Digital Time Theory

Digital Time
Theory
Time the Markets
IVAN
Circle of 9
Copyright © [2024] by [I V A N]
All rights reserved.
No portion of this book may be reproduced in any form without written permission from the
publisher or author, except as permitted by U.S. copyright law.
Contents
Epigraph V
Dedication VI
INTRODUCTION VII
PREREQUISITES: ICT Price Terminologies XII
1. DIGITAL TIME THEORY: Creation of Variables 1
2. DIGITAL TIME THEORY: Data and Application 12
3. DIGITAL TIME THEOY: Time Distortion 26
4. New York Session: JUDAS Model 30
5. New York Session: Model 11 42
9. Asia Session: Damasu Model 65
10. Asia Session: Osaka Model 70
11. Asia Session: Kyoto Model 74
12. Asia Session: Nagasaki Model 78

13. London Session: Turncoat Model 83
14. London Session: Bishop Model 88
15. London Session: Knight Model 92
16. London Session: Big Ben Model 96
17. WEEKLY SESSION TIME MODEL DISCREPAN- 104

CIES
18. Macro Session (Weekly): Iscariot Model 107
19. Macro Session (Weekly): Ares Model 115
20. Macro Session (Weekly): Ash Wednesday Model 120
21. Macro Session (Weekly): Icarus Model 125
22. Macro Session (Yearly): Hoodwink Model 130
23. Macro Session (Yearly): Model 33 136
24. Macro Session (Yearly): Time Distortion Model 140
25. Macro Session (Yearly): IMP 9 Model 143
26. Time Based Entries and OHLC Fractal Nature 148
27. Turtle Soup 155
28. Time Model Confuences 174
29. Psychology 179
30. Risk Management 183
31. All-Seeing Circle of 9 Community 186

"Time is fractal"
IVAN
To those that supported me:
Thank you for pushing me further into the "rabbit hole":
Roman
Victor
Yuri
Behnam
Mario
INTRODUCTION
T raders have many goals within their scope: risk management,

predicting price, psychology, being pro.tableY uet, so many
make it oft Lrom that initial hfrdle oL paying a tfition Lee to the
marketY Mosses are part oL the trading indfstry, Lor many Lamofs and
large hedge Lfnds or institftions acknowledge that Lact and pfrposely
hedge their positions to mitigate Lfrther lossesY Iany wish, there was
a holy grail oL trading where they cofld sit on their hands and let the
pro.ts roll inY This book does not provide that holy grail, bft what it
does provide is a method to increase accfracy tenLold when predicting
the marketsY That accfracy will alleviate any Leeling associated with the
market that can potentially harm the psychology oL a traderY Wt will
help a trader to become patient, have a higher accfracy and increase
the amofnt oL low risk entriesY ?hat iL there was a way to know when
the market cofld potentially reverse at a speci.c time, by the minftez
There were most likely moments where yof recogniVed some retail
pattern or perhaps yof were ftiliVing a stochastic oscillator that gave
yof signals based oA previofs data, so yof entered a trade only Lor it
to stop yof oft and then go in yofr LavorY These stochastic oscillators
or patterns tend to have latency to them and this can be detrimental
viii WNEx
when trading option contracts dfe to the theta bfrn associated with
the valfeY Sven when trading Lftfres or LoreC, a trader can eCpect
a move to occfr, bft knowing when almost seems impossibleY This
book provides models based oA time and price Lor the xew uork
-ession, Esia -ession, Mondon -ession and Iacro Hhart Snvironment
to alleviate that issfe and provide entries that almost seem impossible
to other tradersY
Throfgh the ftiliVation oL statistical reasoning, mathematical reF

search and implementation, the theory that the market moves arofnd
certain time intervals and minftes, iL certain criteria occfrs, has beF
come realityY This theory is based on mathematics, crossed markets,
'GT, and the Wnner Hircle TraderPs price action conceptsY There are
repeating patterns, that to the individfal eye looks random, bft every
move is calcflated beLore handY These patterns can be de.ned as qhost
DatternsY Drice is delivered to certain candles that have hidden liBfidity
in themY Oigital roots, statistics and vorteC math creates a method to
see the discrepancies and breaks in price actionY These breaks are also
moments where marketFe1ciency decreases, stocks or indices become
mispricedY There is then an increase in volatility or the Bfotes cost
increases which in eAect slows down the system, also known as time
distortionY Ofring time distortion, the people who are taking advanF
tage oL these crossed markets are high LreBfency traders who invest
in specialiVed inLrastrfctfre in order to directly connect diAerent eCF
changes with each otherY They take advantage oL the latency between
the calcflation oL the xational 0est 0id %Aer and its actfal pfblished
Bfote rate to generate pro.ts or attain large positionsY
The average investor wofld end fp paying R;Q or more Lor the
same share amofnt versfs the 'igh GreBfency Trading Wnstitftions
OWqWTEM TWIS T'S%2u iC
who pro.t oA the discrepancy in priceY There eCists two prices that
are oL great most importance, the ask and bidY Iarket makers try
to make the market attractive by increasing volfme and they make
money based oA the diAerence between the bid and askY Hrossed marF
kets occfr when the bid price eCceeds that oL the ask and it becomes
fnLavorable Lor the market makerY Ofring these times they tfrn oA the
'GT, especially dfring news eventsY 'GT tfrns on and oA at speci.c
time intervals every single day, in which they then fse this allotted
time to inpft dark pool ordersY En individfal trader wofld most likely
do anything to know when these cross market occfrrences begin and
end, in order to avoid any fnnecessary price actionY 0ecafse price
becomes repetitive to a certain degree, one can begin to notice similarF
ities throfghoft the days8 how price moves at certain times and how
it stalls at othersY This book provides evidence throfgh Bfanti.ed
data and the showcase oL models based oA time and price to mitigate
the fnnecessary participation in time distortion or retracements in the
marketY
9fants in ?all -treet ftiliVe an immense amofnt oL data colF

lection with select variables and they calcflate those variables nfF
mericallyY ?ith those nfmerical variables, they are then well sfited
to be applied to common statistical approaches like correlation and
regression analysisY Oata does not tell fs anything by itselL, and we
need to analyVe it in order to decipher its meaning and relationshipsY
Oata analysis entails .nding consistent patterns8 in other words the
correlation between the variables embedded in the dataY ?hen yof
begin to see patterns emerge, the nfmbers associated with them begin
to become easier to eCplainY Dredictive analytics goes beyond merely
describing the characteristics oL the data and the relationships among
the variables8 it fses data Lrom the past to predict the LftfreY To create
C WNEx
ghost patternsY ?hy is this method oL thinking importantz %ne oL the

main reasons the .nancial crash oL 3;;5 occfrred was dfe to Laflty
statistical math on the derivatives and the HO-s that were compleC
prodfctsY Thfs, it is imperative that data is fsed accfrately and it is
measfred correctly to arrive to a conclfsionY
?e mfst now Lrame the issfe most traders have8 timing the marF
ketY Drice (fctfates at certain time intervals, bft how do yof know
when eCactly and iL so, what are the conditionsz Wn order to solve
that issfe, we mfst .rst measfre the variablesY ?hat are the variables
and how can we de.ne them asz The variables will fndofbtly have
to be nfmerical where they wofld be best sfited Lor correlation and
regression analysisY Thfs, we can fse the variables oL time and priceY
En eCample wofld be the opening candle oL the xu session, ;):J;
to the ;):KK candleY This by itselL, is oL no fse, bft in combination
with a plethora oL candle opens across the stock or STG sector on
several ticker symbols throfghoft an eCtended period oL time, we can
then create a correlation analysis oL what price doesY This is what
large institftions do, and many create algorithms based oL past data,
to ftiliVe EW arti.cial intelligence and 'GT to do the trading Lor
themY ?all -treet is no longer men in sfits on phones yelling and
screaming at the top oL their lfngs to get the best bidY xow, the war
is Lofght in bfnkers oL black boCes .lled with arti.cial intelligence
that trades the market at the speed oL lightY Wt is the main reason many
oL these institftions .ght Lor the right to the Lastest access to speed
that will allow their orders to be .lledY ?hyz Es mentioned, when
market makers pro.t oA the discrepancy in the bid and ask, it may
seem miniscfle, bft over time those earnings add fp to billions by the
end oL the yearY
OWqWTEM TWIS T'S%2u Ci
ELter discovering WHT, the Wnner Hircle Trader, and already being
Lamiliar with backgrofnd inLormation aboft im -imons, a Lamofs
mathematician tfrned hedge Lfnd manager, my mind cofld not help
bft go down the rabbit holeY 'e is a renowned mathematician and
Lofnder oL 2enaissance TechnologiesY The sfccess oL im -imons
can be attribfted to employing Bfantitative strategies, collecting vast
amofnts oL data, and fsing mathematical models to identiLy statistical
patterns and anomalies in variofs marketsY Dredicting price was not
enofgh Lor me, W wanted to predict time as well and to the minfteY
There are some traders oft there that know what engineered liBfidity
may look like on a chart, bft knowing when that liBfidity will get
taken oft seems impossibleY
This theory aboft time and price and how it can be seen as an aCis
instead oL an ordinary chart creates a method to avoid fnnecessary
waiting in the marketY This theory aboft timing the markets creates
opportfnities Lor a trader to do what most believe is oft oL the ordiF
naryY This theory is the prodfct oL an immense amofnt oL research,
work, and back testingY The ideas aboft time presented in this book
are not regfrgitated ideas, and Lor that reason, they are eCtremely
powerLfl, Lresh, fnfsed and accfrateY
nowing when price will move, almost seems too random to preF
dict, and impossible to do it every dayY xot anymoreY
PREREQUISITES:
ICT Price
Terminologies
B efore we dive into the methods of how time is utilized intraday

and in macro environments, we must -rst have an understandg
inb of the pasics of .riceA Tll credit is due to Ihe Cnner kircle Irader,
for he has .rovided a .lethora of terminolobies to de-ne certain .rice
movements in the marGet in a method that almost seems alborithmicA
Iime and .rice bo hand in handA T trader mibht understand .rice, put
Gnowinb time in compination with that is a force to pe recGoned withA
IhinG of it as a PSq, for .rice tells you where the destination is, put
time tells you how lonb it will taGe to bet thereA Io bet to that level of
com.rehension, we must -rst dive into the as.ect of .riceA
Ihe pasics of .rice can pe understood, py acGnowledbinb that liq-

uidity rests at s.eci-c levelsA Ihere are two ty.es of li;uidity( buy-side
and sell-sideA qhort sellers have their sto.s .ositioned at puygside and
sellgside is the o..osite )sell sto.s are .lacedDA Cnstitutions use this
LCPCITM ICEH IOHRYx Wiii
to taGe sto.s out from poth o..osinb sides to then have it reverse
into the o..osite direction, seeGinb li;uidity at the o..osite eWtreme
of the ranbeA ?hat occurs thereafter, is displacement, wherein a very
.owerful .rice action move occurs resultinb in ;uicG puyinb or sell
.ressureA Ihe candles that occur within this ty.e of .rice action ty.g
ically have larbe podies and very short wicGsA Lis.lacement is thus the
result of a turtle sou., pased oV a Gey levelA ?hat is a turtle soupN Ct is
what occurs when time and .rice meet( dis.lacement to the o..osinb
side of li;uidityA T reversal oV a Gey level, whether puyside or sellsideA
Ihis reversal is what many traders -nd to pe the most devastatinb to
their .ortfoliosA Ihey bet sto..ed out of their .ositions, pased oV late
entries only for it to bo to the com.lete o..osite side of the chartA Ihe
o..osinb li;uidityA
Wiv C'T0
Fair Value Gap and Displacement
?hen .rice dis.laces it leaves pehind fair value gaps, and their
creation is due to an ine2ciency, or impalance in the marGetA Ihese
impalances can pe visualized on a chart py a threegcandle se;uence
containinb a larbe pody candle in the middle whose porderinb candles7
u..er and lower wicGs do not overla. with each otherA Ihere are
two ty.es of fair value ba.s( qCBC and BCqCA T qCBC can pe de-ned
as sellside impalance puyside ine2ciency in the marGetA T BCqC can
pe de-ned as a puyside impalance sellside ine2ciencyA Tt times, the
miW of dis.lacement and a fair value ba. can create an optimal trade
entry (OTE) on a market structure shiftA T marGet structure shift is
re.resented py a sellside or puyside level that has peen proGen, causinb
a chanbe in the trendA Cf the marGet is in a downtrend, the marGet
LCPCITM ICEH IOHRYx Wv
structure shift occurs where a new hibher hibh was made and vice
versaA Tfter this marGet structure shift occurs, an individual can then
taGe an o.timal trade entry usinb the -ponacci retracement settinbs of
5A69, 5A89, 5Aj1, 5A9F on the recent ranbeA )Sabe 1D
Market Structure Shift (MSS)
Tfter that initial marGet structure shift, the trend may chanbe to
the o..osinb side of li;uidity and therein lies inducement, where .rice
will pounce or re3ect and will then tarbet a .revious shortgterm hibh or
low pefore continuinb in the same direction as the lonbergterm trendA
Cnducement is s.eci-cally the tarbetinb of these shortgterm hibhs or
lows as areas where sto.s mibht pe .lacedA Ihese can pe seen as turtle
sou.s on the smaller time frames of a chartA )Sabe 45D
Wvi C'T0
Optimal Trade Entry (OTE) after a MSS
Ihis ty.e of .rice action, alonb with the marGet structure shifts
can leave pehind orderblocksA ?hat is an orderplocGN Tn order plocG
is an area where there has peen a larbe concentration of limit orders
waitinb to pe eWecutedA Rrder plocGs are identi-ed on a chart py
opservinb .revious .rice action and looGinb for areas where the .rice
eW.erienced sibni-cant movement or sudden chanbes in directionA
)T marGet structure shift has occurred in the .icture pelowDA Urom
there, a trader can use an orderplocG with larbe pody candles )hibher
.ropapilityD to taGe a tradeA Cn this case, the trade would pe to any
sellside li;uidity .ool pelowA Ihe chart is on the KEC0 time frame,
thus the orderplocG is formed from the 6 u..er most candles pefore
the dis.lacement to the Eqq occurredA Ihe order plocG can also pe
used in con3unction with any .rice ine2ciencyA )Sabe 44D
LCPCITM ICEH IOHRYx Wvii
Orderblock
Cf an order plocG is mitibated throubh and disres.ected, it can then

pe utilized and classi-ed as a breaker blockA T preaGer plocG is a failed
order plocG that turns into another su..lier demand area on the chartA
Cn an u.trend, a pullish preaGer plocG is an u. close candle in the
most recent swinb hibh .rior to an old low peinb violatedA Hntry can
pe taGen to seeG li;uidity apoveA Cn a downtrend, a pearish preaGer
plocG is a down close candle in the most recent swinb low .rior to an
old hibh peinb violatedA Hntry can pe taGen to seeG li;uidity apoveA
Oibher .ropapility preaGer plocGs will have the lows or hibhs violated
or swe.tA Below is an eWam.le of a hibh .ropapility pearish preaGer
plocGA )Sabe 46D
Wviii C'T0
High probability Breaker Block
Volume imbalances are another Gey ty.e of ine2ciency in the marg

Get and they are identi-ed py disconnected candle podies and a ba.
petween themA Lisconnected candle podies on a chart indicate volg
ume impalancesA 'olume impalances are im.ortant for traders pecause
.rice tends to -ll them u. in the future, maGinb them sibni-cant
reference .oints for tradinb decisionsA )Sabe 4KD
LCPCITM ICEH IOHRYx WiW
Volume Imbalance
Cf there is a void or ba. in .rice action, then that will pe classi-ed as a

liquidity void( impalances in puyinb and sellinb in the marGet, causinb
the .rice to ad3ust pefore continuinb its movementA Mi;uidity voids
are .owerful institutional reference .oints that re.resent impalances
in .rice action and can pe used for tradinb stratebies such as entry and
eWit .ointsA ?hen encounterinb a larbe li;uidity void, the marGet may
palance and reach a level where it is no lonber .ro-taple to puyA )Sabe
4 D
WW C'T0
Liquidity Void
Tll of these can pe classi-ed as SL Trrays, in the .rice action matriW(

