#pattern

A pattern I've noticed across 15+ FOMC meetings: the "FOMC drift" that happens in the days leading up to each meeting. In the 48–72 hours before an FOMC meeting, USD pairs often make a directional move that's the opposite of what the FOMC ends up causing. Ex…

A concept that took me 6 months to truly understand in SMC: the difference between a liquidity grab and a genuine BOS. They look identical on the chart in real-time. Price breaks above a swing high — is this a real breakout (BOS) or a trap (liquidity sweep)?…

Here's something worth knowing about Asian session liquidity pools and how London traders use them. During the Asian session, retail stop-loss orders cluster above the Asian high and below the Asian low. Institutional players who've built positions during Asi…

One London session pattern I keep seeing traders miss: the "Asian range liquidity grab" at the open. Price spends the Asian session building a quiet range. Retail traders have their stops just outside this range — and institutional players know it. Right at…

A pattern I notice every week: the NY "dead zone" between 12:00–1:00 PM EST and what happens after. Between noon and 1 PM EST, the market goes quiet. London is closing. NY traders are at lunch. Volume drops and spreads widen. This creates a compression in pr…