ICT One Shot One Kill — The Weekly Range Model

What Is One Shot One Kill?

One Shot One Kill (OSOK) is ICT's weekly-range trading model: one deliberate trade per week, positioned to capture the week's primary expansion leg. The framework runs top-down — establish the weekly bias from the higher-timeframe draw on liquidity, let Monday define the week's trap and reference range, enter once during a Tuesday or Wednesday killzone using the standard sweep-shift-array sequence, and manage toward the weekly objective rather than an intraday one. The name is the doctrine: a sniper takes one shot, and everything before the shot is preparation.

Every other model on this site answers the question "how do I trade today?" OSOK refuses the question. Its unit of work is the week, and its founding observation is brutal in its simplicity: most weeks contain one dominant expansion leg and four days of positioning noise around it. The daily trader pays spread, commission, and psychological capital to participate in the noise; the OSOK trader spends Monday through Wednesday identifying the one leg worth owning, buys it once at the best address the week will print, and then does the hardest thing in trading — nothing — while the weekly candle finishes its delivery. The model predates most of ICT's named intraday systems, and everything he built later is visible inside it in miniature: the Judas swing scaled up to a Judas Monday, the accumulation–manipulation–distribution arc stretched across five daily candles, the power of three written at weekly size.

The Weekly Framework — Four Decisions, In Order

Decision one: the weekly bias. Before Sunday's open, the only question is the weekly candle's likely delivery: expansion higher, expansion lower, or consolidation. The evidence is the standard top-down stack read at one scale higher than daily traders use it — where the monthly and weekly charts left unfinished business (old highs and lows, weekly-scale FVGs, the prior week's extremes), which side's liquidity is nearer and heavier, and whether last week's close showed conviction or exhaustion. The output is written as a sentence with an address: "This week draws toward the old weekly high at 1.2890." No address, no shot — a consolidation verdict stands the sniper down for the week, and standing down is a full and successful use of the model.

Decision two: which day hosts the entry. The weekly profile supplies the answer before the week begins: in a normal expansion week, the weekly low (of a bullish week) forms Monday or Tuesday, usually via a raid on liquidity left from the prior week — which makes Tuesday's London session, and secondarily Wednesday's, the natural home of the entry. Monday is watched, not traded: its job is the trap. Thursday is too late — by then the leg is mostly delivered and the reward-to-risk has inverted. Friday belongs to TGIF and profit-taking. The discipline of naming the day in advance is half the model: it converts "should I take this?" — the question that ruins traders — into "is this the appointment I made?"

Decision three: the session and the sequence. Inside the chosen day, the entry lives in a killzone — London open for forex, New York AM for indices — and it must be earned by the full standard sequence at intraday scale: a sweep of the reference liquidity (very often Monday's low itself, or the prior week's low beneath it), displacement confirming the reversal, and entry at the leg's array — the OTE zone of the weekly leg's first retracement, or the FVG the displacement leaves behind. The intraday trigger is ordinary; what makes it OSOK is that the trigger fires at the weekly manipulation's terminal point, in the pre-named window, in the pre-named direction.

Decision four: the hold. The stop goes beyond the weekly manipulation extreme — past the Judas wick that built the trap — because that is the only level whose violation actually breaks the weekly story. The target is the weekly draw named in decision one, and the position is managed on the daily and 4H rhythm, not the 5-minute one: partials at the mid-figure liquidity, the balance held through intraday retracements that would terrify a day-trader's sizing, into Thursday's terminus or the objective itself. One shot also means one risk: the week's allotted loss is spent once or not at all, which is why OSOK sizing accepts a wider stop than any daily model and gets paid for it in weekly-range multiples.

The Week, Day by Day — Roles, Not Days

Sunday/Monday — accumulation and the trap. The week opens quietly; Sunday's thin tape and Monday's session build positions around the weekly open, and then Monday runs its errand: the Judas move. In a week destined to expand higher, Monday (sometimes bleeding into Tuesday's Asia) presses down — through the prior week's low, through Friday's low, through wherever the chart taught weekend traders to put their stops — and the raid does two jobs at once: it fills institutional buys at a discount and it defines the manipulation extreme that the entire week's risk will be measured against. The OSOK trader's Monday output is a marked chart and zero positions.

Tuesday/Wednesday — the shot. Statistically the most common home of the weekly low or high, and therefore of the entry. The appointment is specific: the chosen day's killzone, the reference liquidity taken, displacement through intraday structure, entry at the OTE or FVG of the reversal leg. If Tuesday's window passes without the sequence, Wednesday's gets one more audition — with the explicit knowledge that a Wednesday weekly extreme often means a mid-week reversal profile, a different weekly story that demands re-reading, not forcing. If Wednesday also declines to offer the sequence, the rifle goes back in the case. Some weeks are not shootable; the model's win-rate is built on the weeks it skips as much as the weeks it takes.

Thursday — delivery and terminus. The expansion's engine room, and frequently where the weekly range completes — ICT's old observation that Thursday often prints the week's terminal extreme before Friday's drift. For the positioned trader Thursday is a management day: the objective either arrives (take the kill) or the daily close relative to the draw decides whether the runner survives to Friday.

Friday — TGIF, not temptation. The week's profit-taking session: the TGIF tendency retraces a slice of the weekly range, London closes books, New York fades. Whatever remains of the position exits into strength; nothing new is initiated. A Friday entry is by definition a bet on next week — a different trade the model hasn't analyzed.