RrderplocGs, preaGer plocGs, fair value ba.s, sellside li;uidity, puyside
li;uidity, volume impalances, li;uidity voidsA ?ithin SL Trrays, .reg
mium levels occur when the .rice trades apove the e;uiliprium .oint,
subbestinb .otential sellinb .ressureA Rn the other hand, discount
levels manifest when the .rice trades pelow the e;uiliprium, indicatinb
.otential puyinb .ressureA Ihese .remium and discount levels act as
Gey reference .oints in determininb marGet piasA SL Trrays serve as
con-rmation tools, reinforcinb other tradinb sibnals or .atterns you
may utilize in your analysisA ?hen SL Trray levels alibn with other ing
dicators, such as time, it adds an eWtra layer of con uence to your trade
entriesA By incor.oratinb SL Trrays into your analysis, you can img
.rove the accuracy of your tradinb .erformanceA By eVectively underg
standinb and a..lyinb SL Trrays, you bain valuaple insibhts into the
dealinb ranbe and the dynamics of puygside and sellgside li;uidityA Ihis
enhanced understandinb allows you to maGe more informed tradinb
decisions and identify hibhg.ropapility trade setu.sA SL Trrays add an
LCPCITM ICEH IOHRYx WWi
additional dimension to your analysis, .rovidinb valuaple con uence

and im.rovinb your overall tradinb .erformanceA Ihe most im.ortant
as.ect out of all these SL Trrays, is that when compined with time,
they can pe entries and eWits to an eWtremely accurate debreeA Srice py
itself is decent, and can pe of use, put when in compination with time,
it is liGe taGinb candy from a papyA Rn the contrary, time on its own, is
of no use, until there is a Gey SL Trray at a s.eci-c time that bets metA
0ow that there is an understandinb of the pasics of SL Trrays and
li;uidity, we can then discuss how to utilize MMXM (Market Maker
Models) in compination with timeA ?hat are marGet maGer modelsN
EarGet maGer models eW.lain the movement from sto.s to ine2cieng

cies in the marGet, .rovidinb hibh .ropapility tradinb o..ortunities
pased on li;uidityA Ihe marGet maGer puy model involves initiatinb
.rice delivery from a consolidation or shortgterm hibh, .roceedinb
into a Gey level or SL array, and chanbinb delivery state at the smart
money reversalA T smart money reversal occurs when the .rice moves
from .remium to discount or vice versa at a lobical Gey level, often
accom.anied py a diverbence petween correlated or inversely correg
lated asset classes and smart money involvementA Ihe marGet maGer
puy model consists of consolidation, reversal, redistripution, reacg
cumulation, low risG puys, and understandinb each of these stabes
can .rovide hibh .ropapility tradinb o..ortunities pased on li;uidityA
Yetracements are the sell side of the curve and eW.ansions are the
puy side of the curve in pullish marGetsA EarGet maGer models have
diVerent time .airinbs( the 4EC0 chart is .aired )as an entry chartD
with the 48EC0 chart that is used to identify SL TrraysA Ihe 8EC0
can pe .aired with the 4OR Y chart usinb the same conce.tA
WWii C'T0
MMXM (Market Maker Sell Model)

In this example, the 15MIN PD array was a breaker block
?hen a mani.ulation is initiated u.on an im.ortant SL array

at a s.eci-c time, marGet maGer models will then run throubh two
diVerent ty.es of li;uidity, creatinb two diVerent ty.es of .rice action
movementsA Ihey can either initiate low resistance li;uidity runs or
hibh resistance li;uidity runsA Ihe ;uestion many asG is, how do you
easily identify petween the two and how do you Gnow if there is enbig
neered puyside or sellside li;uidityN Mow resistance li;uidity tends to
have an apsence of restinb li;uidity after a certain .rice leb, indicatinb
that either hibher lows or lower hibhs may pe ran throubhA nowinb
where this low resistance li;uidity sits can pe eWtremely pene-cial to
traders when decidinb where the draw on li;uidity will peA Cn comg
pination with e;ual hibhs or e;ual lows, low resistance li;uidity can
create a hibh .ropapility and low risG entry es.ecially when compined
with time )more on this laterDA
LCPCITM ICEH IOHRYx WWiii
Low Resistance Liquidity Run
Rn the contrary, hibh resistance li;uidity runs are lower .ropapility

and they tend to occur when the marGet seeGs a lonbgterm hibh or
low on a hibher time frameA Srice will then have a di2cult time taGinb
out most of the sto.s with hibh resistance such as hibher hibhs or
lower lows, due to amount of li;uidity that rests thereA Ihese ty.es
of runs tend to occur durinb reversals on a hibher time frame in a
marGet maGer model, where in, old hibhs or lows with hibh resistance
and li;uidity can pe ran throubh after a smart money reversal initiates
u.on a hibher time frame SL arrayA
WWiv C'T0
High Resistance Liquidity Run
0ow that there is an understandinb of the pasics of .rice and how

it creates .oints of interest on a .otential aWis in the chart, we can
then pebin to discuss the theory of how time interacts with .rice
at certain time intervals, micro and macro and how to incor.orate
that as a trader to create hibher .ropapility tradesA Ihere eWists many
individual traders that may understand .rice to a hibh debree, yet they
lacG the understandinb and as.ect of time, so they enter their trades
too early or too lateA Rnce that action is committed, they then pebin
to feel the feelinb of fear throubh their veins( the fear that they will bet
sto..ed out for enterinb too early or too late on a .otential moveA Ihis
fear can pe easily mitibated and the ;uestion many will asG, is howN
By understandinb how time intertwines with .rice on an aWis in the
chart, we can then antici.ate reversals to an unfathomaple accurate
debreeA Oow do we reach that level of understandinb and how do
we bet to that .ointN ?e must -rst analyze what the actual marGets
do pehind closed doors, and thereafter a..ly sim.le mathematics to
create a theory surroundinb thatA Ihis theory shall pe Gnown as Libital
Iime IheoryA
Chapter One
DIGITAL TIME
THEORY: Creation
of Variables
N owadays, there is an inuxf ov indilidxac traders on somiac -ep

dia gcatvor-s xsink the efgression ov ti-e and grime, yet they
neler tacb a.oxt what they -ean .y the state-entW ?hyB 'emaxse
they donIt trxcy xnderstand how ti-e is a stronk -emhanimac asgemt
ov the -arbetW Tt is the montinxoxs laria.ce that neler meases to efistW
Mhose traders xse that ter- coosecy, in order to kain remoknition or
voccowers .y soxndink enik-atim, yet they hale no theory .ehind itW
Vany geogce tacb a.oxt how they wish they moxcd gredimt the -arbet
and to a mertain eftent, a trader -ay .e a.ce to do so when it mo-es to
grime, .xt ti-ink the -arbet is eftre-ecy diAmxct vor -ost and that is
what maxses traders to montinxoxscy alerake down on their gositionsW
Tv one moxcd bnow when the -arbet shoxcd .ekin to -ole and .emo-e
-ore locatice, then tradink woxcd .emo-e a cot easierW Mhis is a ra..it
F T2UN
hoce that -any geogce dile into, .xt when they mo-e oxt, they do not
hale -xmh to show vor itW qntic nowW
(irst )xestionWW ?hat driles grimeB Ts it restink ci)xidity or ti-eB

Mhe answer is .othW Mhinb ov grime and ti-e as an afis on a moordip
nate gcaneW 'oth are montinxoxs vxnmtions wherein grime is the ypafis
Pordinatez and ti-e is the fpafis Pa.smissazW Erime -ay uxmtxate xg
and down, .xt ti-e is acways a monstant and it re-ains at the sa-e
hori;ontac celecW Tv this is the mase, we man then gcot mertain goints
ov grime in mo-.ination with ti-e cibe we woxcd when gcottink data
on a kraghW Mhxs, any goint on the moordinate gcane, or in this mase
the mhart, man .e comated or regresented xsink these two afes in the
vor- ov an ordered gair ov the vor- Pf,yzW Mhis moordinate gcane is a
twopdi-ensionac sgame where two laria.ces intersemt, ti-e and grimeW
?hice -any other traders see .xcc uaks, gennants, HVU mrossolers, the
traders tradink .ased o: ti-e and grime wicc instead see a twopdi-enp
sionac moordinate gcaneW 'emaxse, this is the mase, we man mreate data
sxrroxndink the monstant that is acways monsistent[ ti-eW ]ow do we
mreate that data and where do we .ekinB
Mo answer this )xestion, we -xst =rst thinb ov this idea throxkh the
cens ov a si-gce -athe-atimac -ethod[ inter-ediate lacxe theore-W
Mhis theore- desmri.es a bey grogerty ov montinxoxs vxnmtionsD vor
any vxnmtion f that is montinxoxs oler the interlac ov Ga,bL, the vxnmp
tion wicc tabe any lacxe .etween f(a) and f(b) oler the interlacW Mhis
-eans that vor any lacxe L .etween f(a) and f(b), thereIs a lacxe c in
Ga,bL vor whimh f(c) O LW
RTYTMU3 MTVH M]H15S 0
Intermediate Value Theorem
Mhis moordinate gcane coobs eericy si-icar to an ordinary mhart, vor

the x lacxe is that ov ti-e and y is grimeW ]ere we man gerhags gimtxre
how grime retrames, -ay.e to an ogti-ac trade entry or to a ER array
at a dismoxnt celecW Mhis gxts ti-e and grime at a di:erent gersgemtileW
Now the neft )xestionWW ?hat are the lacxes ov grimeB Mhat answer man
.e answered in -any di:erent -ethods and the reason is there efists
-any di:erent tyges ov ci)xidityW Us -entioned in the grere)xisites
mhagter, a ER array man .e a nx-.er ov monmegtsW Mhxs, iv that is the
mase, we man xtici;e any ov these ER arrays to de=ne oxr y-afis PgrimezW
?hat ti-e vra-e is -eant to .e xtici;ed on a mhart then, iv that is
the maseB Varbet -aber -odecs eamh hale their resgemtile ti-evra-e
gairinksW Mhe %]1q5 ti-e vra-e is gaired with the 4VTN and the
%4VTN is gaired with the %VTNW Tv %4VTN ER arrays are xtici;ed,
then we -xst then xse the %VTN mhart vor entriesW Co, iv a %4VTN
.earish .reaber is drawn on a mhart we man then xse that vor an entry
to seccsideW Mhis .reaber wicc then mreate lacxes vor the y afis so as
grime -oles into that .reaber, the 4j9 area or e)xici.rix- wicc .e the
intersemtion in .etween that ER array on the y-afisW
6 T2UN
Bearish Breaker on y-axis
Uny ER array wicc mreate grime celecs ov interest that man then .e xsed
to gcot y lacxesW Not acc mharts rese-.ce this moordinate gcane, vor so-e
are -ore so montinxoxs and cinear withoxt retrame-ents degendink
on the ti-evra-e a trader -ay .e o.serlinkW Mhis is dxe the gotentiac
tyge ov 1]37 ov a mandce as -entioned in the grere)xisites mhagterW
]oweler, the oleracc gre-ise re-ains the sa-e, that in order to xnp
derstand the nx-erimac notations ov this afis, in the moordinate gcane,
we -xst =rst xnderstand grimeW Mhis celec ov xnderstandink -ay arrile
easier to -ost indilidxacs, .xt what -any camb is the xnderstandink ov
how ti-e, the fpafis, man .e inmcxdedW Mi-e is a montinxoxs se)xenme
that is irrelersi.ceW Tt is acso a -ethod to )xantivy -easxre-ents or to
se)xenme elentsW Tt man .e xsed to mo-gare the dxration ov these elents
or the interlacs .etween the-W Tv that is the mase, ti-e man then .e xsed
to -easxre mertain interlacs in a mhart wherein grime man .e efgemted
to uxmtxate in locaticity and aloid mrossed -arbet .ehalior iv mertain
mriteria is -et vor a turtle soup P-ore on this caterzW Tn order to .ekin an
anacysis on ti-e, it -xst .e xnderstood that acc ti-e sxrroxndink the
-arbet wicc .e .ased o: HCM PHastern Ctandard Mi-ez, and the reason
vor that is the New Sorb Ctomb Hfmhanke is the -a"or mentrac hx. vor
emono-im amtilityW
Mhroxkhoxt the day, there efists sgemi=m tradink hoxrs degendink

on the asset a trader -ay .e interested inW (or -ost stombs the hoxrs
with the -ost ci)xidity wicc .e vro- the NS session ogen to the mcose
Pj8D0jp%+Djj HCMzW Mradink hoxrs hocd i--ense sikni=manme as they
dimtate the window ov ti-e dxrink whimh .xyink and seccink ov =p
nanmiac instrx-ents ommxrW Mhese hoxrs mreate a strxmtxred vra-eworb
vor -arbet gartimigants, ensxrink a vair and orkani;ed enliron-ent
vor transamtionsW Mradink hoxrs are mrxmiac vor selerac reasons and
the =rst is they vamicitate kco.ac gartimigation, accowink inlestors vro-
di:erent ti-e ;ones to enkake in -arbet amtilities dxrink olercaggink
hoxrsW Mhis enhanmes ci)xidity and -arbet eAmienmyW Udditionaccy, the
monmentrated ti-evra-e gro-otes grime dismolery, as a hikh locx-e
ov trades ommxrs within a de=ned geriodW Mhis montri.xtes to the esp
ta.cish-ent ov ammxrate and transgarent -arbet grimesW (xrther-ore,
tradink hoxrs i-gamt -arbet locaticityW 1genink and mcosink hoxrs
ovten witness inmreased amtility, inuxenmed .y vamtors cibe emono-im
regorts and morgorate annoxnme-entsW qnderstandink and adagtink
to these ti-epsgemi=m uxmtxations is essentiac vor traders and inlestors
to -abe invor-ed demisionsW Tn essenme, tradink hoxrs are the heartp
.eat ov the stomb -arbet, ormhestratink the rhyth- ov .xyink and
seccink that vxecs the =nanmiac syste-W Mhey not oncy grolide strxmtxre
to the -arbet .xt acso gcay a gilotac roce in kco.ac monnemtility, grime
deter-ination, and oleracc -arbet dyna-imsW
Vost traders hale .een trained to vomxs socecy on grime and indimap
tors or their resgemtile siknacs, .xt rekardink .oth the ti-e and grime
afes ov the mhart as two segarate and indegendent laria.ces, man grole
+ T2UN
to .e eftre-ecy xsevxcW ?e -xst assx-e that ti-e and grime afes ov a

mhart are sekrekated and indegendent, as the xnits -easxre two totaccy
di:erent segarate laria.cesW ?hat is the .est -ethod to -easxre these
tradink sessions and mreate interlacs to .e a.ce to inmcxde this into an
inter-ediate lacxe theore-B ?e man anacy;e demades worth ov data
and gingoint efamt -o-ents that s-art -oney relersacs ommxrred that
mreated -arbet -aber -odecs, .xt not elery asset has a morrecated asset
that moinmides with it and worbs in tande- with itW Tv that is the mase,
then we -xst o.serle elery s-art -oney relersac in order to mreate
a carke array ov dataW Mhat man tabe an a.sxrd a-oxnt ov ti-e and
re)xires ammess to data that -ay or -ay not .e alaica.ce, so we -xst
coob throxkh other alenxes or -ethodsW Rxe to the keo-etrim asgemt
ov mharts, one man assx-e that keo-etrim monmegts man acso .e aggciedW
?WR Yann has had a cot ov worb done in this asgemt and so-e ov his
worb sxmh as Yann s)xares are sticc xsed to this dayW ]oweler, the
dismretion ov this, is the vamt that this -ethod is not acways ammxrate
and it re)xires di:erent macmxcations elery day vor ti-e and grimeW Tv
ti-e is a monstant that re-ains cinear eleryday and regeats, then acc we
-xst do is =nd the interlacs that -atter the -ost degendink on the
day ov the weebW Cinme the a-oxnt ov ti-e is acways the sa-e, then
we man then demide to dilide it into semtions or interlacs throxkh the
xtici;ation ov -athe-atimsW 1ne moxcd mhoose to dilide it into )xarters
and si-gcy dilide the day .y F49 and so on, .xt that does not grolide
any monmrete resxctsW Mhis man .e attested to the 8jVTN mymce theory,
.xt it is not as monmcxsileW Hfa-gce .ecowD
RTYTMU3 MTVH M]H15S X
NY Session divided into quarters
Mhere see-s to .e so-e uxmtxations in grime when vomxsink on gop

tentiac locaticity, howeler there is no gremise entry and or -etrim on the
ypafis to tecc traders where to enter and at what ti-e gremisecyW Eerhags,
xsink gotentiac news elents moxcd trikker so-e mymcimac gotentiac to
mreate interlacs, .xt not elery tradink day has newsW ?hat -ethod man
.e xsed to gortray a mcear distinmtion in locaticityB ?ith monsideration
that )xarters do not worb, we -xst then coob at a di:erent tyge ov
-athe-atimac aggcimationD lortef -athW ?hat is lortef -athB
2ortef -athe-atims is a nx-erimac syste- that desmri.es the grogp

erties ov a shage as a sghere with a lortefW Nx-.ers indimate sgirac
cines and mxrled sxrvamesW ]ow man this tyge ov -athe-atims .e xsevxcB
Mhroxkh the xse ov dikitac rootsW ?hat are dikitac rootsB
Cinme mhicdhood, we hale .een taxkht the demi-ac syste-, whimh

was orikinaccy introdxmed in anmient TndiaW Mhe demi-ac syste- xses
the dikits j throxkh 8 and assikns eamh dikit a sgemi=m gcame lacxeW
'xt 2ortef Vathe-atims decles deeger into the hidden orkani;ation
and recationshigs .ehind eamh ov these nx-.er sy-.ocsW Mhe bey to
xnderstandink lortef -athe-atims .ekins with the monmegt ov the
dikitac root and dox.cink theoryW Rox.cink theory is the reason
vramtacs ommxr within the -arbetsW Tt is acso the reason 5oot 7andces
T2UN
Phidden ci)xidity mandcesz are xsed vxrther into sessionsW Rox.cink

