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 ships inside the workstation: the Decision Cockpit scores every rule against the live chart and holds the plan at “needs confirmation” until the required boxes check. Where the model is automated, the backtester replays the same rules over years of history — no lookahead, stop-first fills.
Run this model on live data
MMXM — Market Maker Model is loaded in the playbook. Free in open beta — no account.
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.