Table of Contents
This interview features Keyflow (Haris) on Titans of Tomorrow—a U.S. futures trader who migrated from options to focus almost exclusively on Nasdaq. He breaks down his clean, rules-based approach around the Power of Three (PO3), trading primarily the New York 4-hour candles at 10:00 and 14:00 ET, and why discipline (helped by his Army background) and live market calls separate real traders from marketers. You’ll also hear why he favors prop firms early on, how he filters signal from social-media noise, and the simple checklist that keeps him consistent.
In this piece, you’ll learn Keyflow’s PO3 play—accumulation → manipulation → distribution—how he maps internal vs. external liquidity, uses SMT divergence and fair-value gaps for timing, and aligns higher-timeframe levels (e.g., H1) with lower-timeframe confirmation (e.g., M5 change in state of delivery). We’ll cover his execution window, minimum 2R targeting with trailed stops, and the psychology that actually keeps the plan intact (detaching from dollar P&L, focusing on A+ setups only). If you’re a beginner looking for a simple, repeatable futures framework, this is a clear, no-fluff starting point grounded in real-time decision making.
Keyflow Playbook & Strategy: How He Actually Trades
Core Framework: PO3 on the New York 4-Hour
Keyflow builds every session around the Power of Three (accumulation → manipulation → distribution) on the New York 4-hour candles. The aim is to catch the expansion leg after the market sweeps liquidity and shows displacement. Here’s how he frames the structure so you’re only trading the cleanest part of the move.
- Mark the 4H candles that open at 10:00 ET and 14:00 ET; those are the primary session anchors.
- Define the day’s PO3: identify accumulation (range), manipulation (stop run/sweep), then only trade with the distribution leg.
- Only trade in the direction of the 4H displacement: a clean body breaking structure with an FVG is the green light.
- If the 4H candle lacks a decisive body close beyond prior structure, stand down—no distribution, no trade.
- One idea per 4H leg; never chase mid-leg once 1R is already “given.”
Market Prep: Bias, Levels, and Liquidity Map
The pre-market is about bias and a simple map: where price is likely to rise and where it’s likely to deliver. You’ll draw fewer lines, but each one matters. This keeps you from forcing trades and lets you recognize the sweep when it happens.
- Decide HTF bias first (D1/H4): bullish if last break of structure was up with fresh unfilled FVGs below; bearish if opposite.
- Mark external liquidity: prior day high/low, weekly high/low, and obvious equal highs/lows.
- Mark internal liquidity: session highs/lows, intraday swing highs/lows, micro equal highs/lows inside the range.
- Note key FVGs/OBs on H1 and M15 that align with the 4H bias; ignore everything else.
- Pre-state two raid-to-delivery paths (e.g., “raid prior day high → fill M15 FVG → deliver to weekly high”).
Timing & Sessions: When He Actually Pulls the Trigger
Keyflow doesn’t click around the clock; he focuses on specific windows when the tape is most honest. This cuts noise, reduces overtrading, and concentrates risk where it pays. If price isn’t there, he isn’t either.
- Focus windows: 9:45–11:30 ET and 13:30–15:00 ET, aligned with the 10:00 and 14:00 ET 4H candles.
- If the sweep occurs outside your window, do not “make up” an entry—wait for the next 4H anchor.
- No new positions in the final 20–30 minutes of the regular session unless already planned from HTF.
- If the news is within 10 minutes, wait for the first post-news 5–15 minute candle to close before deciding.
Entry Triggers: Displacement, FVGs, and SMT
The entry is mechanical: catch displacement after a sweep, refine risk inside a fair-value gap, and use intermarket tells to avoid traps. This turns the PO3 narrative into a repeatable click plan.
- Required sequence for longs: liquidity sweep below internal lows → bullish displacement → M5/M1 FVG forms → refined entry inside the FVG.
- Required sequence for shorts: sweep above internal highs → bearish displacement → M5/M1 FVG → refined entry inside the FVG.
- SMT check (NQ vs ES/QQQ): if your product makes a higher high but the sister market doesn’t, favor the short; inverse for longs.
- Invalidation is structure-based, not dollars: the stop goes beyond the swept side plus a small buffer (e.g., 0.25–0.5 ATR of your entry TF).
- If displacement lacks a body close beyond the impulse swing, skip the setup; wick-only pushes are noise.
Risk Management: Position Sizing and Asymmetric Payoff
He sizes so a single clean leg can carry the week, while a few scratches don’t matter. Targets are defined by liquidity and range math, not hope. This keeps him consistent across varying volatility.
- Risk a fixed fraction per idea (e.g., 0.25–0.5% of account or prop daily max/4).
- Minimum R: R = 2:1; preferred is 2.5–3:1 toward the next external liquidity or session range objective.