dilides ti-e so as to segarate the gresent vro- the gast and vro- the
vxtxreW
Doubling Theory, Root Candles and Digital Roots
Mhe dikitac root is voxnd .y addink acc the dikits ov a nx-.er xntic
oncy one dikit re-ainsW Ucc -atter is enerky Por vre)xenmy, li.ration,
cikhtz, and an omtale regresents the totac enerky in a gartimxcar vrep
)xenmy rankeW 1mtales show the recationshig .etween vre)xenmies,
and omtale krowth ommxrs .y dox.cink the vre)xenmyW Hnik-atim
kenixs ?acter 5xsseccIs geriodim ta.ce showed that in natxre there
are what he macced nine di:erent omtales or states ov gressxreW Ucc
ece-ents on the geriodim ta.ce vacc into this nine omtaleW 3ibe a nelp
erpendink riler, eamh ece-ent on the geriodim ta.ce uows vro- the
grelioxs ece-entW 5xssecc showed that elery nine omtales regresents a
mo-gcete mymce ov the trans-ission ov the xnilersac enerky monstant to
acc di-ensions ov the xnilerseW Note that in this syste-, the nx-.er
8 is a xnilersac nx-.erW Tv yox add xg acc the nx-.ers in the sep
)xenme P8 % F 0 6 4 + X z, this mo-es to 64 and this has a dikp
itac root ov 8W Tv yox add the in=nity uow nx-.ers P% F 6 X 4z,
this mo-es to FX and this has a dikitac root ov 8W Tv yox tabe eamh row
ov nx-.ers on oggosite sides ov the mirmce, yox acso ket the nx-.er 8D
% X F 4 6 Co the 8 man .e said to .e the -aster, Isecvporkani;inkI
nx-.erW 7oxcd it .e that the nx-.er 8 acso denotes .acanmeB
Vortex Math and Digital Roots
Mhis invor-ation is an introdxmtion to lortef -athe-atims, .xt

the neft )xestion wicc -ost cibecy .e how this man .e aggcied to the
-arbets in order to ti-e the -o-ent a mrossed -arbet -ay arrile to
an endB Mhe answer cies in the keo-etrim asgemt ov mirmcesW 5e-e-.er
that we -xst =rst macmxcate the lacxes ov the fpafis, ti-eW
Mhinb ov the reasonink as to why a mcomb is a mirmceW Vost geogce

krow xg to read a -inxte hand mcomb, .xt neler )xestion why -ost
mcombs or watmhes are roxndW Mhey do not nemessaricy hale to .e roxnd,
.xt -ost anmient sxn diacs and mcombs were mreated in a mirmxcar shage,
vor the reasonink that the 0+j dekrees ov a mirmce is a way to -easxre
the mymcimac natxre ov ti-eW Mi-e is mirmxcarW 1r rather it is mymcimacW U
mirmxcar delime is the -ost si-gce and mo-gamt way to gresent that
sort ov invor-ation -emhanimaccyW Mi-e -ay .e cinear, as desmri.ed
when coobink at it as a laria.ce in a moordinate gcaneW Mhe mirmce is
%j T2UN
the -ost eAmient shage vor -easxrink ti-e, and the roxnd mcomb vame
accows vor easy and intxitile readink ov ti-eW Mhe roxnd shage acso
ammo--odates conker gendxcx- ar-s, whimh i-groles the ammxramy
ov the mcombW Tn order to xse the mymcimac natxre ov this shage, dikitac
roots hale to .e xtici;ed in a way that mreates a monsistent gatternW
Tv two straikht cines are gergendimxcar, they intersemt at a P8jz dep

kree ankce, and there are P0+jz dekrees in a mirmceW Mhe dikitac root ov the
nx-.er 0+j in demi-ac syste- is 8 P0 + jO8zW (or an Npside gocykon
P whimh is a mcosed gcane =kxre .oxnded .y straikht cinesz in demi-ac
syste-, the sx- ov the interior ankces is e)xac to PN p Fz % j dekrees,
where Npside is kreater or e)xac to 0W Tt man .e voxnd that the dikitac
root ov the sx- ov the interior ankces ov an Npside gocykon is acways 8W
(or efa-gce, the sx-s ov the interior ankces ov a triankce, )xadricaterac,
and gentakon in demi-ac syste- are P% j P P%z%j P z%j Pjz%jOP8z%j
z, P0+jz%j P0 + jO8z, P46jz%j P4 6 jO8z resgemtilecyW No -atter
how -any ti-es, the dekree lacxe ov a mirmce is sgcit xg, it wicc acways
e)xate to 8W
RTYTMU3 MTVH M]H15S %%
Mhere is a sense ov xnivor-ity in the strxmtxre ov a mirmce, and

monsistenmy in these sgemi=m nx-.ersW Mhe )xestion now cies, in iv
we man aggcy dikitac roots and these dekree nx-.ers to a mhartW Mhe
answer is yesW Tv we i-gce-ent mertain (i.onammi nx-.ers into the
pafis ov a mhart, we -xst then demide where to accomate the-W Mhis
woxcd =t the reasonink that dox.cink theory mreates a -ethod to mreate
gro"emtions ov ti-e when locaticity shoxcd inmrease and ti-e distortion
shoxcd tabe e:emtW Mhat is the neft tasb and it -xst .e done so, xsink
dataW
Chapter Two
DIGITAL TIME
THEORY: Data and
Application
T ime and price must be used in a tactic that allows a trader to

avoid crossed market behaviors, where an option trader can
lose value on their contracts due to the value of theta, or a forex
or futures trader may get chopped up between the bid and ask. As
mentioned, time and price must be seen on a coordinate plane. To
be able to understand why this is the case, time and price has to be
seen through the lens of Digital Signals. A digital signal is a type of
continuous (discrete) signal that has only two states: on (1) or o0 (I).
Bn computer systems, a waveform that switches between two voltage
levels representing two Coolean states (I and 1) is called a digital signal.
They include a limited variety of values that can be encoded in binary
and carry data with it. qomputers store digital audio as a seGuence of
Is and 1s.
DBLBTAM TBEH TOHRY3 1J
Digital signals allow us to make exact and nearly identical copies of

certain types of information, such as numbers, letters, and the colors
of the individual pixels that make up an image. This information can
be stored for long periods of time without loss of Guality. -ust as
price moves in rapid pulses, so does voltage in digital signals through
a certain interval of time, for digital signals consist of rapid pulses of
voltage that repeatedly switch the current o0 and on. The similarity
in both is important, because it alludes to the idea that price can be
predicted as to when it will switch on or o0 from a crossed market to
an uncrossed market (time distortion). Digital signals become weaker
as they traverse through a certain period of time, but can be ampliUed
again using digital regenerators (liGuidity through root candles). SimV
ilarly, price can see volatility increase again after a certain interval is over
and after touching a speciUc level of liGuidity. Nnlike analog signals
that have continuous values across a certain time span, digital signals
are limited to distinct sets of values across discreet time intervals.
Analog versus Digital

1z B4AP
The market creates crossed market behavior or time distortion durV

ing discreet intervals and it goes unnoticed by many traders. During
these moments, market makers are generating income from the disV
crepancy of the bid and the ask, until a certain time interval is over
and thereafter the amplitude in price is once again increased. Frice
goes from external liGuidity to internal liGuidity and from FD array
to FD array and after it does so, it enters a crossed market until the
interval is over. A digital signal is a sampled and GuantiWed version
of a physical signal. Bt is an abstraction that is discrete in time and
amplitude. ?or further digital processing, only the values of the correV
sponding physical signal at these sampling times are important, so the
values of the signal exist only at constant time intervals. A digital signal
is a seGuence of codes derived from a Unite set of values. Hngineers
typically examine digital signals in one of the following domains: Time
domain (oneVdimensional signal). Time domain refers to the analysis
of timeVrelated mathematical functions, physical signals, or time series
of economic or environmental data. Bn the time domain, the values
of a signal or function are said to be all real numbers at di0erent
points in time, either continuous or discrete. TimeVdomain plots show
how a signal changes over time, and freGuencyVdomain plots show
how much of a signal falls within a particular freGuency band over a
freGuency range. Digital signals are also often referred to as a blocky,
where the signal changes from o0 to on.
5hat does this all essentially meanj A example would be light

switches. Eost light switches are digital. 5hen someone enters the
room and 9ips the switch, the lights turn on. Hven if you turn on the
switch slowly, there is a certain point where the light will always turn
on. 3ou cannot intervene. The light will turn on or o0 completely.
DBLBTAM TBEH TOHRY3 1+
Time Domain (A One-Dimensional signal)
This represents an on or o0 digital signal, or a 1 or I in a computer

system. To make digital signals more reliable, data must be transmitted
at higher digital freGuencies. Since it is an on or o0 signal, there is
little chance that a computer system will misinterpret the digital signal.
Therefore, digital signals provide more accurate data transmission in
both on and o0 states. Digital signals are much more resistant to data
corruption than analog signals. -ust as a signal is sent to a light switch,
similarity liGuidity is in=ected after market makers either buy or sell the
amount they seek through the utiliWation of dark pools. Bt is not until,
much later, retail traders can observe the data presented. Bn order to
understand where the intervals may begin and end, we must account
for the digital roots of the minutes of a session. Take the P3 session
for example. I2:JI has a digital root of J (2;J617X 1;76J). Bf done
throughout the day, we begin to notice a pattern of J82 emerge.
18 B4AP
369 Pattern
There are moments where the pattern breaks and the digital root
becomes a di0erent number and in these moments price 9uctuates and
creates potential in9ection points. Bn order to create consistency, we
must observe weeks worth of charts to see if there is congruency in this
idea.
09:47=2, 10:06=7, 10:27=1, 11:00-2
The most prominent ones can be noticed through a cross correV

lation of price and time over the span of several days. Fresented here
DBLBTAM TBEH TOHRY3 1%
is data throughout the span of a week between the ×Vaxis time of

I2:JIV1I:I8, wherein the discrepancies in the J82 pattern are graphed
using a statistical cross correlation.
Cross Correlation of TIME and PRICE on SPX between 09:30-10:06
There is a spike in the data plot, where the correlation for the
candle I2:+J creates a lag, causing the correlation to be signiUcant.
The root of hidden liGuidity and a digital root of →. Several of these
cross correlations can be conducted to then attain the time variables
of I2:+J, 1I:7I, 11:1I, 11:z2, 17:J+, 1z:I2 for the Pew 3ork session.
5ith the creation of these speciUc time variables on the ×Vaxis we can
then create a potential series of intervals where price can 9ow and come
to a halt depending on the 3Vaxis of price.
Time and Price Axes - Similar to a Digital Signal
Nsing the ?ibonacci numbers of I.7%, I.z→, I.82, inner intervals can
be created inside these time variables to create even more intricate time
variables where price may decide to create in9ection points. Bnside
these inner cycles, the most prominent candles to watch are, the Yoot
qandles of I2:+J, 1I:Jz, 11:1I, 17:J+ and 1J:JI depending on the
1→ B4AP
interval. -ust as the amplitude rises and decreases in a digital signal, so

does price and it does so to return to an internal or external FD array,
as well as other Digital Yoot qandles.
Inner Cycles of Time Variables
This creates entry portals and exits for FD arrays in market maker
models, where a trader can time the market by entering at a speciUc
minute on a Yoot qandle. Frice creates the possibility of a crossed
market in one of these intervals throughout the session. During this
market behavior, the next interval will likely see an expansion, speciUV
cally if there is an SET (Divergence in Assets) and a higher time frame
FD array is met at that speciUc interval. The next Guestion is if this
idea can be applied to all sessionsX the idea that there exists Uxed interV
vals of time where price creates in9ection points and terminuses for
movements. Bn order to speed up the process, the geometric concept
of circles must be utiliWed. As mentioned, if the degrees of a circle are
divided in half, the digital root of that degree will always eGual 2. The
same idea can be said when the degrees are multiplied by 1II". So J8I,
would be %7I. 5hy does this matter and how can it be applied to a
market sessionj Bt matters because with the correct ?ibonacci numbers
surrounding the digital root of 2, extremely accurate intervals can be
DBLBTAM TBEH TOHRY3 12
created for all sessions. 5hether it is daily, weekly, monthly, or yearly

sessions.
The most accurate ?ibonacci numbers are I.117+, I.J8, I.+87+.

Potice they all have a digital root of 2. They all originate from a circle.
-ust as price can be fractal, so can time with the utiliWation of geometry
and vortex mathematics. The circle of 9 is created. The inner circle.
These values can then be applied to other sessions or macro sessions as
well.
Circle of 9
Eost traders disregard ASBA Session due to the lack of liGuidity,

but when the circle of 2 is applied to the session, it ends up looking
eerily similar to a P3 session. Yoot qandles can then be used to
distinguish between discount and premium and traders can anticipate
7I B4AP
moments where volatility increases and price rushes to a certain pool

of liGuidity.
ASIA Session for NQ
As time approaches during these intervals, price can then be acV

counted for in higher time frame FD arrays as well. Oere, the same
?ibonacci numbers can be utiliWed in a gann box to not only anticipate
the time but the price level of a higher time frame FD array where price
might create an in9ection point. This creates a low risk entry and a
high reward. Celow is an example of how a gann box with these values
can utiliWed for the larger intervals in a session (besides P3X for it has
its own intervals and Ubs) to create an opportunity for a low risk entry
at the right time based o0 a 1+EBP FD array.
Gann box for Time and Price based off Circle of 9 Intervals

DBLBTAM TBEH TOHRY3 71
This same method backed by statistical data originating from two

variables of time and price using the concepts of Digital Signals,
Leometry, Digital Yoots and 4ortex Eath, can be applied to all assets
and all sessions. ?orex, qrypto, ?utures and Stocks. The idea of not
knowing when price will move or being left in the dust will no longer
become a hinderance after understanding these models and the Digital
Time Theory method. This method can be applied to all sessions in
every market, whether it is the Asia session, Mondon session or Pew
3ork session. Yoot candles are utiliWed to distinguish hidden areas of
liGuidity that price may be attracted to, as well as to understand the
premium and discount levels of a time interval. An example of this
can be observed in the picture below, wherein the 17:J+ candle (digital
root of 7) is used to distinguish discount and premium of the time
interval on the ×Vaxis.
77 B4AP
12:35 Root Candle on Apple for Model 1001
Bn number theory, digital roots play a role in understanding patV

terns and properties of numbers. The digital root of a number can reV
veal certain characteristics of that number. Bn particular, the numbers
J, 8, and 2 have a special signiUcance in digital roots. These numbers
have the property that their digital root remains the same when they
are multiplied by any positive integer and their digits are added toV
gether. ?or example: J / z 6 17 K 1 ; 7 6 J (digital root is J) 8 / z 6 7z
K 7 ; z 6 8 (digital root is 8) 2 / z 6 J8 K J ; 8 6 2 (digital root is 2)
DBLBTAM TBEH TOHRY3 7J
This property makes these numbers often referred to as ‘multiplicative

digital roots‘ or ‘root numbers.‘ The same concept is used to deUne
Yoot qandles, for they are deUned as the root liGuidity for intervals
and sessions at times. Cased on market makers and supplemental liGV
uidity providers who are incentiviWed to add liGuidity to the market
in order to reduce the threshold of volatility, the price of the HT? or
stock can be determined based on the initial manipulation period of
the in=ection of liGuidity and this manipulation often occurs at these
root candles.
Applying the qircle of 2 to the Asia and Mondon Sessions, presents

very clear time intervals that can help a trader distinguish the proper
timing of moves. The models presented in this educational book will
provide opportunities to long and short the market at several intervals
throughout a session using Yoot qandles, Time intervals and Frice.
Asia Session Time Models $NQ Example

7z B4AP
London Session Time Models $CL Example
Asia sessions are slower and more di’cult to trade than Huropean
or Porth American sessions. Therefore, due to the low trading volume
and high spreads that characteriWe the session, traders need to know
which ?orex pairs are best for trading. Bt is important to note that the
Asia Session is sometimes referred to as the Tokyo Session. -apan is the
third largest foreign exchange trading center, with the yen being the
third most traded currency. Bt accounts for 18" of all foreign exchange
transactions. The slow and calm nature of the Asia“Tokyo session
makes it an ideal period for traders to manage their trades. Traders
can explore the market through a riskVreward analysis. 5hen trading
during the Asian session, it is important to consider the pair with
the -apanese 3en. 3our trading strategy can also determine your pair
selection. Oowever, traders who want to make more proUts should
consider trading other Asian currencies. Some of the best pairs to trade
during the Asian session include: AND“-F3, HNY“-F3, -F3“NSD.
The Asian trading session begins every open market day at 1→:II
HST and ends at IJ:II HST. Trading hours overlap with Mondon tradV
ing in the last hour. Therefore, during the transition period between
Asia and Mondon, the Asian session will be more active. This is where
DBLBTAM TBEH TOHRY3 7+
the Pagasaki Time Eodel takes place, as it holds a similar e0ect as

Eodel 111 in the P3 Session (more on this later). Oigher volatility
can occur if the right conditions are met. The Asia Trading Session
holds the models: Damasu Eodel, Rsaka Eodel, ”yoto Eodel and
Pagasaki Eodel.
4eriUably, Mondon has continuously been at a center of exchange,

much appreciated to its vital area. Powadays, Mondon beneUts from
its time Wone. The time interval of focus for Mondon is IJ:II HSTV
I2:JI HST. There are no Zbest cash sets to exchange amid Mondon
forex showcase hours, but there are a few perfect ones that o0er diV
minished spread costs due to the tall volume. These incorporate ma=or
sets like HNY“NSD, NSD“-F3, LCF“NSD, and NSD“qO?. Eaybe
the foremost in9uenced by the cover are the HNY“NSD, NSD“-F3
and LCF“NSD due to the interbred exercises between the =oined toV
gether Nnited States and Hurope“Mondon. A few dealers allude to the
Mondon session as the Huropean exchanging session. That s since,
aside from Mondon, there are ma=or monetary centers open in Hurope
as well, such as Leneva, ?rankfurt, urich, Muxembourg, Faris, OamV
burg, Hdinburgh, and Amsterdam.
Mondon hours then slightly overlap with the P3 session, but for
the purpose of a controlled ×Vaxis environment for the time variable,
we must cut the hours to the most e’cient manner possible using the
circle of 2.
Chapter Three
DIGITAL TIME
THEOY: Time
Distortion
W hat is time distortion? The term is utilized loosely online. Is

it simply consolidation between the ask and the bid? What
is the reasoning behind it? Why does the algorithm or multiple algo-
rithms use it? What is the market using to encode data? The answer is
digital signals and modulation.
What is modulation specivcally and why is it used by the markets?

