draw the map once and let the price come to you.
- Mark prior day high/low, Asia high/low (00:00–05:00 ET), and round numbers ending in 00/50.
- Define external range (last H1/H4 swing high/low) and internal range (today’s M5/M15 structure).
- Trade the flip: after one side is swept with a strong impulse, target the opposite pool—PDH → PDL, Asia H → Asia L.
- Stand down when H1 prints obvious equal highs and equal lows—expect chop until a decisive run breaks the symmetry.
Entry Trigger: Displacement + FVG
He wants proof of intent before paying the spread. A displacement move gives direction; the fair value gap offers efficient pricing for the fill.
- Signal: an impulsive candle closes through a mapped level with body ≥ 1.3× the average body of the last five candles.
- Entry: 50–100% retrace into the newly formed M1–M5 FVG; use limit orders with alerts to avoid chasing.
- Invalidation: stop beyond the impulse origin or 1 tick beyond the swept extreme.
- Timeout: cancel the order if no fill within 15 minutes; if price rebalances the entire FVG immediately, skip the setup.
Risk, Targets, and Trade Management
Edge is fragile without risk rules. He standardizes risk, takes profits at logical liquidity, and lets runners pay for the week.
- Risk per trade: 0.5% baseline; 1.0% only when HTF bias, ADR, and session flow align perfectly.
- TP1: at 1.5R or nearest opposing intraday liquidity (Asia H/L, prior 15m swing)—whichever comes first; bank 60–70%.
- Move stop to breakeven after TP1 or once price closes beyond the session midpoint in your favor.
- Trail the runner behind the last confirmed M5 swing; if three consecutive M5 inside bars print, close remainder—momentum stalled.
- Daily risk cap: 2% hard; hit it and close the platform.
Scaling Only on A+ Structure
Ads are a privilege earned by structure, not emotion. He scales in only when the tape trends cleanly and there’s untouched liquidity ahead.
- Requirements: ADR not yet filled to 0.8×, clear external liquidity target ahead, and HTF + session alignment intact.
- Add fresh same-direction M5 FVGs that form after a higher low (longs) or lower high (shorts).
- Each add risks half the initial risk; max two adds total.
- Never add unless the initial stop has been advanced to breakeven—no pyramids from a vulnerable base.
News & Volatility Guardrails
News changes the tape’s behavior. The plan adapts so variance can’t nuke the week.
- No new positions 10 minutes before/after tier-1 releases (CPI, NFP, central bank rate decisions).
- If the 1-minute true range spikes to > 2× its 20-period average, either half size for the next entry or skip it.
- On high-impact days, require displacement body ≥ 1.5× average to validate the trigger.
Three Core Setups
Keeping the playbook tight makes execution and journaling simple. Pick one per day and grade it ruthlessly.
A. London Continuation (Sweep → Drive)
The aim is to join the momentum after London runs the first pool and shows intent.
- Wait for Asia or yesterday’s extreme to be swept during early London.
- Require an M5 structure shift with displacement in the trend direction.
- Enter the first FVG pullback; TP1 at session mid; final target at opposing prior-day level or next H1 liquidity.
B. NY Open Reversal (Trap Fade)
This fades the cash-open trap and rides it back to equilibrium.
- Look for a sweep of PDH/PDL within the first 15–30 minutes of NY.
- Enter on the first clean M1–M5 FVG after a shift in structure.
- TP1 at session mid; trail to the opposite side of the morning range.
C. PM Mean Reversion (ADR Complete)
When the day’s range is largely done, fade the stretch back to fair value.
- By 13:30–14:00 ET, if range ≥ 0.9× ADR and price trades beyond H1 equilibrium, wait for micro shift + FVG.
- Tight stop beyond the extreme; scale out at 50% of the day’s range and VWAP/midline.
- No new entries after 15:15 ET.
Execution Checklist (One Minute)
Right before clicking, he runs the same checks every time. It prevents sloppy fills and keeps risk math consistent.
- Bias noted with target and invalidation in price terms; no dollar-based stops.
- Ticket pre-filled: size, stop distance, TP1 at ≥ 1.5R; alerts set at TP1 and invalidation.
- Confirm session alignment and ADR context; if either contradicts the setup, stand down.
Position Sizing That Survives
Sizing is mechanical, so every trade feels identical. That’s how the stats compound.
- Position size = (Account × Risk%) ÷ (Stop distance × product value).
- If stop < 0.25× 20-period ATR on the entry timeframe, round stop up to that minimum and reduce size.
