Advanced & Newer Concepts
A PD Array introduced by Michael Huddleston in September 2025. Forms when price suspends (hovers) above or below a key level before resolving in one direction. Acts as support or resistance for the subsequent move. The suspension phase represents institutional order accumulation before the next delivery leg — the period of minimal price movement that precedes a significant directional move.
→ Full guide
New 2025
A PD Array not visible on the standard price chart — identified through specific algorithmic price delivery patterns rather than conventional candle analysis. Requires advanced understanding of institutional delivery sequences to locate. The Hidden OB is one of ICT's more nuanced concepts, reflecting how institutional activity isn't always legible in standard candlestick form.
New 2025
A structured trading model introduced by Michael Huddleston in April 2025, combining Power of Three, liquidity sweeps, and FVGs in a specific format for session-based delivery. One of the most searched ICT concepts of 2025. The Venom Model provides a pre-defined framework for how to sequence the trade setup steps — from bias establishment through entry execution.
→ Full guide
New 2025
Redelivered Rebalanced Price Range — a price range that has been redelivered (revisited) and rebalanced (partially or fully filled by price action). A hidden PD Array that forms when price creates an FVG but then moves through and back, partially rebalancing the gap. The RDRB identifies the remaining unbalanced portion of the original imbalance as the active reference level.
New 2024
A complete ICT trading model presented in the 2022 mentorship content, combining daily bias, kill zone timing, liquidity sweeps, and FVG entries in a structured step-by-step format. One of ICT's most referenced named models — provides a complete end-to-end trade execution process from pre-session preparation through trade management.
Advanced
An energetic, one-directional price move with large candle bodies (65%+ body-to-range ratio) that breaks structure and leaves Fair Value Gaps behind. Displacement is the visible signature of institutional participation — it separates a real Market Structure Shift from a weak drift through a level, and it is the quality filter for every FVG, CISD, and inversion.
Beginner
Engineered liquidity placed intentionally between current price and a real point of interest — a minor swing that tempts early entries whose stops then fuel the true move into the deeper array. Price sweeps the inducement first, then delivers to the actual POI. Recognising inducement prevents entering one level too early.
Intermediate
The formal names of the two FVG types. BISI: Buy-Side Imbalance, Sell-Side Inefficiency — a bullish FVG created by an up-move. SIBI: Sell-Side Imbalance, Buy-Side Inefficiency — a bearish FVG from a down-move. The names describe which side dominated (imbalance) and which side's prices were skipped (inefficiency).
Intermediate
The 2:00 PM – 8:00 PM ET range whose standard deviation projections forecast where the next day's high or low may form. A small, quiet CBDR produces reliable SD projections; the levels act as targets and reversal references for the London and NY sessions that follow.
Advanced
The gap between Friday's 5 PM ET close and Sunday's 6 PM ET open. The algorithm references NWOGs for weeks — price repeatedly returns to and reacts at these gaps and their midpoints. The most recent several NWOGs (and daily NDOGs) act as standing support/resistance references.
Intermediate
The framework treating every candle as a range: the previous candle's high and low are liquidity pools, and the current candle's interaction with them — sweep and reverse, or accept and continue — is a complete AMD cycle at candle scale. CRT reads HTF candles as setups: the sweep of a prior daily or 4H candle's extreme is the trigger.
Advanced
The templates describing how the trading week typically unfolds — which day prints the weekly low or high, when the weekly manipulation occurs, and how the expansion delivers to the weekly draw. Classic profiles include the Tuesday-low bullish expansion and the midweek reversal. The weekly profile is the context layer for daily bias.
Intermediate
The month-scale delivery framework: how monthly ranges form, where the month's manipulation and expansion phases fall, and how monthly opens act as premium/discount references for swing positions. The monthly profile sits above the weekly in the top-down stack.
Advanced
The complete delivery map: original consolidation, engineered moves away from it (the curve's first side), the Smart Money Reversal at the extreme, and the mirrored return through the same levels (the second side). The Market Maker Buy/Sell Model frames every other concept as one leg of a larger symmetric structure.
