Summary of "La NUEVA Estrategia que desarrollé para 2026 (80% winrate)"
Summary of Business-Specific Content from “La NUEVA Estrategia que desarrollé para 2026 (80% winrate)”
Strategy Overview
The strategy focuses on trading Nasdaq futures during the New York market open, specifically between 9:30 AM and 10:10 AM ET to maximize win rates. It centers on identifying a recurring market pattern involving liquidity inflows and the first Internal Fair Value Gap (IFBG) of the session.
Goal: Develop a mechanical, repeatable trading strategy with a high win rate (~80%) by exploiting early-session liquidity and price action patterns.
Key Frameworks and Processes
The “First IFBG of the Session” Theory
- Trade only during the first IFBG appearing between 9:30 and 10:10 AM.
- Requires a liquidity intake (liquidity grab from session high to low).
- Confirm IFBG presence on a higher timeframe (e.g., 2-3 minute candles).
- Target nearby swing highs or lows for profit-taking.
- Manage risk by moving stop losses to break even after partial target achievement.
- Avoid trading past 10:10 AM to maintain a higher win rate.
Risk Management
- Typical risk per trade: 0.5% to 0.7% of capital.
- Example position sizing: $350 per trade on a $50,000+ account.
- Use risk-to-reward ratios of 1:1 or slightly better.
- Adjust stop loss and take profit dynamically based on market structure.
Trade Execution
- Trades should be mechanical, minimizing subjective judgment.
- Entry based on liquidity and IFBG confirmation.
- Exit at target or stop loss, with flexibility to move stop loss to break even.
- Align trades with overall market direction when possible (initial testing was done without this filter).
Key Metrics and Results
- Win Rate: Approximately 80% based on backtesting from November data.
- Profitability: Around 6% account growth over 20 trading days (~$3,000 profit on a $50,000 account).
- Trade Frequency: Limited to roughly 40 minutes of active trading per day.
- Risk per Trade: 0.5% to 0.7% of account size.
- Backtesting Period: Initial testing on November data; plans to extend to August, September, and October.
- Account Size Mentioned: Approximately $50,000 to $53,000.
Actionable Recommendations
For Traders
- Focus trading on the first IFBG of the session within the 9:30–10:10 AM window.
- Use liquidity grabs and IFBG confirmation as entry signals.
- Keep trades mechanical to reduce emotional decision-making.
- Employ strict risk management with stop loss adjustments.
- Backtest the strategy further across different months and market conditions.
- Consider aligning trades with overall market direction to improve outcomes.
- Document trades and results to refine the strategy over time.
For Strategy Development
- Name and brand the theory to build community recognition (e.g., “First IFBG Theory” or “Half-Hour Theory”).
- Engage the audience for feedback and improvements.
- Potential to develop this into a formal trading manual or playbook.
Concrete Examples and Case Studies
- Multiple live and backtested trades analyzed, showing entries at the first IFBG of the session.
- Trades ranged from break-even to 1:1 risk-reward targets.
- Examples included adjusting stop losses, moving take profits, and managing trades dynamically based on price action.
- The presenter shared personal account performance and risk sizing to illustrate real-world application.
Presenter / Source
- Presenter: “Fede” — trader and content creator sharing his personal trading strategy and market observations.
Summary
Fede developed a new trading strategy targeting the first Internal Fair Value Gap (IFBG) during the first 40 minutes of the Nasdaq session (9:30–10:10 AM ET). This mechanical approach focuses on liquidity grabs and defined entry/exit rules, aiming for an 80% win rate and consistent profitability with disciplined risk management. Early backtesting shows promising results with 6% monthly growth on a $50K account. The strategy emphasizes simplicity, mechanical execution, and ongoing refinement through backtesting and community feedback.
Category
Business
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