- Partial at +1R (25–50% off) only if the market is choppy; otherwise, let the first target be the next clear liquidity pool.
- If price returns to entry after +1R without making a new structure, trail to breakeven and let it go.
- Two consecutive full-bar losers in a day = stop; protect mental capital and re-sync with the 4H.
Trade Management: Scaling, Trails, and Exits
Scaling is intentional, not impulsive. He tightens only when the market proves him right, and he pays himself at pre-mapped pools. This avoids death-by-a-thousand paper cuts.
- Scale in only on a second displacement/FVG in the same direction as the original stop maintained (average price improves).
- Trail behind swing structure on the entry timeframe: last protected swing for momentum trades, last opposite-color body close for slower tapes.
- First take-profit at internal liquidity; final take-profit at external liquidity or ADR/weekly range completion.
- If a strong opposing displacement prints against your position on H5–M15, exit remaining size—assume the distribution leg is done.
Instruments & HTF Alignment (Nasdaq-Centric)
Keyflow is Nasdaq-forward, but the logic is portable. He keeps the watchlist tight so he knows the personality of each tape. This minimizes analysis time and maximizes quality.
- Primary product: NQ/NQ-M (or QQQ for context); secondary: ES only for SMT and tempo read.
- HTF order blocks/FVGs taken from H1/H4 only; avoid clutter from lower-quality zones.
- If NQ is trend-day (clean one-sided displacement), skip counter-trend raids until the 4H closes against the move.
- If HTF is balanced (range), reduce target expectations and favor internal-to-internal scalps (still 2R minimum).
Checklist: A+ or Pass
Before any click, he runs a quick checklist. If it isn’t mostly yes, there is no trade. This is how you turn discipline from a slogan into a filter you actually use.
- Do I have a clear 4H PO3 context with a likely distribution leg?
- Has price just swept obvious liquidity in my trade direction?
- Did displacement print with a body close and leave an entry FVG?
- Is SMT in my favor, or at least not contradicting the idea?
- Is the stop at structural invalidation and the target at real liquidity with ≥2R?
- Am I inside my timing window with no imminent red-flag news?
Prop Firms & Risk Guardrails (If Using Props)
He treats prop rules as risk parameters, not obstacles. The goal is to keep the max daily drawdown far away while still letting the edge express. If you trade props, bake the rules into your plan.
- Set per-trade risk = (Daily Max Loss ÷ 4) or less; never exceed two losses/day.
- Use hard platform daily stop-outs if available; if not, set an alarm at 70% of daily max and one at 90% to close all.
- Withdraw in tranches after any 5–7R net week; reset to baseline size each new payout cycle.
- No adding size intra-day after a loss—even if the next setup is A+.
Journaling & Metrics That Matter
He measures what drives decisions: context, trigger, and execution. The journal is short, structured, and reviewed weekly. That way, the feedback loop is tight and actionable.
- Log: date/time window, 4H context (PO3 leg), sweep location, displacement TF, FVG level, SMT note, stop/target, result (R).
- Tag each trade: “internal→external,” “trend-day,” or “range-day” to learn which environments pay you most.
- Review weekly: distribution of R by timing window and by trigger type; cut the lowest-edge combos.
- Screenshot before/after charts with the exact candle you clicked; audit for “made-up” entries.
Psychology & Behavior Rules
The edge is mechanical; the behavior makes it real. He reduces decision load, so emotions have fewer handles. These rules keep you from turning a good plan into random clicking.
- No P&L on screen; display only R multiples and levels.
- If you speak out the checklist and hesitate on any item, pass the trade.
- After a big winner, take a 10-minute reset; euphoria is as dangerous as FOMO.
- Weekly goal = flawless execution of plan, not dollars; if you hit 3 planned trades with process integrity, you’re done for the day.
Common Filters & “No-Trade” Conditions
Some conditions look tempting, but don’t pay often enough. He pre-defines these as “no-trade” to protect focus and capital.
- Skip the first touch of the HTF level if there’s no sweep; let the market raid, then decide.
- Avoid trading inside news wicks; wait for structure to re-form and a fresh displacement.
- No counter-trend trades when ADR is already met and the 4H is still expanding.
- If SMT is strongly against you, either pass or reduce the size by half and demand cleaner displacement.
Size Risk First: Fixed R-Percent, Cut After Two Consecutive Losses
Keyflow (Haris) starts by sizing the risk, not the dream profit. He fixes a small percent-of-equity per idea—think 0.25–0.5%—so one clean winner pays for several scratches without emotional damage. That fixed “R” keeps him consistent across quiet and volatile days, forcing the same quality bar every time.