There are seqeral modern digital modulation technifues that proqide
increased in,ormation capacity/ higher data security and fuicker sys-
tem aqailability with great communication fualities. The main goal
o, modulation today is to pack as much data as possible into as small a
spectrum as possible. This goal/ known as spectral eHciency/ measures
how ,ast data can be transmitted within the allocated bandwidth. The
unit o, measurement is bits per second()z Sb(s()zD. Geqeral tech-
AILITME TIOR T)RY27 Px
nifues haqe been deqeloped to achieqe and improqe spectral eHciency.

2emember in the introduction chapter it was mentioned that the
main ,ocus o, wall street is to now achieqe the best access to speed.
Facking data into a smaller spectrum increases the eHciency o, this
process.
Aigital modulation technology is constantly eqolqing as the de-

mands o, modern communication systems increase. The ,uture o,
digital modulation is e0pected to continue to deqelop more sophis-
ticated methods that enable higher data rates and improqed noise
immunity. Mdditionally/ the use o, machine learning technifues to
optimize modulation schemes is likely to become more widespread.
This technifue is still based on the idea o, using a carrier signal modu-
lated by a digital signal. This allows ,or more eHcient use o, bandwidth
and results in a more robust signal. Ms technology continues to de-
qelop/ new and improqed modulation schemes may be deqeloped that
proqide eqen better per,ormance ,or high ,refuency trading S)1TD.
The noise that may occur throughout a signal is essentially time

distortion. In binary phase shi,t keying/ a binary 8 is 8 degrees. M bina-
ry V is VN8 degrees. The phase changes when the binary state switches
so the signal is coherent. This all alludes to two main key points. Time
distortion and the utilization o, the circle o, nine vbonacci numbers.
PN I9M
Phases of the binary states
Phasor Diagram and Constellation Diagram (Phase and amplitude

magnitudes)
Ms the ,refuency drops/ time distortion begins and it utilizes the

same numerical points as the circle o, . When one or two mod-
AILITME TIOR T)RY27 P
els create low resistance lifuidity or time distortion/ the subsefuent

models will haqe an e0plosion in qolatility due to the binary state
switch between the signal that high ,refuency trading utilizes.
What are these time models?

Chapter Four
New York Session:

JUDAS Model
T he most prominent and famous model that most traders know

very well is the Judas Model, wherein there is a fake out move in
the beginning of the NY session. There is no strong deUnition as to the
timing of this move and what to observe and look for. csing the time
intervals presented in the previous 0hapter, we 0an look at the moment
volatility in0reases in the morning between 9:511 to 295W9. Pithin this
time interval, a Judas swing o00urs into a higher time frame Dq array,
thus taking out internal liIuidity. -n most 0ases, eIual lows or highs
or low resistan0e liIuidity is taken out with the Judas move. Di0tured
below is the time interval of 9:511A295W9 on 4pple on the WGth of Jan
W9WG.
q-L-T4E T-MH TOHR3Y x2
Judas Model Time Intervals 09:55-10:20
Pithout 0onte(t as to the inner intervals or what larger time frame

)21M-NB Dq array to observe, there is no real method to 0reate a low
risk and high reward set up. Vut if all of these fa0tors are in0luded
together, we 0an then see the 0hart through a grid like state and 0reate
a higher probability trade. Noti0e the diCeren0e below.
xW -74N
Judas Cycle with Inner Intervals and Gann Box 15MIN PD array
The inner 0y0les for the Judas zy0le are 2959W, 2959–, 2952W. 4t
any one of these times, pri0e 0an reverse its dire0tion and 0reate an
inSe0tion point. -n this e(ample, it is no 0oin0iden0e pri0e reversed at
e(a0tly 2959W to buyside. Oere, the utili;ation of a standard deviation
on the xM-N 0andle order blo0k 0an be used to Und pri0e targets.
q-L-T4E T-MH TOHR3Y xx
Judas Cycle with Standard Deviation off the 3MIN Orderblock

(1MIN chart so the 3 down close candles)
The Judas Model, along with other models 0an have several terA
minuses for their respe0tive moves to end and that 0an be dedu0ed
by using higher time frame Dq arrays, standard deviations and other
time intervals. Dotential times where the Judas move will end 0an be
at the end of the Judas interval, 295W9, or at best 0ase s0enarios 2W5x1.
-n between those times, pri0e 0an 0ontinue its dire0tion if there is
no higher time frame Dq arrays in the way, as well as if the standard
deviation target has not been met yet. -n the same e(ample with 4pple,
pri0e was seeking FG Xq target and the ne(t intervals, leading into
Model 22 are6 295xG, 295GG and 29511. Rn0e pri0e rea0hed 295GG, it
had also rea0hed its AG Xq target and at this moment the algorithm
swit0hed to target sellside of the internal range. 4t that moment of
time, a trader 0an implore the same te0hniIue and use a standard
deviation on the low and high of the last x upA0lose 0andles to 0reate a
pri0e target for sellside.
xG -74N
Judas Model 10:44 potential terminus
The ne(t key aspe0t of this entire model and this e(ample is the
3oot zandle, 9:51x. This Root Candle is the most prominent of all
candles throughout the NY session, as pri0e often times retra0es ba0k to
this spe0iU0 0andle on most market session days. 4s mentioned, root
0andles 0an be utili;ed as draws of liIuidity, but also to distinguish disA
0ount and premium of an interval, spe0iU0ally the Judas Model time
interval. 4dd all 0omponents of time intervals, 21M-N Dq arrays,
and 3oot zandles and it makes trading e(tremely low risk and high
reward.
q-L-T4E T-MH TOHR3Y x1
Judas Model: 09:53
There are several types of Judas Model swings, and the easiest out
of them all is when pri0e 0reates low resistan0e liIuidity before 9:511,
rea0hes dis0ount or premium into a 21M-N Dq array and inverses a
2M-N Dq array pri0e ine'0ien0y )8air value gapB. zombine al three
of these into steps and you will observe the easiest Judas Model ever.
The e(ample of 44DE above is a perfe0t e(ample as it meets all of that
0riteria. Velow, more e(amples are shown using several other ti0ker
symbols or HT8s.
Judas Model on SPX
-n the e(ample above, XD 0reated low resistan0e buyside liIuidity,

rea0hed a 21M-N 87L at 2959–, inversed a X-V- )sell side imbalan0e
x -74N
buyside ine'0ien0yB or 87L and took oC until potential terminus of

29511. Dri0e then sought after 9:51x later in the session. 4ll of these
steps 0ombined, 0reates very low risk entries. Velow is an even more
e(treme e(ample on XD .
Judas Model on SPX Low Resistance Liquidity
The same idea 0an be utili;ed when there is low resistan0e liIuidity
towards the sellside. H(ample below. -n this 0ase, pri0e waited until
295W9 )the end of the Judas zy0leB to begin velo0ity towards the low
resistan0e liIuidity.
q-L-T4E T-MH TOHR3Y x–
Judas Model on SPX Low Resistance Liquidity Sellside
There 0an be moments where this type of set up 0an fail, and for
that reason, the 21M-N 0hart must be observed with the 2M-N as
well. The higher time frame 0hart must be observed in tandem with
the 2M-N 0hart, otherwise there is no higher time frame bias. Di0tured
below is a set up that in0ludes a 21M-N X-V-, and is in premium of the
9:51x 3oot zandle. Dri0e rea0hes into that X-V- at 2959– and a trader
0an enter a low risk entry using a V-X- inversion or by entering at a
0omfortable level on the gann bo( levels. 4 trader will then know that
the Judas is seeking their bias if pri0e begins to move and 0ontinue to
move their desired dire0tion past 295W9, otherwise, pri0e might reverse
and seek e(ternal liIuidity.
-n the 0ase below, the higher time frame 0hart is seeking buyside and
understanding ma0ro time models is key, but nevertheless, a trader 0an
enter this Judas set up with low risk involved. Time will then let the
trader know if they are wrong if it reverses at a spe0iU0 time interval and
it begins to disrespe0t Dq arrays )V-X- s in this 0aseB. 4t 295W9, pri0e
x -74N
0ontinues towards buyside and 0loses above the 9.1 W1 level in the
21M-N Dq array, indi0ating it might be disrespe0ting that Dq array.
Judas Model Low Risk Entry
4s is the 0ase for all time models, time will let the trader know if they
are wrong about their bias by a 0ertain minute of the session and the
8ibona00i levels of a 21M-N Dq array will have the same impa0t on
pri0e. csing both time and pri0e in this manner, 0an mitigate further
loss on positions and keep risk tight and reward high. -n the e(ample
below, a 21M-N X-V- was inverted with a body 0andle 0lose above
before the Judas Model, indi0ating pri0e is seeking buyside. csing the
root 0andle of 9:51x and the gann bo(, a trader 0an time and enter a
long with low risk and high reward.
q-L-T4E T-MH TOHR3Y x:
15MIN Candle Close Inversion of SIBI
Low Risk Long Opportunity
East is an e(ample of a high resistan0e liIuidity run Judas Model

on XD . Dri0e 0reated a 21M-N orderblo0k before the 9:511 interval.
Dri0e then goes into dis0ount of 9:51x so a trader should not be lookA
ing to short in this 0ase. There is no 21M-N Dq array at buyside to
G9 -74N
short with at 9:511 until later. Dri0e then targets the above X-V- and
rea0hes it by 2959W. 4t 2952W, a trader 0an then enter a short based oC
that X-V- and have a low risk entry.
Judas Model High Resistance Liquidity Run
quring 0ertain sessions pri0e will begin to move with strong velo0A
ity right at 9:511 and if not then, then 2959W. -t is important to keep
an eye on 21M-N Dq arrays and 3oot zandles.
q-L-T4E T-MH TOHR3Y G2
Judas Model move at 10:02
To reiterate the notational and numeri0al values of this model5 The

main interval is between 9:511 to 295W9. -n between that interval, the
inner 0y0les are 2959W, 2959–, and 2952W. The 3oot zandle is 9:51x.
The easiest set ups will have low resistan0e liIuidity built up before
9:511. Terminus for Judas at best 0ase s0enarios 0an be 2W5x1 and if
not then 295W9, 295GG, and 29511 or 22529. These times lead into the
ne(t time model, Model 22.
Chapter Five
New York Session:

Model 11
A fter the Judas Time Interval ends, the next time model interval
will be Model 11. In binary code, 11 translates to the decimal
number 3. The reason this model is named after the number 3, is to
allude and hide its real meaning. The power of 3. This Model more
often than not, under the right circumstances, creates a manipulation
on a higher time frame PD array after a small consolidation phase.
The power of 3 is a familiar concept to most ICT traders, for it uses
the idea of accumulation, manipulation and distribution based o a
higher time frame candle.G
DILITAE TIMH TOHRY4 k3
Power of 3
The accumulation phase is a stage in price movements in -nancial

mar"ets in which smart and informed tradersGgradually begin to purV
chase a particular asset, such as a stoc" or a cryptocurrency, at or near
a particular price level. During this stage, theG price of the asset tends
to rise slowly and steadily as buyers accumulate more shares or units
of the asset. The term NaccumulationN refers to the purchase of large
amounts of assets by these informed traders, reFecting their con-V
dence in their future growth potential. They believe that theGvalue
of an asset is currently lower than its actual value, or that it may rise
signi-cantly in the future.
kk IqAU
Thereafter, the next stage is manipulation. Rnce the information is

provided, funds are traded below the opening price in bull mar"ets
andG above the opening price in bear mar"ets to stop losses and elimV
inate early buyers and sellers.
In Borex trading, distribution refers to the process by which a trader

sells a large amount ofG currency that they have accumulated over time.
This sale, especially if it occurs (uic"ly, can cause a decline in the price
of the currency. In a bull mar"et, distributions occur whenG buying
pressure begins to subside. As a result, there will be more people selling
positions than buying them, and the price will slowly start to fall.
This stage usually follows a period of rising prices and indicates that
an uptrend may be nearing an end. In a declining mar"et, dividends
occur whenG selling pressure steadily decreases. This causes the price
to gradually rise as more traders buy bac" their positions than sell
them. This stage usually follows a period of falling prices and indicates
that a downtrend is nearing an end. )nderstanding sales phases is very
important for traders as it provides valuable insight into mar"et trends
and potential reversals. Wy closely monitoring the mar"et at this stage,
traders can ma"e informed decisions and potentially pro-t from price
movements. The mar"et enters a range 5accumulation phase0. The
mar"et sellsG below the range, creating li(uidity 5manipulation phase0.
G The price rises upwards and destroys the mar"et structure with strong
bullish candlestic"s 5distribution phase0. :aiting for retracement to
the range high, entering a long positionG with a stop loss below the
range low and aiming for the distribution high. In a bullish scenario,
you start buying when the price falls below the opening price. The
opposite is true for bearish scenarios.
GGGGGGGGGGGGGGGGGGGGGGGGGGGG
DILITAE TIMH TOHRY4 k2
Bor this time model, along with the rest, it is vital to pay attention
to the open and close of the 12MIU candle in (uestion. If we are
to expect a manipulation on a PD array for this model, then the
12MIU candle in this interval must create a strong wic" with a body
candle close above the previous candle or invalidate a PD array on the
opposite curve of price.G
15MIN Candle Manipulation
This time model ta"es place between 1;6S; to 1161;. The inner interV
vals are 1;63k, 1;6kk and 1;622 respectively.G
The Yoot Candle is 1;63k. Welow and above is de-ned as discount

and premium for this time interval. If a trader is trying to long the
mar"et using this time model, then they must buy below the 1;63k
Yoot Candle to decrease ris". Rbserving the 12MIU candles between
1;63;V1;6k2 or 1;6k2V1161;, a trader can enter at one of the inner
intervals if the following re(uirements are met7 there is a higher time
frame PD array, price begins to disrespect the opposite curve of price,
k9 IqAU
whether buyside or sellside and it creates a strong manipulation wic"

on the 12MIU using the Power of 3.GGGGGGGG
Model 11
This Model has greater impact and probability after an extremely

volatile Judas session, Uew 4or" ’ession open and or price creates low
resistance li(uidity whether e(ual lows or highs or engineered li(uidV
ity between 1;6S;V1;622.GRnce this Time Model is in e ect, price will
see" external li(uidity or a higher time frame internal range PD array.
In most cases, price will move to its draw until Model 1;;1. Yarely
does it meet another PD array by the time Model 11; 5the next Model0
is in e ect.G Model 11 wor"s in tandem with Model 1;;1.G
DILITAE TIMH TOHRY4 k$
Model 11 and Model 1001 work in unison
Price should begin to move at the latest to its next draw at 1161;, the
end of the cycle and 1; minutes after the last 12MIU candle close. At
the earliest price can begin see"ing its draw at 1;63k or 1;6kk.GIf price
does not move after 116SQ, then we can expect chop until 116kQ and
at that point it8ll be a di erent model.
In this example for the tic"er symbol U on ; URq S3, we

can note two main aspects of this chart. There was a not so volatile
AM session before 1;63k with non substantial movement, ma"ing the
probability of Model 11 to be possible. Living it an oppurtunity, a
trader using this model can wait until 116SQ for movement. If there
is no movement slightly after, then one can expect chop and time
distortion to occur until 116kQ. Causing the possibility of a di erent
model to ta"e place6 Model 11;.
k IqAU
Model 1: Chop between interval makes Model 110 a higher probability
Terminus for this movement at best case scenarios will end at 1S632
and if it begins at 1;63k immediately, then at worst case scenarios the
movement will end at or slightly before 1161;.
There are scenarios of price beginning immediate movement at

1;63k. If price begins to move to the draw on li(uidity at or around
1;63k with large displacement, then a trader can use any WI’I or ’IWI
thereafter to enter a trade with a tight stop above or below. )sing ’D
targets on the immediate swing high and low. Hxamples below.
DILITAE TIMH TOHRY4 kQ
Model 11 Standard Deviation Target off 3MIN Orderblock
Model 11 Standard Deviation target
In these occasions, when price does not show consolidation beV

tween 1;63kV1161; and instead begins to displace to the draw on li(V
2; IqAU
uidity, then the trader can use ’D targets and an entry on a WI’I or
’IWI.
Chapter Six
New York Session:

