Table of Contents
Zeussy (Frank) sits down for a no-fluff deep dive on how he trades—rooted in ICT but refined into his own “time-then-price” lens. He’s the young trader who reportedly crossed seven figures before 18, and in this interview, he explains why clocks matter more than candles, how “Smart Money Time” reframes SMT, and why a trade doesn’t exist for him unless a true reversal sequence is in place. If you’ve heard the noise around ICT and wondered what’s signal is, this conversation cuts straight to the mechanics that actually move markets.
In this piece, you’ll learn Zeussy’s A+ setup criteria, exactly how he sequences accumulation-manipulation-distribution, and why the XX:45–XX:15 windows can flip delivery from sell to buy (or vice versa). We’ll unpack his checklist for confirming a smart-money reversal, the logic behind time cycles across London and New York, and his pragmatic takes on risk (think 1–2% for day trades) and pyramiding only after validation. By the end, you’ll have a beginner-friendly map to test his time-anchored narrative—so you can stop chasing patterns and start timing them like a strategist.
Zeussy Playbook & Strategy: How He Actually Trades
Core Lens: time first, price second
Zeussy’s entire edge starts with the clock. He treats “Smart Money Time” as the anchor and only then lets price action confirm. If the clock isn’t in his favor, there’s no setup—no matter how pretty the candle looks.
- Treat SMT as “smart money time,” not a pattern trigger; it’s a timing filter and confirmation that manipulation is ending.
- No time alignment, no trade: require your setup to form inside the correct session window (see schedule below).
- Lead with time, confirm with price: first check the window, then validate with your model-specific structure.
The daily session map (NY time) that powers his setups
He splits London and New York into fixed, repeating 90-minute cycles—each with a role: accumulate, manipulate, distribute. Knowing “what hour it is” tells you what behavior to expect and which side of liquidity is likely to get targeted next.
- London session: 2:30–7:00 a.m. → three cycles
• 2:30–4:00 accumulate • 4:00–5:30 manipulate • 5:30–7:00 distribute. - New York morning: 7:00–11:30 a.m. → 7:00–8:30 accumulate • 8:30–10:00 manipulate • 10:00–11:30 distribute.
- New York afternoon: 11:30 a.m.–4:00 p.m.; apply the same logic and look for purge-then-revert sequences that deliver to opposing liquidity.
- Expect high-impact news to cluster at 8:30 a.m. and 10:00 a.m.—that’s your manipulate → distribute handoff risk.
The reversal sequence (the “permission slip” to trade)
He won’t touch a button unless a smart-money reversal sequence prints—objective steps, in order. If you can’t define the reversal, stand down.
- Define the higher-timeframe bias first; only hunt reversals aligned with that bias.
- Wait for a purge of the prior cycle’s extreme (take out the high if bearish, the low if bullish) inside the correct time window.
- Demand a clear “revert” after the purge (shift back through the level that was just swept). If it doesn’t revert, it’s continuation—no trade.
- Target: draw on liquidity to the opposite side of the prior cycle range (e.g., after bearish reversal, look for delivery to the previous cycle low).
Using SMT the right way (micro, not macro)
Most traders misuse SMT as a standalone signal. Zeussy treats it as a fractal confirmation—present on his entries, but never the sole reason to enter.
- Look for SMT on the smaller swing that forms after the purge (e.g., a micro divergence within the expansion→retracement).
- Never “lead with SMT.” First, secure time-window alignment and the reversal sequence, then use SMT as the final nudge.
- Keep it fractal: the same reversal logic applies across timeframes; scale your trigger timeframe to the instrument you trade.
Where price is likely to go (draw on liquidity)
His targeting is mechanical: after a valid reversal in the right window, expect the price to deliver to the opposite side of the cycle liquidity. This keeps you objective about exits.
- After bearish reversal post-purge, aim for prior cycle lows (sell-side liquidity). After a bullish reversal, aim for prior cycle highs (buy-side).
- If no purge or no revert forms, treat the break as a continuation and skip the trade. Your target logic only applies after a real reversal.
- Manage around cycle boundaries: take partials into the next cycle’s expected behavior shift (e.g., into the distribute phase).
Instrument focus & execution cadence
He often references index futures (e.g., NASDAQ) and works from a time-anchored model down to the entry timeframe. The model is repeatable because the behavior is fractal.
- Pre-session map: mark prior cycle high/low, obvious buy/sell-side pools, and the day’s three NY morning cycles.
- Intraday trigger: during the correct cycle, wait for purge → revert on your entry timeframe; require micro-SMT to be present.
- If the purge happens outside the window, log it—not tradable; you need both the time and the structure.
Risk, scaling, and trade frequency (keep the edge rare)
This approach is selective by design. You’re trading specific time windows plus a strict reversal sequence—so expect fewer, higher-quality plays.
- One idea, one risk: define invalidation beyond the purge extreme; if price reclaims the purge without revert, flatten.
- The pyramid only after revert confirms, and the draw on liquidity remains unfilled; add inside the same session logic, not randomly.
- If you can’t name the session, cycle, purge, and revert in one sentence, you don’t have a trade. Skip it.