When two full-bar losses happen back-to-back, he stops trading and protects mental capital—no “revenge” third try. Keyflow (Haris) also aligns his stop with structural invalidation and lets position size float to hit the fixed-R target, never the other way around. If the market pays +1R and then stalls, he’ll scratch to breakeven and wait for the next A+ setup, rather than bleed the day. That simple loop—fixed R, structural stop, two-loss cutoff—keeps compounding smoothly and prevents one bad session from wrecking the week.
Let Volatility Decide: ATR-Based Stops, Targets, And Position Sizing
Keyflow (Haris) lets the tape’s current speed set his distance to risk and reward. He measures Average True Range (ATR) on the execution timeframe, then places stops just beyond structural invalidation plus a fraction of ATR for noise. Targets scale the same way—at least 2× the ATR-based stop distance—so payoff remains asymmetric even when markets slow down or heat up.
Position size flexes to keep R constant while ATR shifts; bigger ATR means smaller size, tighter ATR means larger size—never the reverse. Keyflow (Haris) won’t trade if the required ATR stop turns the setup into sub-2R; he’d rather pass than force math that doesn’t pay. He also rechecks ATR after major news or the session open; if volatility regime changes, he recalibrates stop distance and size before clicking again.
Prefer Defined-Risk Setups; Avoid Martingale And Unlimited Drawdown Paths
Keyflow (Haris) builds trades with a capped downside baked in from the start. He chooses structures where invalidation is obvious—post-sweep displacement with a clean fair-value gap or a break-and-retest so the stop isn’t a guess. If a setup can’t give him a precise line in the sand, he passes, because undefined risk tends to expand exactly when you least want it to.
He rejects martingale outright; adding size to losers only turns a small, planned setback into a career-threatening spiral. Keyflow (Haris) adds only if the market proves him right with fresh displacement in the original direction, and even then, total risk stays within the pre-set “R” envelope. If a trade chops back into the entry after showing +1R and failing to make new structure, he cuts to flat rather than negotiate with hope. The net effect is simple: every click is survivable, repeatable, and sized so one bad idea never hijacks the week.
Trade Mechanics Over Predictions: Liquidity Sweeps, Displacement, Then Fair Value Gaps
Keyflow (Haris) doesn’t forecast; he follows a repeatable sequence that prints on the chart. First, he waits for a clear liquidity sweep—obvious stops run above equal highs or below session lows—then demands real displacement, a strong body close that breaks structure. Only after that impulse leaves a fair-value gap does he consider an entry, using the gap to define risk with precision. If the market can’t deliver that one-two-three, he stands down.
Execution is just as strict: Keyflow (Haris) enters on a return into the FVG, places the stop beyond the swept side, and aims at the next liquidity pool for at least 2R. He ignores wick-only “displacement” and requires a body close, which filters out most traps. If a sister market’s SMT diverges against the move, he either passes or sizes down until the signals align. When the leg loses momentum or prints opposing displacement, he pays himself and exits rather than negotiating with hope.
Process Discipline: Pre-Market Plan, A+ Only, Journal Every Execution
Keyflow (Haris) treats preparation like a trade in itself—planned, timed, and measurable. Before the bell, he writes a one-page plan: bias from H4, key liquidity pools, two raid-to-deliver paths, and invalidation. If the live tape doesn’t match the pre-market movie, he doesn’t “wing it”; he updates the plan or stands down. That rule alone kills most FOMO and keeps him out of mid-range noise.
During the session, Keyflow (Haris) only touches the mouse for A+ conditions that fully match his checklist. He logs every click in real time: context, trigger, stop, target, SMT note, and whether he followed rules. After the close, he screenshots before/after and grades the process, not P&L—were the rules obeyed, yes or no. That daily loop—plan, execute the plan, grade the plan—builds consistency faster than any indicator.
In the end, Keyflow (Haris) proves that consistency comes from engineering the game, not guessing it. Start with risk—fixed R, structural stops, and a hard two-loss cutoff—so a bad hour never ruins a good month. Let volatility do the math: ATR frames how far your stop must live and how big you’re allowed to trade, keeping payoff asymmetric through quiet and wild tapes alike. Favor defined-risk structures—post-sweep displacement and clean fair-value gaps—so invalidation is obvious and survivable. And trade mechanics, not opinions: wait for the sweep, demand a real body-close displacement, then use the FVG to enter with precision.
Equally important is behavior. Keyflow builds a simple pre-market plan around the New York 4-hour anchors, maps internal/external liquidity, and limits execution to specific windows when the tape is honest. He checks SMT to avoid one-market traps, pays himself at real liquidity pools, and exits when the leg is done instead of negotiating with hope. The daily loop—plan, execute only A+ matches, journal in R-terms—turns an edge into a habit. If you apply just these pieces with discipline, you’ll stop chasing every candle and start harvesting only the part of the move that actually pays.
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