Model 110
T his Model is based on the binary translation of 6. 110 is 6 in

binary. 0 x 20 = 0. 1 x 21 = 2. 1 x 22 = 4. 0 + 2 + 4 = 6. Why
six? There are six 6MIN candles in this interval before potential ex-
pansion. This Time Model is a turtle soup and MMXM based model.
In order to observe the manipulation of this interval, the 15MIN can
be utilized just as it is used in Model 11 to show where price will be
drawn to, using the Power of 3.
52 IVAN
6 Candle Count before expansion
If Model 11 is occurring and in ekect, then it is less li:ely this time

model will ta:e ekect, however if there is a strong consolidation before
this model, then it causes the li:elihood of this model to occur to be
higher. The outer intervals are 11910 to 11947. The inner intervals are
11921, 11927 and 1193R. The Coot Bandle is 11910, the beginning of
the time interval. It has a secondary root candle, 11:21. Doth can be
used in conjunction with each other, as both hold a discrepancy in a
statistical cross correlation of time and price.
GILITAE TIMH TOHYCU 53
Model 110 Time Intervals and 11:10 Root Candle
11910 root candle holds the digital root of 3 and more often than
not is used as a draw to distinguish between premium and discount.
When price reaches a higher time frame PG array in this interval, it
will create a turtle soup based ok that PG array. Ftilizing a gann box
or a regular Jibonacci retracement on the PG array with the Bircle of
7 Jibonacci numbers mentioned previously, a trader can enter a high
probability and low ris: trade.
54 IVAN
Gann Box on 15MIN Orderblock
Velocity should begin at the latest, 12902. Defore that, it can begin at
any one of the inner intervals. Oow do you :now which one? Ybserve
the 15MIN candles of 11915-11930 and 11930-11945. Yne of these will
create the desired manipulation candle a trader is see:ing.
Manipulation on BISI for Model 110

GILITAE TIMH TOHYCU 55
If Model 110 occurs, it is less li:ely that Model 1001 will occur and
instead that model will be used to create time distortion. Model 111
will then ta:e ekect and precedent. If there is a volatile udas and a
consolidated Model 11 time interval, then Model 110 will more than
li:ely occur with a manipulation ok the 11910 Coot Bandle.
Model 110 created a MMBM, causing Model 1001 to be less likely
If Model 110 is used as a turtle soup entry to continue the trend

toward a higher time frame PG array, then Model 1001 has a higher
probability of occurring and vice versa if Model 110 is used instead as
MMXM.
56 IVAN
Model 110 Trend Entry= Higher Probability of Model 1001

Chapter Seven
New York Session:

Model 1001
M odel 1001 in binary code translates to 9 in decimal con-

version. The reasoning behind this is due to the potential
dynamic of 369. Three creates the potential initial condition for an
in(ection point )Model 11x and siw either continues that cycle or
initiates its o,n cycle )Model 110xC and thereafter nine Inishes the
entire session cycle or begins to restore order )time distortionx. This
cycle completes the Vircle of 9.
k2 AN58
Circle of 9 Session
Model 11 (3), Model 110 (6), Model 1001 (9)
This time model interval ta:es place bet,een 14O3k to 1YO09. Rne
of the largest of the time intervals for the 8z session. As the Circle
of 9 expands, so does the session time intervals of a market. The in-
ner intervals for this time model are 13O00C 13O40C 13OY0. The joot
Vandle is 14O3k. The beginning of the time interval. There is also an
outlier joot candle time ,ithin this cycleC 13O30 and another from the
previous intervalC 14O04. 14O3k ,ill be the main candle to distinguish
bet,een discount and premiumC but 14O04 may be utiliBed as a candle
,here price ,ill reXect as ,ell. Det,een 13O40 to 13O30 most MMGM
reversals occur for Model 1001.
LAEAT5H TAM T Rjz k9
Model 1001: 12:35-14:09
5s notedC Model 1001 is more li:ely to occur if Model 11 is in e ect

and this model ,ill then complete the circle of 9 cycle. At is also li:ely
to occur if Model 110 is used as trend entry. Model 1001 ,ill begin
its velocity at 1YO09 at the latestC and 13O00 or 13O40 the earliest. The
:eyC as ,ith the other modelsC is to observe the 1kMA8 candle chart as
,ell. Hoo: for the same manipulation as previously mentioned in the
previous models. The 1kMA8 candle manipulation ,ill tell the entire
story about ,here the dra, ,ill be for price. Time ,ill tell you ,hen
to loo: for it.
60 AN58
Model 1001 15MIN Chart Manipulation

with New Day Opening Gap gann box levels
This is a large distribution time based model and it tends to have a

larger ewpansion due to the geometric aspect of the circle of 9. This is
a larger interval than the previous time intervals on the w-awis for the
8z session. Listribution tends to ta:e a lot longer in most cases ,hen
compared to other models. Af this time based model is used for time
distortion due to Model 110 ta:ing precedentC then Model 111 ,ill
ta:e e ect. The outlier time model.
Chapter Eight
New York Session:

Model 111
T he last of the NY session models is Model 111 which translates

to 7 in binary code to decimal conversion. This time model is
the outlier out of the NY session, as it rarely occurs, but when it does,
it is extremely volatile. This expansion model o0 a Model 1kk1 time
interval manipulation is what causes options contracts to sgyrocget
and traders to Pet stopped out if they are chasinP the trend. 4rice
tends to reverse rapidly in this model and have an expansive move.
The interval bePins at the end of the Model 1kk1 interval, 1:9k5 and
lasts until marget close. The inner intervals are are 1:9:7, 1R91: and
1R9:R. The Coot 3andle oriPinates from the previous model, 1A9Ak.
Hs mentioned, this candle is an outlier throuPhout the session, alonP
with k59RA. The diPital root of 1A9Ak is 7. Ience, the model name.
This time model sliPhtly overlaps with Model 1kk1 as it coincides with
the 1A9Ak Coot 3andle.
2X V6HN
The best setup for this Model will occur as a reaccumulation or

redistribution in a MM-M model. The manipulation leP must occur
midday between 1k9XkW1A9Ak. There, a standard deviation tarPet can
be placed to measure a potential tarPet for price. jith a volatile HM
session and crossed marget midday session.
Model 111: Reaccumulation for a buy model
The second set up will have a non volatile and non maFor expansive
move between k59AkW1A9kk. qollowinP this, there will be low resisW
tance lizuidity formed. There, one can tarPet the draw on lizuidity
utiliEinP the 1A9Ak Coot 3andle to distinPuish between premium and
discount. Hfter 1A9Ak SDT, one should expect movement to occur at
1:9k5 or sliPhtly after 1R91: at the very latest. 4rice will either bePin
to have velocity towards low resistance lizuidity at either 1:9k5, 1:9:7
or 1R91:. Vf the price does not move after 1R91:, then expect a crossed
marget surroundinP the 1A9Ak Coot 3andle until the NY session is
over.
GVLVTHO TVMS TISBCY 2A
Model 111: Low Resistance Liquidity before 13:30
Gue to the rezuired conditions of either a reaccumulation or redisW

tribution staPe of a marget mager model and or a nonWvolatile session
before 1A9Ak, this model rarely occurs. ut when it does, price moves
substantially towards its draw and this is the reason many traders Pive
the name power hour to the last hour of the session. qor the power of
A on this Model, it is advised to observe the daily chart to understand
where the manipulation occurred.
Model 111: 14:09 Initiation and Power of 3
4rice manipulates to a low in the HM and the alPorithm then

reprices to the opposinP side of lizuidity, buyside. 4rice in this examW
ple, had three marget mager models. A 2 and 7. Model 11, Model 11k
2: V6HN
and Model 111. Model 1kk1, 5, was used to continue Model 11k and
complete the cycle.
If there is no Model 11, Model 110 or Model 1001 in the NY session

then Model 111 will occur. Vf Model 11 occurs but Model 11k or Model
1kk1 are used as a crossed marget, then Model 111 will occur. To put
it simply, if A, 2 and 5 do not occur, 7 will. Vf A occurs but 2 and 5 do
not, then 7 will as well. This is the end of the NY session time based
models.
Chapter Nine
Asia Session:
Damasu Model
T his model is the Judas of the Asia Session and the same concepts
and rules from the Judas NY session apply to this Model. Just
like Judas, this is the smallest time interval model of the session. It
ranges from the session open 18:00 to 19:01. It is the power of 3 of
a 1HOUR candle. In between this time, the inner intervals are 18:07,
18:22 and 18:34. The Root Candle is 18:07.
66 IVAN
Damasu Model: 18:00-19:01
Inner Intervals: 18:07, 18:22, 18:34
Root Candle: 18:07
This model holds the same implications as Judas, for it has a fake
out move that initially gets taken out by the next interval. It is either
used to engineer liquidity or to cause a fake out in the initial stage of
the Asian Session. Similarly to Judas, the easiest Damasu Model will
create engineered liquidity before 19:01. Thereafter or slightly before,
at 18:34 price will begin a low resistance liquidity run. Observing and
utilizing any 15MIN PD arrays, a trader can use this in combination
with time and this model to enter a high probability trade. Just as the
NY session has and uses the 09:53 candle, the Asia Session uses the
18:07 candle in the same manner. Wherein, it can seek out that Root
Candle at a later time in the session and use it as a method to gather
liquidity.
DIGITAL TIME THEORY 67
Damasu Model: 18:34 began the low resistance liquidity run to equal
lows
Asia models, including the Damasu Model can be used to trade

crypto and forex pairs that have a lot of liquidity available at this
time. Below is an example of the forex pair JPYUSD showcasing the
accuracy for the Damasu Model.
JPYUSD Example
In this example, JPYUSD pushed towards sellside, thus tapping

into a 15MIN fair value gap (BISI) and on the dot, right at the 18:22
inner interval, it reversed back to the 18:07 Root candle. This model
behaves just like Judas. Both often either create engineered liquidity
or have a swing move into a PD array. In the example above, JPYUSD
was in discount below the root candle and it also tapped into a 15MIN
68 IVAN
fair value gap, creating a low risk long on any 1MIN SIBI that became
inversed.
Damasu Model: JPYUSD
In this example, price waited to push above the root candle one last
time before 19:01 to then have a liquidity run to sellside. The forex
pair pushed into a 15MIN SIBI and went into premium to then take
out sellside, Fnishing the move at 19:01. -ocus is then on the power
of 3 for the 1 HOUR candle between 18:00 19:00.
Damasu Model: Power of 3
Often times, if there is no swing, price creates low resistance liquid

ity in this time model interval and begins the low resistance liquidity
run at 19:01. And if not, then the next time model, the Osaka Model
will then take the liquidity that was engineered between 18:00 to
19:01.
Damasu Model: Sellside taken beginning at 19:01

Chapter Ten
Asia Session:
Osaka Model
T he next time based model in the Asia Session initiates at 19:01.

The end of the hourly candle close from 18:00-19:00. After
the initial Damasu Time Model (Translates to deceive in Japanese),
the real move will begin to either external liquidity or a higher time
frame PD array. This outer interval on the X-axis of the chart begins
at 19:01 and ends at 21:14. The inner intervals are 19:16, 19:49, 20:16.
The Root candle for this model is the 19:37 candle. This Model has
a strong similarity to Model 11 from the New York Session, for it is
vital to observe the 15MIN chart to understand where a potential
manipulation occurred. A perfect example is on the currency pair
XAUUSD.
Osaka Model: XAUUSD
XAUUSD entered a 15MIN orderblock. Went into premium

above the Root Candle (19:37) and created a market maker sell model.
There was 15MIN candle that wicked the orderblock before pushing
down. This was the manipulation candle. Observing the inner inter-
vals, a trader can then anticipate a reversal and volatility to increase by
a certain minute to the next draw on liquidity, sellside.
Osaka Mdoel: XAUUSD with inner cycles
At exactly 20:16, price entered a sell program after taking out the
internal low. As price moved into the next cycle and time model in-
terval, it used the 19:37 Root Candle as a draw before pushing down
72 IVAN
once again and Bnishing its move by the end of the next interval. In
the next example, the Osaka Model was used as an optimal trade entry
to the trend after tapping into a 15MIN SIKI. Thereafter price began
its move to sellside at the beginning of the next interval (21:14).
Osaka Model: Price tapped into a 15MIN SIBI
Notice price began to reverse direction at the Root Candle of 19:37.

This can be the case in several occasions for sharp movements. There-
after, price repriced into buyside and the 15MIN PD array before
taking out the low resistance sellside below it. Although price reversed
at exactly the Root Candle of this model, notice the 15MIN candle in
the chart above within that same timeframe. The wick did the damage,
but the body told the story. The body suggested it wanted to reprice
to an internal PD array.
In the next example, this time interval created low resistance sellside
liquidity and went into premium above 19:37. Thereafter, price at
exactly 21:14, began the move to take out the low resistance liquidity.
XAUUSD- Low resistance liquidity run beginning at 21:14
Terminus for this potential low resistance liquidity run will at best
case scenarios be at the end of the yoto Time Model interval, 23:04,
before possible time distortion.
Chapter Eleven
Asia Session:
Kyoto Model
A fter Osaka, the Kyoto Time Model begins at 21:14 and ends at
23:04. The inner intervals are 21:26, 21:54, 22:16. The Root
Candle is 21:44. Price uses this time interval to create three possibilities
of price action. Time distortion, low resistance liquidity, or continu-
ation or reversal of the previous model, Osaka. In the example below,
price used this time interval to create low resistance buyside into an
untapped 15MIN BISI. Once that PD array was utilized, price began
to reverse at the end of the Kyoto Model interval 23:04.
Kyoto Model: AUDJPY low resistance liquidity run at 23:04
In this next example, the low resistance liquidity was created within
the Osaka Model time interval. Price then went above the 21:44 Root
Candle and began its move to sellside at the 22:16 inner interval. The
move then ended once it reaches the previous root candle, 19:37 and
the end of the Kyoto Model Time Interval, 23:04.
Kyoto Model: AUDJPY
In the next example, the Kyoto Model interval was used to create
time distortion. Why is this the case? Osaka Model was used to con-
tinue the Damasu Model. If the Damasu Model, just like Judas, creates
a substantial and large move, then Osaka will be used (just like Model
11) for continuation. Kyoto will then be used as an entry window
76 IVAN
depending where the higher time frame PD array is. Volatility should
then increase after the Kyoto Model interval is over at 23:04.
Kyoto Model: Time Distortion
Kyoto Model: Time Distortion
This model, along with other time models, can be used for trend
continuation as well. Price will often manipulate above the root candle
to then continue the move after a certain inner interval is over.
Kyoto Model: Trend Continuation above Root Candle
If the trend continues or there is a reversal at the beginning of

this time interval model, then subsequently, a trader can expect time
distortion until the next model Nagasaki.
Chapter Twelve
Asia Session:
Nagasaki Model
T he Nagasaki Model is extremely volatile in most cases, often met

with occasional news events, so this time model must be traded
carefully although it can very pro.table2 The interval begins at 3:041
and ends at the end of the session, 4:0442 The inner intervals are 3:039,
44037 and 4909R2 The Coot 8andle is 4404D2
Nagasaki Model
IGAGTLE TGMH TOHYC- R7
This model has a strong resemblance to Model 999 in the N- sesq

sion, for it can extremely volatile and powerful2 The lowest resistance
liPuidity throughout the session will be the most likely draw2 Brice
should begin velocity at either the 44037 inner interval or 4909R2 Lt the
latest, you will see the Eondon open, 4:044 ignite the volatility based
oV the 4404D candle2
Nagasaki Model: 03:00 Volatility injection
The ideal time for price to begin volatility would be the 4909R inner
interval2 Gn most cases, price will begin volatility slightly after this time2
Kelow are two clear examples of this, as well as the possible volatility
involved2
D4 G5LN
Nagasaki Model: 01:17 volatility
Nagasaki Model: 01:17 volatility
Nagasaki becomes more probable and an easier trade when the

jyoto interval is used for time distortion2 Kelow are two examples2
IGAGTLE TGMH TOHYC- D9
Nagasaki Model: Higher Probability (Kyoto- Time Distortion)
Nagasaki Model: Higher Probability (Kyoto- Time Distortion)
Ls with other time based models, inner intervals guide a trader with
the exact timing of when volatility should increase on the xqaxis and
the root candle dictates where in premium or discount it sits at on the
yqaxis2 Brice should also be observed, once again through 9(MGN BI
arrays2 Kelow is an example of the maSor volatility that can occur in this
model2 Brice returned to the 9D099 Coot 8andle )similar to the 470(:
in the N- "ession and reSected oV of it2
D3 G5LN
Nagasaki Model: XAUUSD
Time can become more fractal2 Gf a trader were to use the circle of
7 .bs between 4909R and 4:044, they could see how price uctuates at
these inner inner intervals 2
Chapter Thirteen
London Session:
Turncoat Model
S imilarly to Judas and the Damasu time based models, the Turn-
coat Model is the "Judas of the London Session". This is the initial
fake out move of the session. The London session, although it overlaps
with NY will be de0ned as 3:933 to 3(9:3 )NY open4. This time based
model, Turncoat, ranges from 3:933 to 3:955. The inner intervals are
3:931, 3:962 and 3:9R1. The Coot jandle, xust like the 3(91: Coot
jandle, is 3:96R and can be eItended out to the rest of the session.
q5 VA8N
Turncoat Model- EURUSD
The best Turncoat Model will create liPuidity that reprices into
a 61MVN GD array. This creates a low risk entry based oE standard
deviations. Aolatility should increase by the 3:9R1 inner interval or at
the end of the Turncoat model, 3:955. The terminus for this type of
move will be 319R3 in most cases.
Turncoat: EURUSD
DVHVT8L TVMO TBO7CY q1
Turncoat: EURUSD
Turncoat: EURUSD
Vf price begins to reverse and reprice in the opposite direction, dis-

respecting the opposite curve )buyside or sellside4 GD arrays, then it is
likely for price to reprice to the 3:96R Coot jandle. More speci0cally,
if price taps into a higher time frame GD array.
q2 VA8N
Turncoat Model: EURUSD (Return to Root Candle)
The same concept applies if it is in a bullish GD array on the higher

time frame and is in discount of the Coot jandle. elow is an eIam-
ple.
Turncoat Model: EURUSD
This model must be treated to the same regard as the Judas Model
in the NY session. Vt can be a very Puick and pro0table time model to
trade if done correctly with the terminus being around 319R3 at best
case scenarios.
DVHVT8L TVMO TBO7CY q
Turncoat: EURUSD 05:20 Terminus