- If stop > 0.8× 20-period ATR, skip—structure is too loose for precision.
Journal & Weekly Review
He tracks only the metrics that change behavior. This lets him prune weak plays and press the strong ones.
- Log per trade: setup name, session, sweep (Y/N), displacement (Y/N), R multiple, exit reason.
- Weekly stats: win rate by setup, average R, drawdown depth, and time-of-day P/L.
- Bench any setup averaging < 0.6R over four weeks or with a win rate < 35%; re-test before bringing it back.
Ali Khan ICT Playbook & Strategy: How He Actually Trades
Top-Down Bias That Drives The Day
Ali starts wide and narrows fast, so intraday decisions aren’t guesswork. The goal is to decide which liquidity side is most likely to get raided today, then align your setups to that path of least resistance.
- Map weekly swing high/low, weekly open, and any obvious weekly imbalance that hasn’t been rebalanced.
- Daily rule: trade with the most recent daily break of structure; if price is in a daily range, only fade edges after a sweep.
- First objective each session: expect a run on either the prior day’s high/low or the Asia range—engage only after that side is taken.
- If the daily opens above the weekly open and the first sweep is buy-side, prepare for mean reversion; sell-side first favors continuation.
Session Windows & What To Trade
He restricts attention to a couple of time blocks where real participation shows up. This keeps you from forcing trades in dead tape and makes your sample size clean.
- Instruments: one index (e.g., NAS100/ES) or one FX major per day; never split focus.
- Windows: London continuation 03:00–05:00 ET; NY open drive 09:30–11:30 ET; NY PM rotations 13:30–15:00 ET.
- Two-strike rule: max two trades per session; stop trading for the day after two consecutive losses.
- ADR filter: ≤ 0.5× 10-day ADR in the first 15m suggests expansion setups; ≥ 0.9× ADR by midday favors mean reversion.
Liquidity Map & Targets
Price hunts pools, not lines. Ali draws a simple roadmap so entries and targets are predetermined, not improvised.
- Mark: prior day high/low, Asia high/low (00:00–05:00 ET), session mid (50% of prior day’s range), and round numbers (00/50).
- Define external range on H1/H4 (last significant swing) and internal range on M5/M15 (today’s structure).
- Play the flip: once one side’s liquidity is swept with displacement, target the opposite pool—PDH → PDL or Asia H → Asia L.
- Avoid trades when H1 shows equal highs and equal lows—expect chop until symmetry breaks.
SMT, Displacement & FVG Entry
He wants evidence of intent before paying the spread. Intermarket divergence (SMT), displacement, and a fair value gap combine into a clean, mechanical trigger.
- SMT filter (optional but strong): if your market diverges vs. a related one at a key level (e.g., ES vs. NQ, GU vs. EU), favor the stronger/weaker side accordingly.
- Displacement rule: an impulsive candle closes through a mapped level with body ≥ 1.3× the average of the last 5 bodies.
- Entry: 62–79% (OTE zone) of the impulse leg inside the newly formed M1–M5 FVG; use limit orders with alerts.
- Invalidation: stop beyond the impulse origin or 1 tick beyond the swept extreme; cancel if no fill within 15 minutes.
Risk, Exits, and Management
Edge dies without risk rules. Ali fixes downside first, then lets winners pay the week with staged exits and a simple trailing protocol.
- Risk per trade: 0.5% baseline; 1.0% only when HTF bias, ADR context, and session align.
- TP1 at 1.5R or nearest opposing intraday liquidity (Asia H/L, prior 15m swing)—whichever is sooner; bank 60–70%.
- Move stop to breakeven after TP1 or once a candle closes beyond the session midline in your favor.
- Trail the remainder behind the last confirmed M5 swing; exit remainder after three consecutive M5 inside bars or a full FVG fill against your direction.
- Daily drawdown cap: 2%—hard stop on the day.
Scaling When It’s Truly A+
Ads are for clean trend days, not for revenge. Scale only if the tape keeps offering fresh, aligned imbalances.
- Preconditions: ADR not yet filled to 0.8×, external liquidity still ahead, HTF bias intact.
- Location for adds: next same-direction M5 FVG that forms after a higher low (longs) or lower high (shorts).
- Size of adds: half of the initial risk per add; max two adds total.
- Never add until the initial stop has been advanced to breakeven.
News & Volatility Guardrails
News reshapes behavior and slippage. The plan adapts so variance can’t nuke your week.
