Entry model · v1.0
Optimal Trade Entry
The classic fib model: impulse leg → retracement into the 62–79% band → entry at the 70.5% sweet spot, stop beyond the origin, targets at the range extreme and extensions.
- LONDON
- NY AM
- MIN R:R 2.5:1
- RISK 0.5%
Required
Every box checks or there is no trade
- Impulse leg started with a sweep or MSS
- Retracement crossed 50% of the leg
- Entry inside 62–79% (sweet spot 70.5%)
- Stop beyond the leg origin
Optional confluence
Not mandatory — each one adds weight
- Setup sits with the HTF bias, in a kill zone
- Target: leg extreme, then −1 extension
Warnings
If one of these fires, stand down
- Body closes beyond 79% — setup invalid
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
Optimal Trade Entry is loaded in the playbook. Free in open beta — no account.
Discipline
The model is half the trade.
Trade the windows, not the noise
Most displacement happens in the kill zones. Trading dead hours means giving spread and chop your edge back.
Respect the calendar
High-impact news is engineered liquidity. Stand aside 30 minutes around red folders unless news volatility is explicitly your model.
Consistency over perfection
Execute the same model the same way every time. A mediocre model executed consistently beats a brilliant one executed randomly.