Chapter Fourteen
London Session:
Bishop Model
T he next London time based model is the Bishop Model. It

begins at 03:44 and ends at 05:20. The inner intervals are 03:55,
04:19, and 04:38. The Root candle is 04:10. If the Turncoat Model is
taking precedent, then this time based model will be used to continue
the previous model and at times create an entry based oC the 04:10
Root Dandle.
Bishop Model: EURUSD

GIAITEL TIMH TOHYRq 89
Bishop: EURUSD (Turncoat Entry)
If the Turncoat Model interval creates low resistance liVuidity, then

the Bishop Model will begin to take out that low resistance liVuidity
at the beginning of the Root Dandle time, 04:10.
Bishop: EURUSD 04:10 volatility injection

90 INEj
Bishop: EURUSD 04:10 volatility injection
Bishop: EURUSD
Bishop: EURUSD
GIAITEL TIMH TOHYRq 91
This time model resembles Model 11 and the Ysaka Model, for
both occur after their respective fake out moves of the session. It is
important to focus on solely the Turncoat and Bishop Root Dandles
for this time interval.
Bishop: GBPUSD
If this time interval is stuck in a tight range, then an in ection of

volatility can be expected at the end of the time interval. Et this point,
the crossed market will end.
Bishop: Tight Range (AUDUSD)

Chapter Fifteen
London Session:
Knight Model
T his time model is used to create time distortion or it is used for a

MMXM model. If the London AM session is extremely volatile
with a large range, then similarly to the Kyoto model in Asia Session,
this time model will be used for time distortion.
Knight Model: Time Distortion (GBPUSD)

Knight Model: Time Distortion (GBPUSD)
Knight Model: Time Distortion (BTC)
The time interval begins at 05:20 and ends at 06:39. The inner
intervals are 05:29, 05:48 and 06:04. The Root candle is 05:29. Below
is an example of a market maker buy model for this time interval. Price
reached into a 15MIN BISI and was below the Knight Model root
candle. Volatility resumed to buyside at the 06:04 inner interval.
94 IVAN
Knight Model: MMBM (AUDUSD)
This model, along with all the other time models, works on crypto
as well. Below are examples of market maker models occurring in this
time interval for Dogecoin.
Knight Model: MMBM (Dogecoin)

Knight Model: MMSM (Dogecoin)
Any BISI or SIBI on the 3MIN or 6MIN time frames can be used
for entries. Terminus for the move below is the end of the Knight
Model interval, 06:39.
Knight Model: MMSM (NQ) Inversion Entry

Chapter Sixteen
London Session:
Big Ben Model
T he last time based model for the London Session is the Big Ben
Model. Why is it called the Big Ben Model? For the potential
volatility that can occur with this time based model. It is very im-
portant to be aware of any news events that may occur throughout
this interval, whether it is PPI, CPI, etc. The interval begins at 06:39
and ends at 09:30. The largest of the intervals in the London Session.
Similarly to the Nagasaki Model in the Asia Session and Model 111
in the NY session, this model can see an explosion in volatility and
must be used with caution. The inner intervals are 06:58, 07:41 and
08:15. The Root candle is 06:58. It is important to focus on both
the Turncoat root candle, 03:12 and the Big Ben Model root candle,
06:58. Below is a perfect example as to why this may be the case. Price
refers to both candles in extreme volatile cases.
Big Ben: 03:12 and 06:58 Root Candles (NQ)
Big Ben: 03:12 and 06:58 Root Candles (CL)
Big Ben: 03:12 and 06:58 Root Candles (NQ)

98 IVAN
On most occasions, if the session has been nonvolatile up until the

Big Ben Model, then a trader can expect a massive move for the Big Ben
interval. Price will allocate itself between the two main root candles of
this model before expansion at one of the inner intervals. Below is an
example.
Big Ben: Price allocation between 03:12 and 06:58 root candles (NQ)
If the session root candle, 03:12, is at the opposite side of the price
axis, then it is often the target for liquidity, for root candles are hidden
pools of liquidity.
Big Ben: 03:12 Root Candle Liquidity Target (NQ)

Big Ben: 03:12 Root Candle (NQ)

100 IVAN
Big Ben: 03:12 Root Candle (CL)
Often times, price will remain in a low volatile environment (if

there is no news) until the last inner interval, 08:15. It will then target
the low resistance liquidity that has been built throughout the session.
This is very similar to "boring" NY sessions where there is an explosion
in volaitliy at the last hour of the session. This is a clear example of the
exact timing of this volatility injection on crude oil. This low resistance
liquidity can also be targeted beginning at 06:58 or 07:41.
Big Ben: 08:15 volatility injection (CL)

Big Ben: 08:15 volatility injection (CL)
Big Ben: Equal lows targeted at 06:58 (CL)
Big Ben: Relative equal highs targeted beginning at 07:41 (CL)

102 IVAN
Now, if the rest of the session has been volatile and has had pristine
price delivery, then the Big Ben time interval will be used for time
distortion until the New York Session open.
Big Ben: Time Distortion (CL)
It is highly suggested to avoid news events, as there can be slippage in

orders being filled, however the same concepts and times can be used
for news as well. Below are examples. Price refers to the root candles.
Big Ben: New Event (NQ)

Big Ben: New Event (YM) Dow Jones

Chapter Seventeen
WEEKLY SESSION
TIME MODEL
DISCREPANCIES
N ow that New York, Asia and London sessions have been de-
pned into scemipm tile intervaxs on the f-afis oy the mhart, the
sale monmect man be accxied to the weekxu cropxe gsin9 the mirmxe oy .F
5or this, the MI1N tile yrale lgst be gsed yor entries, with HRP DT
arraus as coints oy variabxes yor the u-afisF :he yoxxowin9 tile intervax
rgxesets are mreated yor stomks, mructo, yoref and ygtgresG
T1E1:AL :1IO :RO0PY H(M
Weekly Profile Time Intervals (AAPL)
STOCKS AND FUTURES MARKETS

Axthog9h yoref, mructo, ygtgres ocen their rescemtive larkets on
the weekends, it is remollended to orientate the weekxu session yrol
Iondau ocen to Iondau ocen the yoxxowin9 week for stocks or fu-
tures 3(.G)( I0NTAY to (.G)( the yoxxowin9 I0NTAYzF 1y there
is a hoxidau and the larket is mxosed, then the session lgst be depned
diVerentxuF 5or efalcxe, iy the larkets are mxosed on Iondau dge to a
hoxidau, then the weekxu session wixx be9in (.G)( :gesdau to (.G)( the
yoxxowin9 IondauF :he trader gsin9 the mirmxe oy . pb nglbers wixx
not cau attention to the the sale tiles a stomk has when molcared
to ygtgresF :here wixx be a dismrecanmu in tile, bemagse ygtgres wixx
have lore data 3mandxesz avaixabxeF 5or ygtgres, it is remollended to
gtixi6e re9gxar tradin9 hogrs when gsin9 weekxu session tile lodexsF
5or stomks, it is remollended to gse re9gxar tradin9 hogrs as wexxF
H(' 1CAN
Stocks and Futures Ruleset
FOREX AND CRYPTO MARKETS

qructo and yoref wixx have theu7re own start and pnishF Roxidaus
have no ilcamt, yor these larkets are sole oy the lost xiSgid in the
worxdF :he intervax wixx be9in on HUG(( NTAY and end HUG(( the
yoxxowin9 NTAYF :here wixx be no mhan9esF :hgs, the tiles, yor
yoref and mructo wixx relain the saleF
Forex and Crypto Ruleset

Chapter Eighteen
Macro Session
(Weekly): Iscariot
Model
The rstm odlef wds mhe keeyfi tettndb knff Ie mhe ctaMsndm ,dlefJ Mt
mhnt odlef nt nb sewesebae md u.lMtv cm nt mhe nbnmnMf wMye d.m odge dw mhe
keeyv cm sMb0et wsdo mhe ( rI )Ie0nbbnb0 dw mhe keey1 md mhe (v225p
rI dw mhe keeyfi tettndb nbmesgMfv The nbbes nbmesgMft Mse mhe set9eamnge
ansafe dw R rIt nbtnle mhete mkd d.mes rI b.oIestv The Cddm VMblfe nt
mhe nbbes nbmesgMf (v225p rIv cw mhese nt M hdfnlMi ds M onttnb0 msMlnb0
tettndbJ mheb mhe mnoe nbmesgMft knff Ie tfn0hmfi MfmeselJ Mt keff Mt mhe
sddm aMblfev It is important to understand this. cm nt .9 md mhe msMles
md Mfmes mhe nbmesgMft Mbl mhe sddm aMblfev
2(D cAN8
Iscariot Model: Root Candle

GcLcTNE Tc,H TOHYCx 2(R
Nt 9segnd.tfi oebmndbelJ mhese ad.fl Ie M onttnb0 msMlnb0 tettndb

Mbl nm nt .9 md mhe msMles md Mfmes mhe nbmesgMft dw mnoe db mhe -qM-ntv cb
mhe e-Mo9fe IefdkJ ThMbyt0ngnb0J mddy 9fMae Mbl mhese kMt M onttnb0
Th.stlMi tettndbv The keeyfi nbmesgMft Mse mheb Mfmesel Mbl t.Iteq
F.ebmfiJ mhe ctaMsndm odlef nbbes nbmesgMft Mbl sddm aMblfe nt Mfmeselv
Iscariot Model: Weekly Session Alteration (Missing Daily Session)

22( cAN8
Iscariot Model: Weekly Session Alteration (Missing Daily Session) In-

ner Intervals and Root Candle
Uds bdsoMf keeyfi tettndbtJ mhe wda.t knff Ie db mhe fnF.nlnmi

wdsoel knmhnb mhe ctaMsndm mnoe nbmesgMf Mbl 2 OYPC BG NssMitv cb
mhe e-Mo9fe IefdkJ NNBE aseMmel fdk setntmMbae I.itnle mhsd.0hd.m
nmt ctaMsndm ,dlef nbmesgMf Mbl .tel mhe 2OC Sc3c md 9.th MIdge mhe
eb0nbeesel fnF.nlnmi Mm mhe ebl dw mhe ctaMsndm mnoe nbmesgMfJ (v64v
Iscariot Model: Engineered buyside

GcLcTNE Tc,H TOHYCx 222
Iscariot Model: Weaker push to Root Candle after engineered buyside
Iscariot Model: Low resistance liquidity run
Nm mnoetJ nw mhese nt bd fMs0e 2OC BG MssMiJ 9snae knff s.b mhsd.0h

Mff nbbes nbmesgMft Mbl knff bdm segeste .bmnf mhe ebl dw mhe ctaMsndm mnoe
odlefv Ybae Idmh 9snae Mbl mnoe oeemJ mheb M msMles aMb ebmes M hn0h
9sdIMInfnmi Mbl fdk snty msMlev cb mhnt e-Mo9feJ 9snae 9.thel md mhe
2OC 3cSc mdkMslt mhe ebl dw mhe ctaMsndm mnoe odlef Mbl kebm nbmd
9seon.o dw mhe ctaMsndm sddm aMblfev
225 cAN8
Iscariot Model: No major 1H PD arrays until the end of the time

interval

interval
GcLcTNE Tc,H TOHYCx 226

interval
cw mhnt mnoe nbmesgMf mhsd.0hd.m mhe keey nt .tel wds mnoe lntmdsmndbJ
mheb nm oeMbt mhe setm dw mhe keeyfi mnoe odleft knff Ie e-9Mbtngev
Iscariot Model: Time Distortion

22 cAN8
Iscariot Model: Time Distortion

Chapter Nineteen
Macro Session
(Weekly): Ares
Model
T he next weekly session time based model is the the Ares Model.
It begins at the 0.1125 3b and ends at the 0.6v 3b on a normal
weekly session with no missing daily sessions. The inner intercals are
the same exaft firfle o9 p 3bs. The root fandle is the 0.1125 3b fandle.
It is also imuortant to 9of,s on the Isfariot root fandle: 9or this root
fandle: like the 0pN56 in the YS Ression: extends thro,gho,t the
rest o9 the weekly session. VeminderN The inner intervals are slightly
different for forex pairs and crypto, for the time (x-axis) axis works
differently than futures and stocks.
11v IDAY
Ares Model: Root Candle

GILITAE TIMH TOH7VS 11W
Xith fonsideration that time and urife is 9raftal: this model is a

uotential MMjM model U,st like Model 11 in the YS session. Any
1O7PV -G arrays will be o9 great imuortanfe 9or urife on the yBaxis
and entries will be based oF the 5MIY fhart. zelow is a urime examule
o9 time disfreuanfy between stofks and 9,t,res. (,t,res hace a 9ew
extra fandles a9ter the flose so it is imuortant to stifk with the times
mentioned on the models.
Ares Model: Time Discrepancy (NQ)
Altho,gh there is a disfreuanfy: this is also an examule o9 a market

maker sell model on the 5MIY fhart. A trader fan swing a uosition
,sing mifros or mini fontrafts 9or 9,t,res ,tili)ing these time based
models. Yow: i9 this time intercal is ,sed 9or time distortion: then a
trader is to exueft colatility to infrease again at the end o9 the time
model intercal: the 0.6v 3b 8Hnd o9 Ares .
11 IDAY
Ares Model: Time Distortion
(or 9orex and fryuto: the inner intercals are the same firfle o9 p 3bs.
The root candle for this model remains the same, 0.1125 fib.
Ares Model: EURUSD Forex Pair (Inner Intervals Discrepancy)

GILITAE TIMH TOH7VS 11p
Ares Model: EURUSD Forex Pair (Inner Intervals Discrepancy)
The termin,s 9or this time model will be the end o9 the Ares time
model intercal: or it will lead into one o9 the next inner intercals o9 the
next time model: Ash Xednesday Model.
Ares Model: Terminus into Ash Wednesday Time Model

Chapter Twenty
Macro Session
(Weekly): Ash
Wednesday Model
T he next weekly session time model is the Ash Wednesday Mod-

el. The regular weekly session intervals are from the 0.36 b5 to
the 0.26c2 b5. The inner intervals are and the root Dandle remains the
same as the other weekly session time models.
IGLGTAE TGMH TOHRY1 pcp
Ash Wednesday Model: (COIN)
Gn the exam,le a5ovez if examined Dloselyz it has the same DharaD-

teristiDs as Model pp0z in that it utili(es market maker models and it
resem5les the volatility inDrease after the ,revious model )Ares in this
DaseV is using time distortion.
Ash Wednesday: Ares used time distortion means Ash Wednesday Ex-
pansion
pcc GNAP
Ash Wednesday: Ares Model Time Distortion
CriDe will return to the root Dandle in most Dases if the right Don-
ditions are met. Gn the exam,le 5elowz Boin5ase went into disDount
5elow the weekly root Dandlez )GsDariot YootV and hit a pOY SGUG. Gt
then inverted the 2MGP UGSG and returned 5aDk to its res,eDtive root
Dandle for the time interval.
Ash Wednesday: Market maker buy model, Ash Wednesday Root Can-
dle
This time modelz along with other time models Dan used as an entry
to Dontinue the ,revious models terminus for time and ,riDe. Gn this
IGLGTAE TGMH TOHRY1 pc3
next exam,lez ,riDe was seeking a lower pOR4Y CI array 5y the end
of the Ash Wednesday time interval.
Ash Wednesday: Entry above root candle to target low resistance sellside
Ash Wednesday: GBPUSD Inner Intervals
Gf this modelz along with the other weekly session time models
are utili(ing time distortion to Dreate a Drossed marketz then the last
weekly session modelz GDarus Model will 5e ex,losive. A trader should
5e exDited and 5e antiDi,ating a large move if Ash Wednesday remains
in a Donsolidation.
pc GNAP
Ash Wednesday: Non-volatile week causes Icarus Model to occur