Advanced
Any pre-identified zone where a trade decision is planned — an order block, FVG, breaker, or liquidity level flagged during analysis. POI is the umbrella term: the top-down drill-down produces a shortlist of POIs, and the LTF sequence at a POI is what converts it into an entry.
Beginner
The precision-entry discipline: one refined limit order at the exact level (the FVG's CE, the OB's mean threshold) instead of market entries or averaging. The sniper approach trades fewer, better-priced positions with structurally tight stops — the execution style the ICT toolkit is built for.
Intermediate
The recurring daily session template: the overnight/Asian range sets the stage, London or NY manipulates one side, and the session delivers to the opposite liquidity pool. The 'bread and butter' is the repeatable everyday version of the AMD cycle traded as a routine.
Intermediate
The ordered toolkit of Premium and Discount arrays — FVGs, order blocks, breakers, mitigation blocks, rejection blocks, void — ranked by reliability and matched to premium (sell arrays) or discount (buy arrays) zones. The matrix answers 'which zone do I trade, and in which half of the range?'
Intermediate
The resting orders — stop losses and pending entries — clustered at predictable price levels. Liquidity is the fuel of all price delivery: the algorithm moves from pool to pool, sweeping stops to fill institutional orders. Understanding where liquidity rests is the foundation beneath every ICT concept.
Beginner
The skeleton of price movement: swing highs and lows in sequence, broken (BOS) to continue trends, cracked against trend (CHoCH) to warn, and shifted with displacement (MSS) to confirm reversals. Market structure is the grammar every other ICT concept is written in.
Beginner
The recurring sequences that mark genuine turning points: the liquidity sweep into displacement, the failed continuation, the SMT-divergent extreme. ICT reversal patterns are defined by the sweep-shift sequence rather than by classical chart shapes.
Intermediate
The fractal principle: the same delivery sequences — accumulation, manipulation, distribution; sweep, retrace, expansion — repeat identically on every timeframe from the monthly to the 1-minute. One pattern vocabulary, every scale.
Beginner
The 2:00–5:00 AM ET window where the London session typically prints its Judas Swing — often forming the low or high of the day — before the true daily delivery begins. One of the two primary kill zones alongside New York.
Beginner
The ICT risk framework: fixed fractional risk per trade, stops at structural invalidation (never at arbitrary distances), partial profit-taking at the first draw, and reduced size on counter-trend or conflicted setups. The layer that makes the win-rate math survivable.
Beginner
The forex daily-target approach: one qualified London or NY setup per day, closed at a fixed modest objective. The concept is discipline packaging — the setup is standard ICT; the fixed target enforces exit consistency and prevents overtrading.
Intermediate
The colloquial name for a liquidity sweep: price deliberately running through a cluster of stop orders to fill institutional positions before reversing. Every 'stop hunt' is the algorithm collecting the counterparty volume a large order requires.
Beginner
A delivery path with few opposing arrays between price and the target pool — old cleared levels, mitigated zones, thin structure. Price moves fast through low resistance. Identifying whether the path to the draw is low or high resistance sets speed and target expectations.
Advanced
A delivery path dense with unmitigated opposing arrays — fresh order blocks, unfilled FVGs — between price and the target. High-resistance runs are slow, choppy, and prone to deep retracements at each array. The opposite of the clean LRLR path.
Advanced
A large one-directional price run leaving a wide band of barely-traded prices — effectively an oversized inefficiency that price tends to revisit and fill. The void is the FVG's bigger sibling: same rebalancing logic, larger scale.
Intermediate
The 00:00 ET (midnight New York) opening price — ICT's true start of the trading day. Price above the TDO is in intraday premium (shorts preferred on bearish days); below is discount. The anchor for the daily manipulation-and-delivery read.
Intermediate
The Monday 00:00 ET opening price — the weekly equivalent of the True Day Open. The week's premium/discount reference: bullish weeks tend to manipulate below it early before expanding above it. Used with the weekly profile templates.
Intermediate
High-impact scheduled economic releases (NFP, FOMC, CPI) — marked with red folders on economic calendars. Red-folder windows override normal delivery patterns with fresh repricing flow; most ICT setups, including TGIF, are disqualified when one lands in the session.
