Apr 14–15 MNQ Trade Recap: Two Longs, One London Session, One Lesson

These are real trades from Lewis's chart, documented as they happened. No hindsight adjustments. No cherry-picked entries.

The purpose of a recap isn't to flex results. It's to show the methodology working in real conditions — including the messy parts, the off-session trades, and the decisions that only make sense if you understand the model.

Two trades. Two sessions. Both longs. Both 3:1.

---

The Context: 4H Trend Was Bullish

Before walking through the trades, the macro context matters.

On both April 14 and 15, the 4-hour trend on MNQ was bullish. That's the first thing Lewis checks — higher timeframe bias. If the 4H isn't giving you a direction, you're guessing. If it is, you filter every potential setup through that lens.

Both trades here were longs. Both aligned with the 4H bias. That's not a coincidence — it's the filter working.

---

Trade 1 — April 14, 4:08 AM EST (London Session)

Entry: 25,624.75 long Stop loss: 61 ticks below entry TP1: defined TP2: 185 ticks above entry R:R: 3.03:1

The Setup

The CISD was identified 36 minutes before the entry. That's the workflow: spot the Change in State of Delivery first, then wait. You're not hunting for entries — you're setting a condition and watching to see if the market meets it.

At 4:08 AM, price re-entered the iFVG zone. The structural condition was met. Entry executed.

The London Session Question

This trade fired during London session — not the standard NY AM window (9:45–11:00 AM EST) that the methodology targets.

That's worth addressing directly: London session setups exist. They're not the primary focus.

The NY AM window is preferred because it has the most consistent liquidity and the clearest sessions sweep behavior for NQ. But if the structural conditions are present earlier — sweep occurred, CISD confirmed, iFVG set up — the model is still the model.

The honest context: this trade fired outside the primary window. It worked. That doesn't mean chasing London session signals is the play. It means the methodology is structure-based, not time-based — timing is a filter, not the edge itself.

What This Trade Teaches

The CISD-first workflow is the lesson. Most traders look for a setup and then look for confirmation. This approach inverts it: you identify the structural level (CISD) first, then wait for the inversion (iFVG) to tell you the market is ready.

36 minutes passed between CISD identification and entry. That's not hesitation — that's patience built into the model.

---

Trade 2 — April 15, 10:16 AM EST (NY AM Session)

Entry: 26,081.25 long Stop loss: 160 ticks below entry TP2: 480 ticks above entry R:R: 3.00:1

The Setup

This one fits the textbook window — NY AM session, 10:16 AM EST puts it squarely inside the primary signal zone.

4H trend: bullish. Liquidity sweep occurred. iFVG set up on the 5-minute. Entry at the inversion.

Clean. No edge cases to explain.

The R:R Math

Here's what jumps out when you look at both trades side by side:

| Trade | Stop Loss | TP2 | R:R | |-------|-----------|-----|-----| | Apr 14 | 61 ticks | 185 ticks | 3.03:1 | | Apr 15 | 160 ticks | 480 ticks | 3.00:1 |

The stop losses are completely different sizes — 61 ticks vs. 160 ticks. Nearly 3× larger on April 15.

The R:R is essentially identical.

This is the point people miss when they fixate on stop size. Stop placement in this model is structure-based, not fixed. You put your stop where the trade is invalidated — below the sweep low, below the FVG, wherever the thesis breaks. The stop size is an output of the structure, not an input you choose.

What stays constant is the R:R ratio. 3:1 is the target. Whether the stop is 60 ticks or 160 ticks, you're targeting 3× that distance on the upside. Position sizing adjusts accordingly — smaller stop means larger contract size to keep dollar risk flat, and vice versa.

This is the mechanical edge. Consistent R:R regardless of market conditions.

---

The Pattern Across Both Trades

Two things held across both trades:

1. 4H trend alignment. Both longs came with the 4H bullish. No counter-trend trades.
2. 3:1 R:R discipline. Different sessions, different stop sizes, same ratio.

Neither of these is negotiable in the methodology. The 4H filter keeps you on the right side of the bigger move. The 3:1 minimum keeps the math in your favor even with a sub-50% win rate.

---

What's Not In This Recap

No screenshots yet — those require Lewis's chart pulls and will be added when available. The trades documented here came from the LSTrades indicator signal log.

If you want to see how those signals are generated in real time — the CISD detection, the iFVG identification, the grade calculation — the LSTrades TradingView indicator handles all of it automatically. It's what Lewis uses on his own chart.

---

Trading NQ futures involves significant financial risk. Past results do not guarantee future performance. This recap is for educational purposes only and does not constitute financial advice.