- Flat 10-minute buffer before/after tier-1 events (CPI, NFP, central-bank decisions); no new entries.
- If 1-minute true range > 2× its 20-period average, cut size in half for the next valid setup or skip it.
- On high-impact days, require displacement body ≥ 1.5× average to validate the trigger.
The Three Go-To Setups
Keeping a tiny playbook makes journaling useful and execution repeatable. Pick one per day and run it by the numbers.
A. Open Sweep Reversal
This catches the cash-open trap and rides it toward the opposite liquidity pool.
- Wait for NY to run PDH/PDL in the first 15–30 minutes.
- Require M5 structure shift + displacement opposite the sweep.
- Enter at the first FVG pullback (preferably in OTE zone); TP1 at session mid; runner to the opposing prior-day level.
B. London Continuation
Join the momentum once London raids one side and shows intent.
- Look for Asia or yesterday’s extreme to be swept during early London.
- Confirm with M5 displacement in trend direction; take the first FVG retrace.
- Target the next H1 liquidity; reduce at the session mid on the way.
C. NY PM Mean Reversion
When the morning did most of the ADR, fade extremes back to fair value.
- By 13:30–14:00 ET, if range ≥ 0.9× ADR and price is beyond H1 equilibrium, wait for a micro shift + FVG.
- Tight stop beyond the extreme; scale out at 50% of the day’s range and session VWAP/midline.
- No new entries after 15:15 ET.
One-Minute Execution Checklist
Right before clicking, Ali slows down and runs the same pre-flight. It cuts hesitation and prevents sloppy risk.
- Bias, target, and invalidation written in price terms (not dollars).
- Ticket pre-filled: size, stop distance, TP1 at ≥ 1.5R; alerts at TP1 and invalidation.
- Session alignment and ADR context confirmed; if either disagrees with the setup, stand down.
Position Sizing Math That Survives
Sizing is formulaic, so every trade feels identical. That consistency lets the statistics work for you.
- Position size = (Account × Risk%) ÷ (Stop distance × product value).
- If stop < 0.25× 20-period ATR (entry timeframe), round stop up to that minimum and reduce size accordingly.
- If stop > 0.8× 20-period ATR, skip the trade—structure is too loose for precision.
Journal & Weekly Scorecard
He tracks only the metrics that change behavior. This lets him press what pays and bench what bleeds.
- Log per trade: setup name, session, sweep (Y/N), displacement (Y/N), R multiple, and exit reason.
- Weekly review: win rate by setup, average R, time-of-day P/L distribution, and drawdown depth.
- Bench any setup averaging < 0.6R over four weeks or with a win rate < 35%; re-test before reinstating.
Size Risk First: Position by Volatility, Not Conviction
Kimmel Trades hammered home that conviction is a feeling, but volatility is a number—and only one of those belongs in your sizing formula. Omor NBB Trader added that he won’t scale beyond baseline risk unless the current ATR and session range support it, even if the setup looks like a layup. JadeCapFX framed it as a speed limit: faster tape, smaller size; slower tape, standard size. Ali Khan ICT put it bluntly—treat every trade like a risk budget decision, not a belief test.
In practice, they size positions off objective ranges: recent ATR, first-15-minute range, or how much of ADR has already printed. When volatility spikes, they cut unit size before they cut edge, maintaining consistency across different market conditions. If range expansion is thin, they allow normal size but place stops where the structure actually breaks, not where the P/L feels comfortable. The result is boring on purpose: stable risk per trade and fewer account swings, no matter how loud the setup looks.
Build a Diversified Engine: Underlying, Strategy, and Duration
Kimmel Trades said diversification isn’t ten tickers; it’s uncorrelated behaviors, which is why he mixes an index future with a major FX pair and keeps a gold or oil toggle for regime shifts. Omor NBB Trader layers strategies—trend pullback, open sweep reversal, and PM mean reversion—so at least one archetype has odds on any given day. JadeCapFX balances durations by running a quick M1–M5 trigger alongside a slower M15–H1 swing, preventing all risk from living in the same time bucket. Ali Khan ICT summed it up: diversify the how and when, not just the what.
They all tie allocation to regime: add weight to continuation plays on expansion days, shrink them when ADR is already spent, and rotate toward mean reversion into the close. Kimmel Trades spreads risk units across underlyings that don’t pop on the same news, while Omor NBB Trader caps exposure so no single strategy exceeds a fixed share of daily risk. JadeCapFX staggers profit targets by duration to avoid synchronized exits, and Ali Khan ICT won’t let multiple positions share the same invalidation level. The outcome is a steadier equity curve—different engines firing at different times instead of the whole account hinging on one idea.