Beginner
A round-number price level (1.08000, 21,000) where psychological stop and entry clusters rest independent of structure. When a structural pool sits near a handle, the two clusters merge into one oversized target — common on forex majors.
Beginner
The closing price of a candle's body — ICT's confirmation standard. Wicks test levels; body closes deliver verdicts. Sweeps, CISDs, inversions, and structure breaks are all judged by where the body closes, never by where a wick reached.
Beginner
The community-derived methodology built from ICT's public teachings — same core ideas (order blocks, liquidity, structure) with simplified vocabulary and some altered definitions. Understanding where SMC and original ICT diverge prevents mixing incompatible rule sets.
Beginner
Range extensions projected in multiples (1x, 2x, 4x) of a reference range — classically the CBDR or Asian Range — used to forecast where the next session's extreme may form. The SD levels act as targets and reversal references, strongest when they confluence with structural pools.
Advanced
The turning point of the Market Maker Model: the sequence at the curve's extreme — final pool swept, displacement against the prior trend — where the model's first side ends and the mirrored return begins. The SMR is the MMM's name for the sweep-and-shift reversal.
Advanced
The completion point of a Market Maker Model — the original consolidation or opposing liquidity pool where the delivery's second side terminates. Reaching the terminus closes the model; the runner's final target in MMM-framed trades.
Advanced
Sideways price containment within a defined range — the accumulation phase where institutional positions are built and both sides of the book fill. Consolidations are the origin of expansions: the longer the containment, the larger the engineered liquidity on both sides.
Beginner
The directional delivery phase: price leaving a consolidation with displacement and running toward the draw. Expansion follows manipulation in the AMD sequence and is the phase where positions entered at the retrace are paid.
Beginner
Running the ICT methodology inside funded-evaluation constraints: risk per trade derived from the daily drawdown (0.25-0.5%), a personal hard stop far inside the firm's limit, a tested kill-zone rotation (Silver Bullet, 2022 Model), and rule-mapping for trailing drawdown, news restrictions, and time boundaries. The evaluation is a risk-management test with a trading component.
Intermediate
The fractal time framework dividing every cycle — year, month, week, day, session, 90-minute blocks — into four quarters running one AMDX script: Q1 accumulates, Q2 manipulates (the Judas), Q3 distributes, Q4 continues or reverses. Each cycle's True Open (its Q2 start price) anchors premium and discount at that scale. Developed by Daye, formalising ICT's time doctrine.
Advanced
The pound-dollar pair through the ICT lens: London’s home-currency session owns it (81% of Asian ranges swept in the kill zone), its Judas runs 25-45 pips deep with verdicts by body close rather than distance, round-number handles merge with structural pools, and its correlation with EUR/USD supplies forex’s classic SMT divergence pairing.
Intermediate
The two-step formula run on every ICT trade: risk amount = account × risk percent, then size = risk amount ÷ stop distance — with the stop set by structure before size is considered. Fixed risk, variable size: the 5-pip SMT stop gets a large position, the 45-pip Judas stop a small one, and both lose identical dollars if wrong. Round down; never shrink the stop to fit the size.
Beginner
ICT’s recursive classification of every high and low: a three-candle swing is a Short-Term point, a Short-Term point flanked by lower ones promotes to Intermediate-Term, and an Intermediate point flanked by lower ones to Long-Term. Tier decides everything: the weight of a break (STH routine, ITH = true MSS, LTH = regime change), the size of the liquidity pool, and where the stop belongs — beyond the governing swing.
Intermediate
The methodology’s specific mental game: every ICT concept pairs with an engineered emotional trap — the Judas triggers FOMO, the sweep triggers stop panic, accumulation exhausts patience. The counter-doctrine is structural: decisions made calm at pre-session, sessions reduced to checklist-matching, no-trade days graded as wins, trade count watched as the earliest tilt alarm, and nothing renegotiated from inside a position.
Beginner
The five named ICT models — 2022, Silver Bullet, Unicorn, Venom, Bread & Butter — run one shared skeleton (sweep → shift → array → draw) plus exactly one constraint each: a time box, a confluence stack, a session anchor, or a daily template. The comparison covers all nine axes, the decision framework for choosing a first model, and the model-hopping failure mode.