OSOK vs the Daily Models — Same Sequence, Different Clock

The comparison makes the model's real identity obvious: OSOK is not a different technique — the sweep, the shift, the array entry are the same machinery every ICT model runs — it is a different relationship with frequency. The daily models harvest the market's small deliveries and pay for the privilege in screen time and decision fatigue. OSOK trades the observation that the weekly candle is itself one large power-of-three — open, manipulate, expand — and that a trader who can correctly read that candle four times a month needs nothing else. Many experienced traders run both layers at once: OSOK as the campaign position, a daily model for skirmishes — with the strict rule that the skirmishes never risk the campaign.

GBP/USD Walkthrough — The Classic Forex Week

Sunday prep: cable closed the prior week at 1.2812 after two strong weekly candles higher; the old weekly high at 1.2890 sits unswept overhead — heavy, obvious, and the kind of pool weekly candles are delivered into. Beneath, the prior week's low rests at 1.2764. Bias sentence: "This week draws on the buyside at 1.2890; expect the weekly low Monday–Tuesday via a raid under 1.2764–1.2780." Day named: Tuesday London. Rifle loaded, safety on.

Monday plays its role to the pip: the London session presses down all morning, takes 1.2764 at 10:40 AM UK, wicks to 1.2751, and closes the day back at 1.2789 — a full Judas Monday: the old low swept, the early breakout-sellers trapped beneath a daily close that abandoned them, the manipulation extreme printed. The OSOK trader marks 1.2751 as the week's risk boundary and sets Tuesday's alarm.

Tuesday, London killzone: Asia drifts sideways-lower into the open; at 2:55 AM ET London runs the overnight low into 1.2758 — a lower low against Monday's wick without taking 1.2751 — and the reversal ignites: a 3:20 AM displacement leg closes M15 structure back above 1.2781, leaving an FVG at 1.2768–1.2776. The weekly leg's OTE and that FVG overlap almost perfectly. The shot: long 1.2773 on the 3:45 retrace, stop 1.2744 — beyond both wicks, seven pips under the weekly manipulation extreme. 29 pips of risk against a 117-pip objective.

The hold: Tuesday NY extends to 1.2831 (first partial at the mid-figure liquidity, +58 pips); Wednesday's London retraces 34 pips into a 4H FVG — the retracement that shakes out every intraday-sized position, endured here because the stop was built for it — then expands through 1.2850. Thursday's London high prints 1.2887, three pips from the draw, and the NY session tags 1.2891 at 8:50 AM: objective filled, final exit 1.2886, 3.9R on the week's single trade. Friday retraced 40 pips of the range — TGIF, watched from flat, coffee in hand.

NQ Walkthrough — The Index Translation

The adjustments first: on indices the entry session moves to the New York AM killzone, the weekly landmarks are the prior week's extremes plus any weekly-scale FVG, and Monday's trap frequently runs through the Sunday-evening tape into Monday's cash session. The framework is otherwise untouched. Prep: NQ closed the prior week at 21,590 in a daily uptrend; the draw is the weekly-scale buyside at 21,860 (an old weekly high); prior week's low 21,404. Bias: expansion higher; weekly low Monday–Tuesday; entry appointment Tuesday 9:30–11:00.

Monday: the cash session sells from the open, takes Friday's low, extends into 21,392 — twelve points through the prior week's low — and closes the day at 21,478. Trap sprung, extreme marked. Tuesday, NY AM: the 9:31 drive presses to 21,431 — a higher low that internally sweeps the overnight session's low without approaching Monday's wick — and at 9:47 a 5M displacement leg closes through the retracement structure at 21,502, leaving its FVG at 21,462–21,481. Long 21,472 on the 10:05 retrace (inside the Silver Bullet window, pleasingly), stop 21,384 beyond Monday's extreme: 88 points of risk on a 388-point objective.

The week does the rest: Tuesday closes 21,633; Wednesday gaps and grinds to 21,741 (partial at the prior week's high retest); Thursday's AM session delivers the terminus — 21,855 at 10:42, five points from the draw — final exit 21,844 for 4.2R. The postscript is the model's honest fine print: Wednesday morning offered a gorgeous intraday short setup against the position. The OSOK ruleset — one shot means the other shots don't exist — is precisely what kept the campaign position intact for Thursday's delivery. The discipline is not decoration on the model. It is the model.

Common OSOK Mistakes

Trading Monday. Monday's move is the week's manipulation — designed, by construction, to look like the expansion. Entering it means volunteering for the trap the model exists to exploit. Monday produces the marked chart; Tuesday produces the trade.

Taking the shot without the sequence. "It's Tuesday and London is open" is an appointment, not an entry. The sweep, the displacement, the array — at the weekly manipulation's terminal point — remain mandatory. A named window that passes empty is a skipped week, and skipped weeks are the model working, not failing.

Managing the weekly trade on the 5-minute chart. The position was sized for a weekly stop and a multi-day objective; judging it by intraday retracements guarantees exiting at the week's worst prices. Once filled, the trade is reviewed on the 4H and daily closes — or the chart is closed entirely, which the old-school version of the model considered a feature.

One shot, then three more. The quiet failure mode: the OSOK entry fills, and the trader — flush with conviction — starts day-trading around it. Every added position bleeds risk budget and attention from the campaign, and one skirmish stop-out in the wrong mood has ended a thousand perfectly good weekly trades. If a daily layer is run at all, it runs on separate, smaller, pre-committed risk — never on the campaign's margin.

Frequently Asked Questions