ICT Entry Models Compared

The Shared Skeleton — Four Beats, Every Model

Every named ICT entry model runs one four-beat sequence: (1) sweep — engineered liquidity is taken, confirmed by body close; (2) shift — structure breaks with displacement at the right tier; (3) array — price retraces to a PD array (usually the first presented FVG) for entry; (4) draw — delivery runs to the opposing pool. The 2022 Model is this skeleton taught plainly; the other four are the skeleton plus one constraint each — a time box (Silver Bullet), a confluence stack (Unicorn), a session anchor (Venom), or a daily template (Bread & Butter).

This page exists because the five names create a false impression of five systems — and that impression has real costs: beginners try to learn them in parallel, intermediate traders hop between them at every drawdown, and everyone underestimates how much depth in one transfers to the rest. So before any comparison: the models are packaging. The product inside every box is the sequence above. What differs — and what the table below compares honestly — is which constraint each package adds, what that constraint buys, and what it costs.

The Five, In One Paragraph Each

The 2022 Model — the skeleton, plainly. ICT's flagship teaching model: sweep of a meaningful pool, MSS with displacement, entry at the first presented FVG, target at the opposing draw — applicable in any kill zone, on any instrument, at session or swing scale. Its strength is universality; its cost is that universality provides no scaffolding — the trader supplies the judgment about which pools matter and when to be watching, which is exactly what beginners don't yet have.

The Silver Bullet — the skeleton, time-boxed. The same sequence constrained to fixed one-hour windows (most famously 10-11 AM ET, with London and PM variants). The time box is the added edge: it concentrates practice on the hour the algorithm most reliably runs the sequence, makes the stand-down rule self-enforcing, and produces the fastest sample-building of any model — one qualified look nearly every day. The cost: deliveries outside the window are, by rule, not yours.

The Unicorn — the skeleton, confluence-stacked. The sequence with a third requirement at beat three: the entry array must be the overlap of a breaker block and an FVG — two independent arrays agreeing at one zone. Rarest of the five (a few qualifying setups per month per instrument), highest per-trade quality: the strongest rejections, the tightest honest invalidation, the best R multiples in most logs. The cost is the wait, and the discipline the wait demands.

The Venom — the skeleton, session-anchored. The sequence built on the session opening range: the engineered false move away from the open (beat one, anchored to a specific construct), the reversal through it (beat two), and delivery across the range. It gives the sweep a fixed address — the opening range extremes — trading some of the 2022's flexibility for the Silver Bullet's kind of repeatability, at session-open timing.

The Bread & Butter — the skeleton, as a daily template. The sequence framed as the recurring session story: Asian range builds the pools, London (or NY) manipulates one side, the day delivers to the other. Less a distinct entry technique than the daily context the other models execute inside — which is why it pairs naturally with any of them and is the standard recommendation for London-only traders.

The Comparison — Nine Axes

Two honest readings of the table. First, the frequency row is the real differentiator — the models sort primarily by how often they let you trade, which is a statement about discipline scaffolding, not about edge: the Silver Bullet and the Unicorn bracket the range (daily vs monthly) while running the identical sequence. Second, the "hardest part" row is where model choice actually succeeds or fails: pick the model whose hardest part your temperament already handles. The trader who cannot wait should not pick the Unicorn no matter how good its R multiples look; the trader who cannot stop at the hour should not pick the Silver Bullet and plan to "just watch" afterward.

Choosing Yours — The Decision Framework

Three questions, in order:

1. When can you actually be at the screen? The honest constraint most framework discussions skip. One sharp hour around 10 AM ET → Silver Bullet, full stop. European hours / London only → Bread & Butter template with the London open execution. Session opens but not full sessions → Venom. Full kill zones available → the 2022 Model's flexibility becomes usable rather than theoretical. Alert-driven, checks a few times daily → Unicorn, whose rare setups suit exactly that rhythm.

2. Which "hardest part" does your temperament already handle? From the table's most important row. Patient by nature → the Unicorn's weeks-long waits are free for you and its R multiples are the reward. Disciplined about clocks but restless in open time → the Silver Bullet's box does the containing. Strong narrative reader who struggles with mechanical rules → B&B's template thinking fits. Rule-follower who distrusts narrative → Venom's fixed construct. The model whose hardest part costs you nothing is worth more than the model with the best statistics.

3. What does the account math prefer? The sizing formula quietly votes: small accounts benefit from the Unicorn's tight overlap invalidation (more size per setup) and suffer with wide venue stops; evaluation accounts want the Silver Bullet's frequency-with-guardrails; larger personal accounts can afford the 2022's judgment-dependent variety. This question ranks third deliberately — screen time and temperament break more traders than stop width does — but it breaks ties.