Chapter Twenty-One
Macro Session
(Weekly): Icarus
Model
T he last weekly session time based model, the Icarus Model is

the most explosive and volatile if the right conditions are met,
otherwise it'll either be time distortion or have a decent market maker
model entry. If the entire week has lacked volatility, then this model
will take precedent and cause volatility to return to a ticker symbol
or forex pair. It has a strong resemblance to Model 111 in the NY
session. The interval begins at the 0.5625 and ends at the open of the
next weekly session, either Sunday, Monday or Tuesday in some cases
depending no the ticker symbol and if there is a holiday.
126 IVAN
Icarus Model: Previous non-volatile weekly session
Icarus Model: Engineered Sellside Weekly Session
If the entire week has been in a consolidation within a range, then

it is more likely for expansion to occur in one of the Icarus time model
inner intervals. In the example below, Facebook (META) was in a
strong consolidation on top of a 1HOUR BISI throughout the Drst
week of October. It then brieGy went under discount of the respective
Icarus root candle, before expansion at the 0.5625 inner interval.
LI7ITAj TIME THEORY 12P
Icarus Model: 0.5625 Inner Interval Expansion
The same type of volatility was in3ected in the next example for
META. In this case a large amount of sellside was built throughout
the weekly session. qrice then shifted to sellside between the inner
intervals of 0.86 and 0.5625.
Icarus Model: 0.36 and 0.5625 Volatility Injection
The ideal set up for this model will have the same characteristics
as the NY session model, Model 111. Either there will engineered
liJuidity throughout the week or there will be a strong consolidation
beforehand.
12- IVAN
Icarus Model: Engineered sellside
9ust like the other time based models, if the previous time based
models had ma3or volatility and swing moves between higher time
frame qL arrays, then this model interval will be used for time dis
tortion.
Icarus Model: Time Distortion

LI7ITAj TIME THEORY 12
Icarus Model: Time Distortion
FOREX Pairs:
Icarus Model: Forex and Crypto Inner Intervals (EURUSD)
Above, we can see where time distortion occurred within the inner
intervals. It is of no coincidence. Time is fractal, along with price on
the x and y axes of a chart. 9ust as time has been expanded into the
weekly session, it could be expanded into the yearly session of a stock,
crypto or forex pair.
Chapter Twenty-Two
Macro Session
(Yearly): Hoodwink
Model
T ime and price is fractal. It is a common expression by many

traders. Some acknowledge it and use that expression, but to
observe it being done and understanding how it works creates an un-
fathomable feeling within the mind of a trader. Just as the NY session,
London Session, Asia Session and weekly session have their respective
"Judas" models or fake outs, so does the yearly session. Think about
why most traders avoid the early part of sessions, whether the daily
or weekly. Some say to avoid the Mrst two hours of the NY session
and some note to avoid Dondays. This early price action aspect of
the sessions are the fake out moves that catch many traders oG guard.
Dany have learned to stay away, but if one were to know what to look
for and what time to observe, then it would make trading that fake out
move a lot easier. Just as Judas, Turncoat, Eamasu and Iscariot Dodels
have been deMned with their respective sessions and time intervals, so
EIHITAL TIDO TRO13Y WzW
can the yearly session. 9ith the utiliBation of the circle of $, the same
models can be expanded to the yearly session. Velow is an example on
2N0EA for the year of PFPP.
Yearly Session Models: NVDA 2022 Example
Vecause these time models are within the yearly sessions, the moves
will become substantially larger. This implies that the daily chart must
be used for entries and the monthly chart must be used for 7E arrays.
The only discrepancy will be during leap years and forex pairs or
crypto (slight alteration of dates depending on the year). Euring
these years, there will be a one day discrepancy. Thus, the yearly inter-
vals are from the yearly open to 6eb Wzth, to Day WPth, to July P8th to
the yearly close for most ticker symbols. The yearly root candle will be
the Fj JAN candle. Vecause forex pairs and crypto have more trading
days available, the time intervals and root candles will slightly alter. It
is important to utilize the circle of 9 bvs pre0iously mentioned
to alter the inter0als for crypto or forex pairs (.1225,3 .16 3
.1, 5,)1
WzP I0AN
Yearly Session Intervals ($SQ)
The Mrst yearly model, the Roodwink Dodel, begins at the begin-
ning of the year and ends on 6eb Wzth. The inner intervals are JAN
Fjth, JAN Wqth, and JAN Pjth. The root candle of focus is the JAN
Fjth yearly root candle.
Hoodwink Model: Inner Intervals and Root Candle
This time model, Qust like Judas, can see a sharp reversal at the
opening interval from previous price action and run until the end of
the time mode interval. It can also engineer li5uidity that will get taken
out in the next time model. In the example above and below with the
EIHITAL TIDO TRO13Y Wzz
stock 2S%, price created sellside until it reached a monthly 7E array.

The entire time it was in premium of the root candle, JAN Fjth.
Hoodwink Model: Engineered Sellside and Monthly PD Array
It is advised for these yearly sessions to utiliBe the zEAY chart as

well for entries due to the lack of li5uidity with the daily chart. There
are often a lot of volume imbalances or li5uidity voids. The method
of "daily" bias can also be utiliBed. Notice in this example, before
continuing down towards sellside, price had a zEAY body candle
close below the the 4FU area of the previous zEAY candle. This type
of body observance can be used to distinguish where the next candle
will go.
Wz I0AN
Hoodwink Model: 3DAY body candle close below the the 50% area of the
previous 3DAY candle
This type of techni5ue can be more useful for stocks or OT6s

that lack enough li5uidity to create consistent body candles. 6orex or
crypto does not hold that issue in most cases. Velow is an example of
the Roodwink time model for 2O 3 SE in the year of PFPP. Notice
price did not create low resistance li5uidity and instead uctuated
until the end of the time model interval, creating the infamous Judas
swing. Vecause this is a forex pair, the time intervals slightly altered,
however the root candle remains the same.
Hoodwink Model: Feb 11th volatility increase (EURUSD)

EIHITAL TIDO TRO13Y Wz4
Subse5uently, after the yearly Roodwink time interval was over,

price resumed volatility until the end of the next interval. The time
intervals can be changed for forex and crypto, so it is vital that the
trader must alter those dates according to the time Mbs using the circle
of $. Velow is an example of the forex pair A E SE. The end of the
Roodwink time interval was altered to 6OV WFth. The inner intervals
were slightly altered as well. The 3oot candle then becomes the end of
the Mrst inner interval, JAN F4th.
Hoodwink Model: AUDUSD sellside (Time Interval Altercation)
This time model has a similar style to Judas in the NY session. If

this time interval is stuck in a consolidation or time distortion, then an
expectation can be that volatility will increase after the time interval is
over. If the model is taking eGect, then the terminus will be towards
the end of the next time model interval, Dodel zz.
Chapter Twenty-Three
Macro Session
(Yearly): Model 33
T he yearly session time model interval following the Hoodwink

Model, is Model 33. The normal interval for a stock or ETF
will be from FEB 13th to MAY 12th. This is the case if it is not a leap
year and it is not a forex or crypto pair. The inner intervals will be FEB
23rd, MAR 16th and APR 04th. The root candle will be the FEB 23rd
candle. Below is a portrayal on the stock $XOM.
Model 33: Time Interval, Inner Intervals and Root Candle

This time based model has the same concepts as Model 11, Osaka,
Bishop and Ares time models. Time and price are fractal. In the above
example, there is a clear depiction of where price uSctSates aroSnd
certain time intervals. In combination with these time intervals and
monthly PD arrays, a trader can enter a low risk and high reward set
Sp. This is the exact same as entering on a Model 11 long. $XOM
tapped into a monthly BI-I and began to expand towards bSyside at
the inner interval of MAR 16th. After reaching the inner interval of
APR 04th, price stalled.
Model 33: Monthly PD Array and Inner Interval Reversal
In the next example, price created low resistance bSyside throSghC

oSt the Model 33 time interval. After the last inner interval, APR
04th, price tapped into a monthly BI-I and pSshed towards bSyside
there after. The entire time, it was in discoSnt of the Root Vandle.
13z INA8
Model 33: Engineered Buyside (UBER)
For forex pairs and crypto, as mentioned, the time intervals will
diJer slightly. Below is an example of Model 33 being StiliUed by the
forex pair $9PYEqR. After the inner interval of APR 04th and after
repricing to the monthly -IBI above, price uSshed towards sellside.
The time intervals were altered Ssing the circle of b nSmbers. The
yearly interval was from the rst date of the forex pair Sntil the next
year begins.
Model 33: Forex Time Interval and Root Candle discrepancy
If this time interval is Ssed for time distortion and or to engineer

li Sidity, then an expansion can be expected at the beginning or within
the the next yearly session time model, Time Distortion Model. The
potential terminSs for this model at best case scenarios can be the end
of the next larger time interval, the Time Distortion Model, 9qL 27th.
Below is a perfect representation of all of this with the stock, $8FLX.
Model 33: JULY 27th Terminus ($NFLX)

Chapter Twenty-Four
Macro Session
(Yearly): Time
Distortion Model
A lthough this yearly session time model is named after the

crossed market behavior stocks or futures may encounter, it
does not necessarily mean that will always be the case. This model has
a strong similarity to the Knight or Kyoto time models. If there was
a large volatile session before it, then this model will either be time
distortion a continuation of the previous model. The interval ranges
from MAY 12th to JUL 27th. The inner intervals are MAY 22nd, JUN
08th and JUN 26th. The root candle is MAY 22nd.
Time Distortion Model: Inner Intervals and Root Candle ($AMD)
The above example is a perfect example of a scenario where price

was still utilizing Model 33 until it reached the Time Distortion Model
and hit a monthly PD array. At that point in time, price stalled.
Time Distortion Model: Model 33 terminus example
The next example is the same concept with the stock $AMZN ,
however it is after price reached sellside and a monthly BISI. Price
was in limbo until the time interval was over. On most occasions, just
like Kyoto and Knight, price uses time within these models to gather
liquidity before resuming its volatility after the interval is over.
142 IVAN
Time Distortion Model: Model 33 terminus example
This model, along with the Kyoto and Knight Model, can also be
used as entry to the trend if Model 33 is still in occurrence. If the entire
yearly session has been generating buyside or sellside and or this time
interval (Time Distortion) has been in a strong consolidation, then
the last yearly session time model will be explosive in nature. It is what
makes stocks, futures and cryptos leave many people in disbelief. It is
the IMP 9 Model.
Chapter Twenty-Five
Macro Session
(Yearly): IMP 9
Model
T his last time model is the apex of all time and price. Above it is
quadrennial sessions, and that is up to the reader to decipher.
The tools have been described. High frequency trading became in
rapid use after 1983. Patterns are derived and utilized. Ghost patterns.
The last time model represents the fractal nature of all the time models
based of the x and y axes of a chart. Like the Model 111, Nagasaki, Big
Ben and Icarus time models, this last model, IMP 9, is explosive in
nature if the right conditions are met. Think about when most stock
market crashes occur.. October. What are the conditions? Low resis-
tance liquidity and time distortion in the last model or throughout
the yearly session. Depending on the stock, forex pair or crypto the
intervals may di0er, but the intervals will be between the 5.62V6 and
1 4bs of the yearly session. The inner time 4bs will be the same 4bs
mentioned using the circle of 9.
1:: I"AN
IMP 9 Model: $SPX Example
Next will be a portrayal of ErandomE stock market crashesR
IMP 9: 2018 Crash

DIGITAL TIMY THYO7 1:6
IMP 9: 2015
IMP 9: 2011
1:2 I"AN
IMP 9: 2008 Financial Crash ($SPX)
IMP 9: 2000 Bubble

DIGITAL TIMY THYO7 1:
IMP 9: End of the Dotcom Bubble (Time Distortion)
All of these crashes could have been predicted to a certain extent

and it is rather interesting to observe past data to that degree. As men-
tioned, since the inception of high frequency trading, price moves and
uctuates around on and o0 signals through certain time intervals.
Because this model has a strong similarity to Model 111, Nagasaki
and Big Ben, it can be the most pro4table out of the yearly session
models and the easiest to trade. When in comparison to the micro
chart models, this yearly session model can have less stress involved if
a trader is swinging a position. The ruleset remains the same for this
time model as it does for Big Ben, Nagasaki, Model 111 and the Icarus
time models. This is the end of the yearly session time models.
Chapter Twenty-Six
Time Based Entries

and OHLC Fractal
Nature
T his fractal nature of time and price can be expanded, not only
to the weekly session pro.le, but the yearly session pro.le as
wellD Nue to the fractal nature, YS Mession zodels can be utiliWed for
micro entries to enter weekly session time modelsD -eekly session time
models can be used for entries to enter yearly session time modelsD The
fractal nature of time and price is what causes the repetition on difI
ferent timeframesD On order to understand this further, the concept of
HLCA or HCLA must be understoodD v gery simple, but powerful
conceptD -hat is this concept and how it can be utiliWed with Ni?ital
Time Theory3
The HLCA concept utiliWes the power of 1 concept mentioned

in the zodel GG chapterD Of you are utiliWin? the Yew Sork, vsia, or
Condon sessions then it is adgised to use the daily candles to obserge
NOEOTvC TOzR TLRH4S G95
this conceptD HLCA is an abbregiation for Hpen Li?h Cow AloseD

-hat does this imply3 Ot is the basic formation of a candleD Ot is how
any candle on any timeframe formsD Ot is the power of 1 conceptD vcI
cumulation, manipulation and distributionD Onstitutions are enterin?
their positions on the wicks of the candlesD
OHLC and OLHC
On order to understand how to use this simple concept, a trader

must obserge two or three candles on a hi?her time frameD Of a trader is
day tradin?, then they can obserge GUzOY candles or GLHB4 canI
dlesD qefore we dige deeper, we must .rst understand how to degelop
a bias usin? this conceptD Of price is bullish, a trader can anticipate a
moge to either an external buyside li(uidity legel or an internal price
ineFciency V)0EPD Bsin? this concept, a trader can ?et a better entry
on the trend, instead of enterin? at a random legelD Of price is bullish,
then it would be more optimal to enter below the hi?h or close of the
pregious candleD qelow is a 1 step process of how powerful usin? this
simple concept can beD
GU2 O0vY
OHLC: 15MIN CHART and 1MIN CHART (1)
$rice becomes bullish on the GUzOY chartD -hy3 The previous

candle has closed above the previous close of the last candle and
even more so, 50% of the body of the previous candle on the
15MIN chart. Yext a trader, would like to tar?et buyside li(uidity
and it would be optimal to enter below the close of the GUzOY bullish
candleD
OHLC: 15MIN and 1MIN CHART (2)
The wick of the next GUzOY candle did the dama?eD Lere, price
wicked below the close of the pregious candle before continuin? toI
wards buysideD This is the entry opportunityD
NOEOTvC TOzR TLRH4S GUG
OHLC: 15MIN and 1MIN CHART (3)
$rice then reaches its draw of li(uidity, qMCD Yotice the timin? of
this mogeD The Condon Mession qishop modelD v continuation moge
of the Turncoat modelD The root candle ?age you the opportunity to
lon? the HLCA concept at the exact time the manipulation Vthe wickP
occurredD A time based entry.
OHLC and Bishop Model Time Based Entry

GU6 O0vY
This concept is fractal and can be applied to all time framesD Of

a trader is obsergin? a weekly session time model, then they must
obserge weekly candle formationsD qelow is an example of the weekly
session intergals on "vv$CD
Weekly Session Time Models for $AAPL
-hat was the pregious weekly candle3 Low can we use the HLCA
for the present week in order to time the manipulation moges3 These
are the (uestions you must ask yourself when tradin? these time modI
elsD On the weekly candles below, price is bearish and a trader should
look for an opportunity to short aboge the open or hi?h of the pregiI
ous weekly candleD
NOEOTvC TOzR TLRH4S GU1
OHLC of the previous weekly candle ($AAPL)
Onclude the aspect of time and a trader can achiege an amaWin? entry
to attack both buyside and sellsideD 1 market maker models in one
sin?le weekD 1 5D
ARES, ICARUS Time Models with OHLC of the week
To put it simply, HLCA can used for a bias of where the draw on
li(uidity will be and time models portray the timin? of when price
will regerse, consolidate, or expandD Bsin? two or three candles and
an external or internal $N vrray, a trader can form a gery easy bias
on where the next draw on li(uidity will beD On the example below,
price was bearish until it regersed at a key sellside legelD The next candle
GU9 O0vY
en?ulfed the pregious bearish candleD The third candle can be used for
an entryD
3 Candle OHLC Bias Formation
On order to achiege better entries, usin? root candles and time, the
concept of turtle soups must be utiliWedD
Chapter Twenty-Seven
Turtle Soup
T he turtle soup concept was coined in 1995 in a book titled

