Video summary

My UPDATED Day Trading Strategy (2026)

Main summary

Key takeaways

Finance

Finance-focused summary (markets + trading strategy)

Performance / track record claims & metrics (mostly day trading)

Reported trading results (Jan 1, 2026 → Jun 1, 2026):

  • January: ~$41,000
  • February: ~$148,000
  • March: ~$293,000 (he says it “could have been a lot more” after increasing risk late month)
  • April: ~$230,000
  • May: ~$34,000

Year-to-date (YTD) claim:

  • $874,782 (from broker connected account via TradeZella)

Platform definitions / accounting:

  • TradeZella shows performance after subtracting fees and swap.
  • Broker P&L may differ unless fees/swaps are adjusted.

Win rate / risk-reward:

  • Daily win rate around 64% (64.29% mentioned)
  • Average trade risk-to-reward: ~1 : 123.3 (subtitle unclear—likely intended as ~1.23)
  • Average dollar outcomes:
    • Winning trade: ~$22,000
    • Losing trade: ~$16,000
  • Break-even handling:
    • “Technically stopped out at break even,” but counted as loss due to fees/swaps
    • Example cited: -$780 plus fees leading to -$1,180 P&L (as stated)

Key idea / philosophy (risk management + probability)

  • Core belief: trading is a probability game, not certainty.
  • Emphasis on taking fewer trades to avoid low-probability setups.
  • Psychological angle:
    • Confidence comes from data + repeated execution (“reps”), not from watching YouTube.
  • Monitoring outcomes:
    • Losing days/weeks are expected
    • Focus on long-run expectancy (e.g., “green on the month” even with red weeks)
  • Explicit caution:
    • Avoid blindly following others; do your own due diligence/backtesting.

Instruments / tickers / markets mentioned

Major indices (used in examples):

  • S&P 500 (ES) — referenced as “ES”
  • NASDAQ (NQ) — referenced as “NASDAQ”

Trading window / session notes:

  • Trading considered from 9:30 a.m. Eastern to market close (5:00).
  • Warning against trading during pre-market (“answer is always going to be no”).

Other instruments:

  • No single stocks/ETFs/crypto/bonds/commodities explicitly named.

Step-by-step methodology / framework (his trading “bar-by-bar” process)

Step 0: Preparation (data + validation)

  • Keep a trade journal (TradeZella connected to broker) to track:
    • win rate
    • average risk-to-reward
  • Do your own backtests/due diligence (explicitly recommended).

Step 1: “Draws & liquidity” (setup / target + entry trigger)

  • Identify:
    • session highs/lows
    • 1-hour highs/lows
    • 4-hour highs/lows
  • Look for liquidity sweep / manipulation:
    • Price pushes above a high or below a low to take out resting orders (stop-outs / order filling)
  • Goal:
    • Use the sweep to set up an expected reversal and/or filled orders.

Step 2: Confirm orders were filled (change in trend on 5-minute)

After the liquidity sweep, require 5-minute confirmation that order filling happened via one of:

  • 5-minute break of structure (directional confirmation), OR
  • 5-minute inverse fair value gap (used as key confluence)

Direction logic:

  • If you swept highs (to fill sell orders), you then want downside confirmation.
  • If you swept lows (to fill buy orders), you then want upside confirmation.

Step 3: Continuation confluence (still on 5-minute)

Require one of the following to confirm continuation:

  • 5-minute equilibrium, OR
  • 5-minute fair value gap being filled

Alternative simplification mentioned:

  • Instead of equilibrium/FVG fill, use 1-minute break-of-structure for direction confirmation.

Step 4: Scale down for optimal entry (1-minute trigger)

On the 1-minute timeframe, enter only after additional confirmation:

  • break of structure, OR
  • inverse fair value gap

Break of structure definition:

  • Break upward: candle closes above the most recent high in the current downtrend
  • Break downward: candle closes below the most recent low in the current uptrend (or as appropriate to the scenario)

Trade direction rules / alignment filter (risk control)

  • He repeatedly stresses ES and NASDAQ must be aligned on the 5-minute:
    • Avoid trading if ES is bearish while NASDAQ is bullish (or vice versa), due to “indecisive” chop.
  • Even if one index signals, prefer waiting until both agree (alignment can happen later in the session).
  • If alignment never occurs cleanly:
    • “Call it a day,” especially late morning when price becomes “piano keys”/choppy.

Entry/exit & targets (liquidity-based)

Entry conditions (confluence stack)

Entries occur within confluence of:

  • liquidity sweep (Step 1),
  • 5-minute structure/FVG confirmation (Step 2),
  • 5-minute continuation (Step 3),
  • 1-minute structure/FVG trigger (Step 4).

Targets / take-profits

  • Set TP at the other “draws on liquidity”:
    • session highs/lows
    • 1H/4H highs/lows in the direction of the trade
  • Rationale:
    • After filling orders at the sweep location, price “draws” toward liquidity pools where it can liquidate positions.

Risk management examples

  • Stop-loss logic shown conceptually:
    • e.g., stop “above the second high” for shorts (as described in subtitle example)
  • He references moving stop to break-even after partial profits.

Key numerical examples cited in the narrative

  • Risk/reward examples:
    • NASDAQ short example: ~1 to 3.4 risk-to-reward (“1 to 3.4”)
    • Another example referenced: “1 to 3” (subtitle uses “1:3 1 to 3.4”)
  • Break-even mechanics (fees considered):
    • example: -$780 plus fees leading to approximately -$1,180 negative P&L (figures as stated)

Disclosures / disclaimers (explicit)

  • He does not provide a classic “not financial advice” disclaimer in the provided subtitles.
  • However, he explicitly recommends:
    • due diligence
    • backtest your own strategy
    • don’t blindly follow YouTube claims (implied risk warning)

Presenters / sources

  • Presenter: TJR (referred to as “TJR strategy” / “TJR told me…”)

Original video