These are episodes, not days. His model runs across the calendar rather than inside a session, so each replay is the window around one set-up: price arriving at the order block, the sweep, the break, and the trade.
What still cannot be tested is his own timeframe. He works the weekly and the daily; the pairings here are 4-hour and 1-hour, which are also his but are not the charts he showed.
| his model, as taught | trades | win | a trade | 95% range |
|---|---|---|---|---|
| Bitcoin, 4-hour | 380 | 13.7% | $169.47 | −$375.44 to $754.42 |
| Bitcoin, 1-hour | 972 | 15.0% | −$146.96 | −$326.80 to $40.50 |
| Nasdaq, 4-hour | 226 | 15.5% | −$0.53 | −$30.17 to $31.93 |
| Nasdaq, 1-hour | 614 | 16.9% | −$2.57 | −$14.89 to $9.70 |
His central claim. He does not claim order blocks are special. He claims the entry only works inside the higher-timeframe picture: “this is the thing that most people miss early on — they're looking for their entry pattern to form without the high time frame picture”. It holds on every lens: taking the identical entry without the higher-timeframe picture does worse on all four. Without the picture the entry loses clearly on Bitcoin 1-hour, Nasdaq 4-hour, Nasdaq 1-hour.
| lens | his model | without the picture | the picture is worth |
|---|---|---|---|
| Bitcoin, 4-hour | $169.47 | −$261.37 | $430.84 |
| Bitcoin, 1-hour | −$146.96 | −$329.71 | $182.75 |
| Nasdaq, 4-hour | −$0.53 | −$20.97 | $20.44 |
| Nasdaq, 1-hour | −$2.57 | −$18.99 | $16.42 |
His entry trigger. Entering on the order block alone does better on Bitcoin 1-hour and worse on the others.
| lens | with his trigger | without it | difference | 95% range without |
|---|---|---|---|---|
| Bitcoin, 4-hour | $169.47 | $118.20 | −$51.27 | −$222.27 to $485.48 |
| Bitcoin, 1-hour | −$146.96 | $192.05 | $339.01 | $56.24 to $333.93 |
| Nasdaq, 4-hour | −$0.53 | −$12.68 | −$12.15 | −$36.34 to $12.15 |
| Nasdaq, 1-hour | −$2.57 | −$11.31 | −$8.74 | −$17.86 to −$4.35 |
The same table, live. This one follows the two switches above, and it is what the pickers on the chart drive.
Corrections to earlier versions of this page. One discarded every short trade because the set-up list was out of time order, and said we held no crypto data when six years of Bitcoin futures were in the archive. A later one entered on the close of the bar that broke the high. He waits for that break but does not enter there: “you now have your breaker block that forms — that's your entry.” The entry is now the breaker block, and every number on this page is from his rules.
The controls are his model with a part removed. No higher timeframe takes the identical entry anywhere. No sweep enters on the order block alone — which he allows: “you could literally enter right at the top of the order block”.
Two management options, because he gives two. At 2R he either takes half off or moves the stop to break-even. The page uses break-even; half off gives very similar results on every lens.
The target has to already exist. An early version targeted the highest price of the bars after the structure break, which is knowing the future. His wording is the fix — “the swing high that formed after the market structure break” — so the target is a swing that has already formed.
We tested his stated rules: three-candle swings, a close through for the break, the range, the order block in discount, the sweep, the breaker entry, the stop below the swept low, the 2.0:1 minimum and his de-risk at 2.0R. He says the entry is the most subjective part: “everyone has their intricacies of how they like to enter.”
If you use a pair that is not in the grid, or a filter you think matters, say so and we will test it the same way and publish it.
Verified eight-figure trader and co-founder of Breakout, the crypto prop firm Kraken acquired in 2025. He invites this test himself: “this is almost so mechanical that you could code it 100% into an algo.” His examples are Bitcoin and Solana; this is tested on Nasdaq futures, a market he names as one he has traded the framework on.
Read it in their own words first: The SIMPLE $10 Million ICT Blueprint They Don't Want You To See →
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The rules come from the teacher's own public video or write-up — or, for a textbook method or our own research, the page says so. They are coded as stated and run over years of futures data from a commercial market-data vendor, with commission charged on every trade; slippage is not modelled. Where a teacher gives no number, every value in the plausible range is tested and all of them are shown — not only the best one. Each page states the market, the period, the sample and the costs used.
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