Then the sequence that the backtesting guide formalises: learn the 2022 Model's vocabulary first (it is the grammar, even if you never trade it standalone), take your chosen model to a written 50-100 trade sample, and only then consider a second — added for coverage of a genuinely different context, never as an escape from the first one's normal drawdown.

The Failure Mode — Model-Hopping

The pattern, documented in every trading community and our own logs: trader learns Model A, trades it for three weeks, hits the normal losing stretch every honest win rate produces, concludes "A doesn't work anymore," and switches to Model B — arriving there with zero sample, mid-tilt, at exactly the moment discipline matters most. Repeat quarterly. The trader is permanently at stage one of five different curricula, and — the cruelest part — their conclusion about each abandoned model was drawn from precisely the sample too small to support any conclusion at all.

The shared-skeleton insight reframes what switching even means: since all five models run the same sequence, "the model stopped working" is almost always "the sequence's normal variance arrived" or "my execution drifted" — both diagnosable in a journal and neither fixable by renaming the setup. The psychology guide's adherence data applies directly: graded execution first, and most "broken model" periods turn out to be broken discipline wearing the model's name.

The legitimate reasons to add or change models, for contrast: your schedule changed (the 10 AM window is gone → the time box must move); your tested model's context simply doesn't occur enough for your goals (Unicorn traders adding a daily workhorse); or a 100+ trade written sample shows a persistent, execution-independent edge problem. All three are calm-regime decisions made from evidence — which is exactly what the hop never is.

NQ Walkthrough — One Morning, Two Models' Lenses

The tape (any observer): overnight low 21,384 swept at 10:07 AM (wick 21,348, body closes inside), 5M MSS with displacement at 10:12, FVG 21,398–21,442, delivery to the PDH 21,640 by 11:20.

Through the 2022 Model's lens: a complete, valid sequence — the sweep took the overnight pool (meaningful, per the pre-session map), the shift broke the governing ITH, entry at the CE 21,420, stop 21,340, T1 the PDH. The 2022 trader needed to have judged, at pre-session, that the overnight low was the pool — the model's characteristic judgment call — and to have been at the screen through the whole kill zone waiting for whichever pool went first.

Through the Silver Bullet's lens: the identical trade — because the sweep landed at 10:07 and the FVG presented at 10:14, both inside the 10-11 window. The SB trader made no pool judgment (the window makes it: whatever sweeps in the hour is the candidate) and spent 55 fewer minutes at the screen. Same entry, same stop, same T1; the clock did the selection that the 2022 trader's judgment did.

The instructive counterfactual: had the sweep printed at 9:41 instead, the 2022 trader takes it and the Silver Bullet trader — by rule — stands down and takes nothing until the window, possibly missing the day. That asymmetry is the entire trade-off between the two most-traded models, experienced on one chart: flexibility priced in judgment and screen time, versus mechanicalness priced in missed deliveries. Neither lens saw a different market; they ran different constraints on the same skeleton, which is the page's thesis in one morning.

EUR/USD Walkthrough — Choosing the Model for the Context

Context: a London-schedule trader (question 1 answered: 2-6 AM ET availability), running the B&B template as the daily frame, with the Unicorn as the rare-confluence overlay — the two-model configuration the framework recommends once the first model's sample exists.

The template's read (pre-session): classic B&B day shaping — Asian range 1.08340–1.08560 on a bullish weekly, expectation: London manipulates below, day delivers above toward the PDH 1.08720. So far, ordinary — the template alone would trade the standard sweep-MSS-FVG at roughly 0.5% for a 2R session delivery.

The overlay upgrades it: the pre-session array scan finds something the template doesn't require: last Thursday's bearish breaker at 1.08270–1.08330 sits directly beneath the Asian low — and any London sweep into it would be displacing into a zone where a fresh bullish FVG would overlap the breaker. The Unicorn's condition is pre-armed. At 2:44 AM the sweep runs to 1.08288 (inside the breaker), the 3:02 MSS leaves an FVG at 1.08296–1.08352 — overlap confirmed: 1.08296–1.08330. Entry in the overlap at 1.08312, stop below the breaker 1.08252 (6 pips — the overlap's tight honest invalidation), and the formula returns 4.1 lots where the template's standard trade would have carried 0.9.

Delivery and the lesson: T1 at the Asian high (1.9R on overlap-stop math: 41 pips), runner to the PDH (3.9R) by the NY morning. The template caught the day; the overlay recognised that this particular day qualified for the rare model — and the difference was not the direction or the levels but the stop math and therefore the size. Two models, one skeleton, one trade: the configuration working exactly as the framework intends — the workhorse trades most days, the Unicorn upgrades the few that earn it.

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