Intermediate
One of the newest named PD arrays (2026): an inversion FVG forming immediately before a breaker block in the same displacement leg — the old trend’s gap closed through and inverted, its order block failed into a breaker, one move producing both. The stacked zone (inverted gap in front, breaker behind) marks reversals with double backing; entry at the IFVG’s CE, stop beyond the stack’s far side.
Advanced
The two reversal confirmations, priced against each other: the CISD flips at candle level — earliest signal, best entry, tightest stop, most false starts — while the MSS waits for the governing swing to break with displacement — later, filtered, right more often. The comparison covers the speed-reliability frontier, the which-when framework (let the location choose the trigger), and the chain trade that uses both with one stop.
Intermediate
The gap the calendar manufactures every trading day: 5:00 PM ET close to 6:00 PM ET reopen, a strip of never-traded prices with edges and a consequent encroachment that the algorithm references for days. Tracked as a rolling recent-five map — draw candidate, reaction level, and bias referee.
Intermediate
The gap only RTH charts can see: yesterday’s 4:15 PM settlement to today’s 9:30 AM open, subdivided into quadrants around its CE. Q1 classifies the day (fill or gap-and-go), the CE commits, settlement decides the afternoon — the framework that governs the first hours of every regular session.
Intermediate
The weekly-range sniper model: one pre-planned trade per week. Bias from the weekly draw, Monday builds the trap, a Tuesday/Wednesday killzone hosts the single entry via the standard sequence, and the position holds to the weekly objective. A week with no setup is a week won by not firing.
Advanced
The closing killzone: 10:00–12:00 ET around the 11:00 fix, where London squares its books and the day's counter-trend retracement is scheduled. One gate — delivered into the draw, or still owing? — decides whether the window offers the classic LC reversal or a continuation pullback.
Intermediate
The method at minimum scale: the sweep–displacement–FVG sequence on the 1-minute chart, inside killzone macro windows, in the 15M delivery's direction. The timeframe stack, the cost math, the ~90 minutes of valid scalping per day — and why the 1M chart never votes on direction.
Advanced
The calendar bias layer above every timeframe: the market's average year — September weakness, the October bear killer, the year-end rally, gold's summer bottom — used to pick the campaign side and meter size, never to place an entry. And when a tendency cleanly fails, the calendar just sent its loudest signal.
Intermediate
The method's flagship instrument: $20-a-point E-mini Nasdaq-100 futures, where the framework is most legible — the overnight builds liquidity, the 9:30 open spends it, and the killzones deliver it to the tick. Contract mechanics, the NQ-vs-ES decision, the full session map, and the level ecology, in one file.
Intermediate
The free 2024 lecture series in one place: five lectures, one clock-first model. Named windows in the New York day, a single raid–displacement–array sequence inside each, run on a 15M/5M/1M stack — plus the shared toolkit, the study order, and why an empty window is the model working.
Advanced
The foundation lecture: the post-08:30 New York model. Five elements, three charts, one sequence — map the pools by 08:29, let price raid one, demand 5M displacement and a structure close, enter at the array, stop beyond the raid wick.
Intermediate
The 07:00 pre-market hunt and the inversion FVG entry: the push reaches a pool and leaves a gap, the reversal closes through structure and that gap in one move, and the retest of the inverted zone frames the whole morning.
Intermediate
NDOG, NWOG and the PM session: the opening gaps as standing furniture the algorithm consults for days, a rolling ladder of levels with their CE midpoints, and the two afternoon inheritances — retrace to a gap, or pay the morning’s unpaid draw.
Intermediate
The 08:30 release and the 09:30 open as scheduled liquidity events: the standdown through the repricing, the three-way read that separates a reversal from a repricing, and the open’s verdict on the morning.
Intermediate
The Asian session and the NDOG: how the overnight builds the pools London and New York spend, the scaling changes for thin tape, and the three-observation checklist that hands you a finished morning map for free.
Intermediate
Where the day’s high and low actually form: six intraday templates produced by one variable — when the day’s false move happens. Two questions at 09:30 classify the session, and the answer sets your objectives and patience rather than your entry.
Intermediate
→ Full guide