Entry model · v1.0
MMXM — Market Maker Model
The map, not the trigger: price cycles through accumulation → expansion → distribution or redistribution → reversal, and the pattern nests fractally — a daily model contains hourly models. Build an external hypothesis first (seasonality, COT positioning, yields, policy), rank the conflicting evidence, wait for PRICE to confirm a Smart Money Reversal, map prior order-flow ranges as draws on liquidity, then execute one component of the move with a tested entry model — WICK, PCR, SNAKE, SIREN or SAC. Nobody needs the whole model; one well-defined piece of it is the trade.
- LONDON
- NY AM
- MIN R:R 2:1
- RISK 0.5%
Required
Every box checks or there is no trade
- External hypothesis built BEFORE opening the chart — seasonality, COT dock, yields, rate policy
- Conflicting evidence ranked, not hidden — note what argues against the bias and why it lost
- PRICE has confirmed the thesis — HTF close / structural shift; a macro bias alone is not an entry
- Phase classified: accumulating, expanding, distributing, or reversing — the MMXM phases chart layer marks the read
- Draw on liquidity mapped from prior order-flow ranges — HTF targets may take weeks, that is normal
- Entry only through a tested model (WICK, PCR, SNAKE, SIREN, SAC) with ALL of its own rules met
- Internal structure inspected at the array — an FVG or block is an area of interest, never an automatic entry
- Stop at structural invalidation, size from allowed risk — never shrunk to inflate the R-multiple
- Target is a logical liquidity objective — take it; the distant HTF draw needs no single hero trade
- Macro-thesis kill switch written down in advance — what evidence would flip or void the bias
Optional confluence
Not mandatory — each one adds weight
- Seasonal lookbacks agree (5y vs 15y) — when they conflict, seasonality counts for nothing
- Fractal read: smaller MMXMs inside the larger one offer repeat entries into the same narrative
Warnings
If one of these fires, stand down
- LTF break against the thesis — noise while the HTF narrative holds; do not flip on every wobble
- Holiday gaps and abnormal sessions — a setup in distorted conditions is not a setup
This checklist is an educational planning template. Workstation detection and backtest support are model-specific, so a checked list does not imply an automated or live signal.
Open this model in the workstation
MMXM — Market Maker Model is loaded in the educational playbook. Automation support varies.
Discipline
The model is half the trade.
Risk a fixed fraction (0.25–1%)
Small fixed risk per trade makes losing streaks survivable and keeps your judgement clean. Ten losses at 0.5% is a bruise; at 5% it's the account.
Judge over samples, not single trades
A good trade can lose and a bad trade can win. Evaluate your model over 20+ executions before changing anything — otherwise you're steering by noise.
No revenge trading
After a stop-out, the next trade must qualify on its own merits. If you feel the urge to "get it back", the session is over — close the platform.