YOUR FREE STRATEGY PLAYBOOK
One open.One decision.
A session-open reversion strategy you can practice with an ordinary one-minute chart. Define the destination, wait for a completed response, and keep the original decision in your review.
Manual replay version · No IVOLUTION subscription required
THE IDEA
Distance gives you a question.
The response gives you a test.
After price moves away from a session open, a move back toward that reference can become a reversion idea. Distance alone is insufficient. A completed directional response is the condition to study; a stop and deadline decide how the practice trade is recorded.
This free version adapts the Academy’s location, response and review framework. The manual candle filter below is a deliberately fixed teaching rule. It is not a replica of IVOLUTION’s displacement indicator or a validated profitable system. Start in historical replay or simulation.
A COMPLETE, FIXED EXERCISE
The practice rules.
Mark the open before the move.
Use one dated NQ or MNQ contract, one-minute candles, and New York time. Mark the opening price of the 09:30 ET candle. This free exercise uses that single reference, with no carried opens or GEX filters. Hide later candles before beginning.
Require a completed response.
Look only at candles opening from 09:35 through 10:29 ET. A bullish candidate closes above its open and in the top quarter of its high-low range; a bearish candidate closes below its open and in the bottom quarter. Its body must be at least 0.035% of its closing price, 2.5 times the median body of the preceding 20 completed candles, and 1.5 times the previous candle’s body. All tests apply together. Skip zero-range candles, a zero median, or missing history.
A candidate below the 09:30 open must be bullish; one above it must be bearish. At signal close, at least 100 points must remain toward the selected open. Use the first qualifying candidate only. No candidate means no practice trade.
Record the next minute, without hindsight.
The simulated entry is the next candle’s open, no later than 10:30 ET. Cancel the day’s exercise if that candle is missing, at or beyond the session open, or leaves fewer than 100 points to the open. Do not hunt for a replacement entry later in the day. Record both signal-close distance and entry distance.
Fix the bracket and the deadline.
For this exercise, place the hypothetical stop 25 points against the simulated entry and the target 100 points toward the selected open. The target is measured from entry and may sit before the open. Use the first bracket touch; otherwise use the last available price strictly before 16:00 ET as the simulation deadline. Missing exit data means an incomplete record.
If a minute contains both stop and target and finer data cannot establish which came first, record both possible outcomes as ambiguous. A gap through the stop uses the adverse opening price; a gap beyond the target is credited only at the target. These are replay conventions, not live order instructions.
Include the costs and the failed ideas.
Model one simulated MNQ contract. Its $2 per point multiplier makes a 25-point stop $50 of planned price loss before costs. NQ is $20 per point, so the same stop is $500 before costs. Commissions, fees, spread and slippage add to loss; gaps can exceed the planned stop. Write your cost assumption before revealing the path. This exercise does not recommend live size or override broker or funded-account rules.
Contract multipliers: CME MNQ specifications and CME NQ specifications.
ILLUSTRATIVE ARITHMETIC, NOT A HISTORICAL RESULT
The open returns.
The trade still lost.
Suppose the selected open is 20,500. A qualifying bullish candle finishes at 20,385, and the next minute opens at 20,390. Signal-close distance is 115 points; entry distance is 110. Both pass the exercise’s 100-point rule.
The simulated bracket is 20,365 for the stop and 20,490 for the target. Price reaches 20,365 first, then revisits 20,500 later. The worksheet records a stopped trade. The later revisit belongs in a separate observation.
With an illustrative $5 total execution-cost assumption, net simulated loss is $55. The $5 is an arithmetic example, not a broker quote. A four-to-one target/stop distance does not imply an 80% chance of winning or establish positive expectancy.
PUT IT TO WORK
Complete one replay today.
Pick a past session without choosing it for a known favorable outcome. Save a screenshot at the signal with future candles hidden. Fill in the reference, filter measurements, simulated entry, bracket, deadline and costs. Then reveal the path.
Keep plan, execution and outcome separate. A skip or an ambiguous result is a valid record. After the first session, repeat across consecutive sessions and preserve every result. One good replay is practice, not proof of an edge.
Download the replay worksheet ↓CSV format. Opens in Excel, Google Sheets or Numbers. Includes one clearly labeled arithmetic example and a blank practice row.
WHEN YOU WANT THE TOOLS TOGETHER
See what the membership adds.
The free manual rule gives you a fixed exercise. IVOLUTION’s paid displacement indicator has its own qualification and painting logic, including multi-candle behavior. Statistical session levels and GEX add context; the Academy guides preparation, interpretation and review. Those additions do not turn every response into a profitable trade.
Terminal is $97 USD per month, billed monthly, with the market terminal, three TradingView indicators, Academy and member community. TradingView setup is required and live exchange data is separate. Review current access and renewal terms at checkout.
Explore Terminal membership ↗What this establishes
A repeatable way to practice and inspect decisions. This original manual exercise has no verified performance record and is not the owner’s finalized discretionary live execution method.
Educational market information, not investment advice. Trading involves substantial risk of loss. Hypothetical fills, data quality, costs and real execution can differ. No tool or strategy guarantees profitable trades.