The DistilledThe CISD alone is a poor entry.
Most traders learned to enter on the CISD break. That close usually prints in the middle of the impulse, often on its largest candle. Price then tends to return into the gap it left. SIRC keeps the CISD as confirmation and waits for that return.
- CISD break entry
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- Price came back to
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- SIRC entry
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- Risk to the same stop
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of CISD-break entries saw price come back at least half-way to the stop before moving 1R their way. Every market, every timeframe.
came back at least a quarter of the way. The close through the CISD is usually mid-impulse.
smaller risk, median, when SIRC waits for the retest on the same sweep, to the same stop.
| 1m | 3m | 5m | 15m | |
|---|---|---|---|---|
| NQ | 67%9,593 | 68%11,109 | 67%6,910 | 67%2,570 |
| ES | 67%9,216 | 68%10,661 | 68%6,955 | 67%2,472 |
| BTC | 65%19,193 | 66%16,562 | 66%4,465 | 67%1,524 |
| Gold | 64%9,213 | 67%4,111 | 66%7,059 | 66%2,365 |
with the higher-timeframe order flow aligned with the trade, against 67% when it was against. Alignment doesn't stop the pullback. It still comes.
Measured on 123,978 CISD-break entries (CISD v2 rules) and 4,018 SIRC setups across NQ, ES, BTC and gold on 1m, 3m, 5m and 15m. NQ and ES are CME futures; gold mixes COMEX and CFD data; BTC is Binance spot. 1m covers the last 2 years, the rest up to 5. Order flow is the Distilled Orderflow bias one timeframe up at the entry candle. These numbers describe where price went after each entry. Neither entry is claimed to win more often.
One real example to show the idea, not a result. On this chart both entries reached 2R. Sometimes price never comes back, and SIRC misses the trade. That's the cost of waiting.
We tested the popular ideas. Here's what happened.
Each note is one study on real market data, compared against what chance would give. Most popular ideas land on the chance line. That's worth knowing before you trade them.
Target distance, not liquidity, sets your win rate
Across 38,952 NQ trades, the chance of hitting a target before the stop matched 1/(1+k) at every distance from 0.28R to 17.45R, within 2.3 points.
Read the note →NoteLondon taking Asia's high or low is the default, not a signal
London trades through Asia's high or low on 91–94% of days on NQ, the S&P 500 and gold. Something that happens almost every day can't tell you much about the day.
Read the note →NoteIn chart patterns, the breakout does the work, not the pattern
348,287 trades on 11 classic chart patterns: the small lift over a random entry came from the breakout close itself. The pattern added nothing on top.
Read the note →NoteWyckoff sign-of-strength entries sit on the chance line
15,538 completed Wyckoff structures: sign-of-strength entries hit their targets at the rate 1/(1+k) predicts at every distance, and matched placebo entries did the same.
Read the note →NoteEarlier sessions don't tell you which way the next one will go
We tested 22 rules that use Asia and London to call the next session's direction on five years of NQ and gold. None passed, and none even reached |z| > 2.
Read the note →NoteHigher-timeframe agreement didn't improve our entries
On 150,008 setups, entries with all three trend reads agreeing reached 2R 32.87% of the time, and entries with none agreeing 32.60%. The chance line is 33.3%.
Read the note →NoteMore sweeps inside a range don't mean a bigger breakout
Across 656,524 ranges, those holding more sweeps did break out further, but so did random-direction copies with the same volatility. The cause was the range's width.
Read the note →NoteA trend's age doesn't tell you when it will end
557,155 trend episodes on six markets: how long trends lasted was set by the detector, not the market, and an old trend had as much life left as a new one.
Read the note →