Mindset: objectify or pass
Zeussy’s view is simple: objectify the “when” and the “what,” or don’t play. He’s not guessing; he’s mapping fixed windows and repeatable post-purge behavior, then letting the market show its hand.
- Before the open, write your session hypothesis (accumulate/manipulate/distribute) and the invalidation that kills it.
- During the window, execute only if the reversal sequence prints; otherwise, keep powder dry.
- After the move, the journal that cycle produced the delivery, and whether SMT showed on the micro leg you used to trigger.
Risk First: Size Positions by Volatility, Not Conviction
Zeussy builds every trade from a risk budget, not a hunch. If the market’s swinging harder, he simply dials the position size down; if it’s calm, he scales modestly up—but never beyond his predefined cap. The point is consistency: same risk per idea, so one outlier move can’t nuke the week.
He measures recent range (ATR or session-range %) and converts that into a dollar-per-point to back into size. If a stop needs to live 1.5×ATR away, he sizes so that the full stop equals his fixed risk unit—no exceptions. Conviction doesn’t buy extra size; only volatility does. This keeps Zeussy in the game when conditions change, while traders chasing “feel” get chopped.
Diversify Smart: Underlying, Strategy, and Timeframe Work Together
Zeussy spreads risk across instruments, play types, and holding periods so a single market quirk can’t sink the day. He’ll pair an index futures intraday setup with a swing idea in FX or a high-timeframe commodities level, keeping correlations and session behaviors in mind. The point isn’t “more trades,” it’s non-overlapping edges that don’t all blow up on the same headline.
He also varies strategy mechanics—reversal vs. continuation, mean-revert vs. trend follow—so he’s not betting the farm on one market regime. Time does the final smoothing: Zeussy might take a same-day NY session play while a slower D1 setup quietly works in the background, capped by total portfolio heat. When cluster risk shows up (everything keying off the same driver), he prunes exposure fast and only keeps the cleanest, defined-risk expressions.
Trade the Mechanic, Not the Narrative: Rules Over Predictions
Zeussy strips out the story and hunts for repeatable mechanics. He tracks the same pre-defined triggers every session—time window, purge, revert, and target—and only pulls the trigger when those boxes are checked. If one element is missing, Zeussy passes, no matter how convincing the macro narrative sounds.
He writes the rule, not the guess: specific entry condition, fixed invalidation, and a measured target tied to liquidity—not vibes. Zeussy marks the level that kills the idea before entry, sizes to the stop, and bans “just a little wider” after the trade is live. If the mechanic prints again, he can re-enter; if not, he logs it and waits for the next sequence. The edge is the checklist; predictions are just background noise.
Prefer Defined Risk; Avoid Unlimited Tail Exposure by Design
Zeussy (Frank) builds trades so the maximum loss is known before entry. He favors structures and setups where the stop or payoff caps the downside—think hard stops on futures, debit spreads over naked shorts, and no “it’ll come back” averaging. If the risk can’t be cleanly defined on the chart or in the payoff, he skips it.
Frank treats gap and news risk as design problems, not surprises. Overnight holds must be either capped by options or small enough that a gap-through stop won’t breach his daily loss limit. He rejects unlimited exposure—no naked short options into events, no martingale sizing, no moving stops wider once the trade is live. When volatility expands, he tightens definitions further: smaller size, clearer invalidation, and quicker profit-taking into expected liquidity to avoid letting winners roll back into risk.
Process Discipline: Pre-Plan Scenarios, Execute Without Second-Guessing
Zeussy (Frank) starts every session by writing out scenarios: bullish, bearish, and do-nothing. Each scenario has the trigger, invalidation, and target defined before a single candle closes. When the market picks a lane, Frank just matches it to the script and executes—no fresh thinking required in the heat of battle.
He also time-boxes decisions: if the trigger doesn’t fire inside the planned window, the scenario expires, and he stands down. Journal entries are made immediately after each trade with screenshots and reasons, not vibes. Frank resets after each session by grading his behavior first (followed rules or not), then his P&L. If he broke a rule, he dials down the size the next day until discipline is restored. The goal is consistency in process, so results become a by-product, not the obsession.
In the end, Zeussy’s edge is time-led and sequence-driven: anchor to fixed windows, expect accumulation → manipulation → distribution, then trade the post-manipulation delivery—not the noise in between. His preferred windows compress to XX:45–XX:15 each hour, where volatility injections tend to mark either expansion or a true state change; combine that with session cycles (London and New York split into repeating 90-minute blocks) and you can anticipate when liquidity will be engineered—and when it’s likely to reverse. The actual trigger is a purge-then-revert sequence around prior cycle extremes, with price then “drawing” to the opposite side’s liquidity.
Practically, that means you start with the clock, confirm with structure, and only then look for micro SMT inside the move—not as a standalone signal. Work a simple map: define bias, mark prior cycle highs/lows and obvious pools, then wait for the purge and the revert inside the correct window; if it doesn’t print, pass. The framework is fractal (he applies it from one minute down to seconds), session-aware (London 2:30–7:00 a.m. ET; NY 7:00–11:30 a.m., then afternoon), and laser-focused on liquidity—especially on indices like NASDAQ. Keep risk defined, keep the checklist tight, and let time do the heavy lifting.