Trade the Rules, Not Your Gut: Mechanics Beat Prediction
Kimmel Trades made it clear that prediction feeds ego, while mechanics feed the account, so his day starts with a prewritten checklist and ends with a fixed exit protocol. Omor NBB Trader echoed that the market doesn’t care about your read; it only respects whether your entry, stop, and take-profit were defined before the candle printed. JadeCapFX added a simple guardrail—no rule, no trade—which kills FOMO and forces him to wait for displacement and a clean entry zone. Ali Khan ICT pushed the same idea further: define invalidation in price terms and never widen stops because your “read” feels right.
Mechanics also stop the spiral after a loser. Kimmel Trades locks in a two-strike rule per session; Omor NBB Trader caps daily drawdown and walks away, preventing revenge trades from rewriting the plan. JadeCapFX times entries to specific sessions so the same rule set sees the same kind of flow each day. And Ali Khan ICT requires a rule-based reason to re-enter—fresh displacement or a new fair value gap—not just the itch to “get it back.”
Define Risk Upfront: Options Structures for Asymmetric Payouts
Kimmel Trades explained that defined-risk structures—like vertical spreads or broken-wing butterflies—force discipline before the trade even goes on. Omor NBB Trader likes pairing direction with a damage cap: long debit verticals when displacement is clean, iron flies or calendars when he expects chop. JadeCapFX keeps the math simple: max loss known at entry, target 1.5–3x that number, and size so two losers don’t dent the week. Ali Khan ICT ties structure choice to session context—debit spreads for open-drive continuation, credit spreads only when ADR is spent, and he’s fading extremes.
They all keep rules mechanical: buy the spread inside the fair-value zone, place the stop as an order-cancel (OC) if price invalidates, and never widen risk to “give it room.” Kimmel Trades rolls winners by locking profit and extending duration rather than adding naked exposure. Omor NBB Trader won’t stack overlapping positions that share the same invalidation; if they do, he consolidates them into one defined-risk ticket. JadeCapFX pre-sets take-profits at 50–70% of max value and lets runners expire only when theta favors him, while Ali Khan ICT closes early if structure breaks—no hero holds.
Process Discipline: Journal, Pre-Flight Checklist, and Post-Trade Review
Kimmel Trades treats discipline like a system: a one-minute pre-flight checklist before any order, and a same-day journal entry while the trade is still fresh. Omor NBB Trader adds hard stops to behavior—two-strike session rule, daily drawdown cap, and no re-entry unless a brand-new trigger forms. JadeCapFX keeps the checklist simple and repeatable: bias, target, invalidation, session alignment, ADR context, and alert placement. Ali Khan ICT insists the invalidation is written in price terms, never dollars, so execution stays mechanical when emotions rise.
After the trade, they all grade the process over P/L. Kimmel Trades logs whether the setup matched the playbook; Omor NBB Trader tags session, sweep, displacement, and R multiple to spot which hours bleed. JadeCapFX screenshots entries and marks the exact candle that broke structure to learn from context, not memory. Ali Khan ICT does a quick post-mortem: was the FVG legitimate, did SMT or displacement actually confirm, and did he move to breakeven by rule or impulse? By closing the loop every day, the next trade starts cleaner—and the edge compounds because the process does.
In the end, the common thread from Kimmel Trades, Omor NBB Trader, JadeCapFX, and Ali Khan ICT is ruthlessly practical: size by volatility, not ego; plan your day around liquidity and time windows; and let mechanical triggers—not predictions—decide when you press the button. They all treat bias as a map, not a prophecy: wait for a sweep, demand displacement, enter at a fair-value gap, and place invalidation where structure actually breaks. When the tape runs hot, they cut unit size before they cut edge; when ADR is spent, they rotate from continuation to mean reversion instead of forcing yesterday’s play.
They also diversify the engine, not just the watchlist—one index and one FX pair, multiple setup archetypes, and staggered durations—so no single idea can sink the day. Defined risk is a non-negotiable, whether via hard stops or options structures that cap damage and lock asymmetric payouts. And the glue is process: a one-minute pre-flight checklist, fixed daily risk caps, and a journal that tracks setup, session, sweep, displacement, and R—not just P/L. Do those boring things consistently, and the equity curve reflects it: smaller drawdowns, steadier compounding, and fewer decisions left to mood.
