Video summary
This Asia Session Strategy Made Me $121,300 In The Last 60 Days
Main summary
Key takeaways
Finance-focused Summary (Asia Session Trading Strategy + Framework)
Claimed performance (self-reported)
- Profit claimed: $121,300 over the last 60 days
- $43,800 from Lucid Trading
- $17,500 from Tradeify
- $60,000 from Apex Trader Funding
- Timing emphasis: “majority of these profits” were made during the Asia session
- Instruments: No specific tickers (equities/ETFs/crypto/bonds/commodities) are explicitly listed in the subtitles.
- ES (E-mini S&P) is mentioned, but no full ticker list is provided.
Session timing (key “windows”)
- Asia session: 8:00 p.m. – 12:00 a.m. Eastern
- London session: 12:00 a.m. – 5:00 a.m. Eastern
- New York AM: 9:30 – 11 (context implies ~9:30–11:00)
- Pre-market of Asia: 6:00 p.m. – 8:00 p.m.
- Additional referenced “open/trigger” times:
- 6 p.m., 8:00 p.m., 10:00 a.m., and 9:30 (NY open)
Core thesis / macro-style logic (market microstructure approach)
- Markets are described as cycling through a “power of three”:
- Accumulation → Manipulation → Distribution
- Asia is not always “clean,” but is often “cleaner” than New York depending on what New York just did.
Conditional expectation (New York → Asia behavior)
- If New York was choppy / did not take major liquidity draws, then Asia is more likely to manipulate and distribute toward those draws (cleaner conditions).
- If New York expanded hard and took out liquidity draws, then Asia is less likely to provide clean follow-through, and more likely to chop.
“When to trade Asia vs skip” filters (explicit methodology)
Filter 1: Power of Three (structural)
Before Asia opens, check:
- Did New York take out major draws on liquidity?
- Did New York deliver 500 points? (explicit decision point; “no” implies Asia may be cleaner)
- Was New York extremely choppy?
Interpretation rules:
- New York accumulation/chop → expect Asia manipulation + distribution (cleaner)
- New York distribution/expansion → expect Asia accumulation/chop (worse conditions)
Pre-session behavior notes:
- 6 p.m. – 8 p.m. is described as “pre-market” Asia with low volatility
- 8 p.m. is described as the true start of Asia session activity
Filter 2: Fair Value Gaps (FVG) behavior (visual/behavioral)
On 5-minute and 15-minute charts, evaluate:
- Are we creating fair value gaps?
- Are the fair value gaps being respected?
Chop / failure signals:
- Gaps get immediately disrespected, and price flips back and forth (“barcode price action”).
- If gaps aren’t respected toward a clear direction and draw liquidity, the implication is: there’s “no point in trading this.”
Additional tool / indicator note
- Mentions an ICT-style tool:
- “ICT kill zones and pivots” indicator for “OP”
- Instruction to “copy these settings” is mentioned, but the settings are not provided in the subtitles.
Strategy framework (used when Asia is “clean”)
4-step trading strategy
-
Higher-timeframe bias + drawn liquidity + trend
- Look for an obvious trend and an obvious draw on liquidity, such as:
- Equal highs / equal lows
- Session liquidity
- Unfilled gaps
- New weak opening gaps (wording appears as “new weak opening gaps”)
- Look for an obvious trend and an obvious draw on liquidity, such as:
-
Valid key level
- Entry zone aligns with drawn liquidity using one or more:
- FVG on the 5-minute chart
- Intermediate highs/lows “inside” FVG ranges
- Rejection blocks
- Order blocks
- Entry zone aligns with drawn liquidity using one or more:
-
Confirmation via IFG
- Uses IFG (described as): a value gap gets disrespected in the opposing direction to confirm the bias.
-
Execute based on key openings
- Special attention to the 8:00 p.m. open:
- Bullish: expect APM manipulate lower, then distribute higher
- Bearish: expect APM accumulate, manipulate higher into a bearish key level, then distribute lower
- The same logic is said to apply to other “key openings” (e.g., 6 p.m., 9:30, 10 a.m., etc.).
- Special attention to the 8:00 p.m. open:
Risk management & performance metrics (explicit numbers)
- Risk per trade: ~1%
- Stop-loss placement: usually at swing lows / swing highs
- Targets:
- Unfilled fair value gaps
- Intermediate highs/lows inside gaps
- Session highs/lows
- Time-based liquidity:
- Previous day high / previous day low
- New week opening gap
- Reward-to-risk (RR):
- Default: 1:1
- Max: 1:3 RR
- An “aggressive” theoretical maximum is mentioned:
- “125 RR” appears as a maximum if all liquidity above is taken (not stated as usual)
- Trade frequency limit:
- Typically one trade per day
- Max: two losses, then stop for the day
- Break-even management:
- Examples mention moving to/near break even after price returns/validates
Examples referenced (qualitative; RR-based)
- Example around Aug 10, 2026
- Higher-timeframe bullish bias with equal highs and bullish FVG respect
- Waited for the 8:00 p.m. candle
- Looked for an open-low / high-close bullish confirmation pattern
- Targeted liquidity above; profits described around 1–2 RR
- “Bad price action / skip conditions” example
- NY AM described as slow, lack of delivery, wicky/choppy, rangebound, and not taking draws
- Implies Asia may be cleaner because it may provide the daily distribution
- “New week opening gaps are king” example
- Identified a new week opening gap and targeted it
- Mentioned entries sometimes occurring within 6:00 p.m. – 8:00 p.m. (example mentions around 7:30)
- Example target described as about ~1.9 RR
Explicit recommendations / cautions
- Don’t assume Asia is the same as New York
- “Volatility is different, the price action is different, and the way that it respects levels is just overall different.”
- Backtest Asia specifically, e.g. in TradeZella
- Then forward test in live time
- Don’t rely on fast backtest scrolling because candle movement differs
- Paper trade first
- Paper trade until profitable for ~1–2 months before using live capital
- Session selection rule
- If Asia is clean and a win is taken: don’t trade New York that day
- If Asia is super choppy: skip Asia and wait for New York (still using the same daily rules)
Disclosures / disclaimers
- Performance claims and platform mentions appear in the subtitles.
- No explicit “not financial advice” disclaimer was present in the provided subtitles.
Tickers / instruments mentioned
- ES (E-mini S&P) is mentioned (e.g., “ES will create a bunch of equal lows…”)
- No other instruments/tickers (ETFs/crypto/bonds/commodities) are named.
Presenters / sources mentioned
- Platforms/sources referenced:
- Lucid Trading
- Tradeify
- Apex Trader Funding
- TradeZella
- No person names (host/guest) were clearly stated in the subtitles provided.
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