Street Smarts | High Probability Short Term Trading Strategies.
M. Gordon Publishing Group, Inc. by Laurence A. Connors, Linda
B. Raschke. It is a trading strategy based on false breakouts. It uses a
diverent strategy than the strategy presented in this chapter, howemer
the preWise reWains the saWe. (hile Wost traders who trade based ov
trendlines, support and resistance or indicators will trade breakouts,
traders who use tiWe and price D)igital TiWe Theory and priceU will
trade the opposite way of those traders. Turtle soup remersals hame
a strong siWilarity to the spring and -TA) phases of the Richard
). (ycov theory for accuWulation and distribution ranges. It is not
iWportant to understand that theory, but what is iWportant to unV
derstand is the fundaWental aspect of these remersals.
15G INA6
TURTLE SOUP
WYCOFF
)IMITAL TIEH TOHYR7 15q
MMXM (ICT)
ICT has coined the terW market maker models and Laurence A.
Connors coined the terW Turtle Soup. (ycov created the terWs spring
and UTAD test phases, but they all remolme around the saWe idea and
fundaWental aspect. Larger institutions are entering after the ask and
bid has concluded. TiWe distortion has ended. Larger Warket players
want to enter the Warkets, whether they are shorting or longing the
Warkets. In order to assure that their li8uidity gets ?lled, they take out
a large aWount of sWaller traders through a li8uidity sweep or purge.
They are purging the li8uidity beneath or abome an old low or high.
Taking out buy stops and sell stops. After this action is coWpleted, all
premious low resistance li8uidity will be targeted. H8ual highs or e8ual
lows are often easy targets for institutional players. If there is a higher
tiWe fraWe ine:ciency of li8uidity, then can also be an easy target
for institutions. This makes the case and point that the upmost
important PD Arrays are the most simple ones; buyside and
sellside liquidity. Range based liquidity.
15S INA6
BSL and SSL Liquidity
(hat are soWe Wethods to then achieme an entry on a possible

short opportunity& Three rules of criteria Wust be Wet in order for
it to becoWe a high probability remersalP 0ET, price and tiWe. An
0ET is a sWart Woney tool. It is a discrepancy in price between two
instruWents. If the 6asda8 purges a low, but the 0x$ 5QQ does not,
then it is an 0ET, a discrepancy in price between both instruWents.
The original low that got purged Wust be Weasured with the saWe low
on the other trading instruWent. Hssentially, it Wust be the saWe e2act
tiWe. The low in the e2aWple below was forWed at 1QPQQAE on EAR
11th for both 36F and 3H0. (hen the low was swept through on
36F, 3H0 did not repeat the saWe action.
$NQ and $ES bullish SMT example

)IMITAL TIEH TOHYR7 159
6otice the 0ET that occurred in between that 0ET. There was a
sWart Woney remersal that occurred on the buyside lemel as well, which
then targeted sellside.
$NQ and $ES bearish SMT example
It is mery iWportant to understand that a trader cannot siWply long

or short an 0ET without conte2t to the direction of price and tiWing
of it. (ithout the conte2t of tiWe and price, the 0ET does not Wean
Wuch if it not the right tiWe. The following list depicts 0ET ticker
syWbol pairings and 0ET patterns.
1GQ INA6
SMT and market pairings
(hen tiWe is included, these 0ET remersals becoWe emen higher

probability. The premious bullish 0ET e2aWple can be e2aWined to
understand how tiWe creates the perfect entry. After, price will be
discussed. 6otice the tiWe the low was purged on 36F on the hourly
chart. 1KPQQ$E.
12:00PM SMT (Model 1001 is approaching)
The 67 0ession tiWe Wodel closest to this tiWe is Eodel 1QQ1. The
hourly chart notes the tiWe as 1KPQQ, but if a trader closes in intraday
to the 1EI6 chart, the actual low was forWed at 1KP59. 6otice how
Eodel 1QQ1, then becoWes high probability along with this larger
)IMITAL TIEH TOHYR7 1G1
0ET. There is now also a 1EI6 chart 0ET on the low. Below is a
chart with Eodel 1QQ1 attached.
NY Session Time Model 1001 and SMT Reversal
This e2aWple portrays two key points, the fractal nature of tiWe
and price and how a trader can catch the low or high of the day using
0ET and tiWe Wodels. 6otice the tiWing price remersed back towards
buyside, the inner intermal of Eodel 1QQ1, 1%PQQ. 6e2t is price. Oow
can price be included in all of this to increase accuracy further& The
premious concept of YOLC can be included into this analysis. Before
the e2aWple is shown, it is mery iWportant to not omerwhelW yourself
on the analysis. A turtle soup re8uires three Wain ingredients. 0ET,
tiWe and price. That is it. TiWe Wodels are abundant DsoWe will be
Wore probable than others depending on the day of the weekU. $rice is
siWply lows and highs or 'NMs and YOLC, although we will go Wore
in depth to the anatoWy of a turtle soup. 4eep the idea siWple and it
will becoWe second nature.
In the saWe e2aWple, the YOLC anatoWy of candles can be obV

sermed in order to get an entry to the draw on li8uidity, buyside li8V
uidity.
1GK INA6
15MIN chart
6otice the anatoWy of the 15EI6 candles and how price engulfs
the premious bearish candle, causing a change in WoWentuW. The
1%PQQ 15EI6 candle after the low was Wade had a body close abome
5Qz of the premious candleJs body. That is the key.
50% body close above the previous body
Yn the third candle, where would a trader want to enter& Below the
close of the premious candle as e2plained in the premious chapter.
)IMITAL TIEH TOHYR7 1G%
Entry is below the close of the previous candle
As Wentioned in the premious chapter, with this analysis, we can

then enter with Eodel 1QQ1. 0ince tiWe and price is fractal, a trader
can wait to enter below the close of the premious 15EI6 candle and
anticipate another 0ET.
Model 1001 SMT ($NQ and $ES)
This is a siWpli?ed take on turtle soup. Eore coWple2 details will

be the anatoWy that forWs after a high and or low hame been swept
through. Ynce institutions place their orders, an orderblock will forW.
That is the fundaWental purpose of a turtle soup, -TA) or 0pring.
The low or high candle, price forWs an orderblock, then it gimes an
opportunity to enter based ov YOLC entries or a 'NM or an YTH
1Gj INA6
type of entry DWentioned in prere8uisitesU. In that order. If the low or

high, had the inmolmeWent of tiWe and 0ET, then it is a protected low
or high. Hspecially when it is a higher tiWe fraWe high or low. Hntry can
then be the YTH or the low if using tiWe Wodels D1%PQQ remersalU. The
risk to reward will then generate a better entry than any other norWal
trader who siWply trades price.
Risk to reward targeting buyside
(hen an instruWent targets an ine:ciency on a higher tiWe fraWe

such as the 1OY-R, jOY-R, )AIL7, or (HH4L7, then that point
of interest can also be used for a turtle soup. Below is an e2aWple of
this phenoWenon. 36F repriced to a buyside ine:ciency on the jOR
chart and 3H0 took out the premious high in the saWe tiWe intermal. An
0ET was forWed and the saWe concept of YOLC or tiWe Wodels can
be used for an entry. Ynce again, tiWe and price is fractal and an 0ET
forWed on the 15EI6 tiWefraWe as well.
FVG Turtle Soup Entry 4HOUR
15MIN SMT
6e2t, the respectime tiWe Wodel for the London 0ession, Big Ben,
can be utili"ed for an unreal entry to Wost traders. Along with the use
of the YOLC entry concept, this entry can becoWe high probability
and a trader can easily target sellside. 6ews will only accelerate this
process.
1GG INA6
BIG BEN Time Model Turtle Soup Entry
6otice the fractal nature of tiWe. Xust like the weekly sessions e2peV
rience tiWe distortion before a molatility in ection, so do the inner inV
termals of tiWe Wodels for the Wicro sessions. Take Big Ben for e2aWple
Dthe e2aWple abomeU. $rice e2perienced its respectime Xudas , Eodel
11 or ARH0 , Ash (ednesday or Eodel 11Q , and Icarus or Eodel
111U. Eodel 11Q was used for tiWe distortion. A trader should e2pect
molatility after. YOLC can be used as well for reassurance and the
anatoWy of price.
Turtle Soup and London Time Model Anatomy

)IMITAL TIEH TOHYR7 1Gq
OHLC Anatomy
Turtle soups occur at e2ternal highs and lows, 'NMs and internal
'NMs in Wost occasions. All that is needed for a wyco:an , turtle
soup , or EE E entry is tiWe Wodels, 0ET, and price. 4eep it
siWple.
A few turtle soup Wodel trade entries can be de?ned by li8uidity

purges at e2ternal highs or lows or higher tiWe fraWe fair malue gaps.
The power of three, accuWulation, Wanipulation and distribution is
then used on these iWportant $) array lemels. (here do institutions
position theWselmes& In the Wanipulation phase. Richard ). (ycov
Wentions this in his theory Wany tiWes and the fundaWental reason
reWains the saWe. The easiest Wodels to spot for turtle soup are old
highs or lows and higher tiWe fraWe fair malue gaps. The cleanest charts
will thus, only hame these lemels.
The ?rst Wodel will be an old high or low that has been purged.
(hat follows is an orderblock, retraceWent and continuation of the
remersal. Below is an e2aWple of this institutional process on the hourly
chart.
1GS INA6
Old High (Buy stops)
Liquidity purge to retail stops
Next hourly candle closes beneath 50% of the body of the previous candle
(price has shifted)
Short above close or 50% of the body of the bearish candle
Short Opportunity
After
1qQ INA6
(hat occurred in this process& Retail stops were purged in order for
institutions to ful?ll their orders. There was then a discrepancy in price
between the 6asda8 and the 0x$ 5QQ. $rice then closed beneath the
premious hourly candle after the high was purged. A trader then should
seek a short position abome the bearish hourly candle close or 5Qz area.
$rice then displaces lower towards sellside. Include the aspect of tiWe
as premiously Wentioned and the accuracy will grow tenfold. This is
the siWple e2ternal high or low remersal Wodel and that is the anatoWy
of price.
Reversal Model
$rice should then not bypass the retraceWent entry after it has
forWed. A stop can then be ad usted to that location after displaceV
Went has occurred. The ne2t remersal Wodel occurs within higher tiWe
fraWe ine:cencies depending on the chart a trader is utili"ing. The
anatoWy and ingredients are the saWe, howemer the institutional lemel
now becoWes an ine:ciency in the Warket instead of an e2ternal high
or low.
)IMITAL TIEH TOHYR7 1q1
4H SIBI (Fair Value Gap)
15MIN Chart Price Anatomy Observance (4H SIBI gets Purged)
Institutional Orderblock gets created and candle OHLC anatomy is

used for a late entry
1qK INA6
Sell off
SMT was a key aspect once again (5MIN Chart)

)IMITAL TIEH TOHYR7 1q%
NY SESSION Time Model 11 was used for the best entry above the root
candle and timing
HTF FVG Model
Keep market reversals simple. The less is better. Use time for
entries.
Chapter Twenty-Eight
Time Model
Confuences
E very NY session has an increase in probability for several time

models to create large displacement after a consolidation phase.
This consolidation phase can be time distortion which generates low
resistance liquidity or purges an old low or high. Every weekly session
time model has an increase in probability as well depending on the
week of the month. These are time conIuences. ,t is the eSect of the
fractal nature of the doubling theory idea. ,f a weekly session inner
interval occurs at a speciBc moment in time for an instrument a trader
is usingM then that same moment in time will create a possible reversal
as discussed. The fractal nature of both time and price then dictates
that a NY Aession time model will then have an opportunity to enter
that reversal.
RelowM the weekly session for 182 5$th to 182 QDth is drawn on
an GNL chart. ,t becomes obvious where the reversals take place and
occur when the inner intervals are involved.
H,O,T87 T,1E T"Ez2Y 5xD
Weekly Session Inner Interval Time Models
,f a trader were to then W-oomW in to a lower time frame to Bnd an

accurate entry into one of the reversals that occur at the end of the time
models or the inner intervalsM then they can begin to see how speciBc
NY session time models become higher probability throughout the
week. Take ,scariot in the eVample above.
Iscariot
6ithin this speciBc time modelM it becomes apparent where the re(
versals take place once time is included. Now notice the timings. 6hat
5x0 ,)8N
NY session time models then become higher probability. The inner

interval times for this speciBc ticker symbol 9GNL: are 43?DDM 54?DDM
55?'4. The end of ,scariot is 5U?Q4. 6hat times then become higher
probability fora reversalJ 7etFs -oom in to the one minute chart.
Judas, Model 11, Model 110
,s it not oddM the weekly session inner intervals align almost perfect(
ly with the NY session time modelsJ This is not by coincidence but
by design. Notice the perfect entry opportunities on all of them. Pse
turtle soup entries and it almost seems impossible to lose. The same
concept and fractal nature can be applied to the other weekly session
time models as well as the yearly session time models. Relow are the
higher probability NY session time models depending on the day of
the week.
Monday: Xudas 943?DD:M 1odel 55 954?DD:M 1odel 554 955?Ux:M

1odel 5445 95U?Q4:
Tuesday: 1odel 554 955?54:M 1odel 555 95'?'x: and 95D?5':
Wednesday: 1odel 55 954?U':M 1odel 554 955?'3:M 1odel 555
95'?'x:
Thursday: Xudas 943?DD:M 1odel 5445 95U?U4:
H,O,T87 T,1E T"Ez2Y 5xx
Friday: 1odel 55 954?U':M 1odel 5445 95U?Q4:
Zor weekly session time modelsM a yearly session inner interval must
be used and the result is that day will have an eVtremely high prob(
ability of a large eVpansion move. That speciBc day will then have
an increased eVpansion move for the weekly session time model that
occurs on that given day. Relow is an eVample on Aj for the year
Q4QU.
Hoodwink (SPX 2023)
oom in to the Brst inner interval and the result is an ,carus time
model eVpansion. Relow is the week that began the year before inner
interval liquidity in ection occurred. The end of the time distortion
occurrence. Notice the volatility in ection for ,carus. ,t Iew towards
the sun. 9zbserve the inner intervals of ,carus as well and how fractal
time is:.
5x$ ,)8N
ICARUS (Increased probability due to yearly session inner interval for

Hoodwink)
It is all fractal. Time and price. All that was needed, were the
right numbers. Now it is yours to use.
Chapter Twenty-Nine
Psychology
W hen a trader begins their journey, they often do not dwell

on the reason as to why they are pursuing one of the most
dickult tas.s .nown to manT qrading revuires eMery aspekt of your life
whether it is your attention, time, money, emotions and eMery ounke
of willT Iany vuit before they bekome proEtable and the reasoning is
the lak. of diskipline and tenakityT Without diskipline, a person may
neMer study or ta.e the journey seriouslyT Df you haMe made it this
far, then you most li.ely haMe the perseMeranke nekessary to pursue
this kareerT ?Men if the proEtability arriMes, there will be droughts of
proEtabilityT Oays or wee.s where there is no inkome from trading and
it is up to the indiMidual to dig themselMes out of the holeT
Why do you want to bekome a traderx Ds it for Enankial freedomx Dn

order to generate more time for other aspekts of lifex -r is it to alleMiate
your debtx Oepending on the indiMidual, the reason may be diVerent,
but the journey will most li.ely be the sameT Dt will be Elled with trial
and errorT ?Men if a trader eAperienkes a great trading day or month,
they will begin to thin. that they are ready to trade fullNtime when
"JY D180
that should not be the kaseT 8 trak. rekord and edge must be deMeloped
ErstT
qhe journey must be ta.en seriously and the indiMidual must study
Mikiously and kreate rules based oV their portfolio to manage ris.T
What is revuired thereafter is the ability to haMe diskiplineT Dt is one
of the most rewarding s.ills to haMe as a traderT Without diskipline a
trader kan easily spiral their aktions out of kontrol and destroy all of
their past hard wor. in an instantT Df the rules are not ta.en seriously,
how is a trader eMer going to be sukkessfulT
qhe dangers of the mar.et must be understoodT qhe PtuitionP that

must be paid to the mar.etT qhere is nothing stopping a trader from
praktiking on a paper trade akkount and polishing their s.ills Erst
before prokeeding to a real akkountT Iany feel pressure that they must
be proEtable Mery vuik.ly, but what is more important is Ending your
edge Erst and praktiking itT Sournaling and studying the praktike is
eAtremely Maluable as wellT qhere is also the danger of gamblingT qhere
is a diVerenke between trading and gamblingT qrading is based oV
probabilities of an edge that has been bak. tested through dataT When
proper ris. management is inMolMed as well, a trader kan Enally manage
eApektations in order to treat trading li.e a businessT -therwise an
akkount will be blown if there is no probability inMolMedT
When you do not haMe rules or do not ta.e brea.s, you end up
haMing hurtful feelings in your own mind or your own heart and
start thin.ing negatiMely about yourself or your pastT Gour mind will
present to you many negatiMe thoughtsT Gou are not any of those
thoughts, bekause you haMe made it this farT LerseMerankeT 8ll you need
now is klarityT Hlap yourself on your wrist and learn to wal. away when
ODRDq8z qDI? qQ?-2G "J"
the situation as.s for it by stik.ing to your rules through diskiplineT

qhe stress will be minimi$ed tenfoldT -nke the stress is minimi$ed and
eradikated to a kertain eAtent, a trader kan then fokus on waiting for
the set ups they rekogni$eT qhe easiest set ups they .now and loMe, but
the only kaMeat is they must haMe the revuired patienke to do soT
-nke that leMel of patienke is akvuired, the trader in kombination

with diskipline or rules bekomes unstoppableT 8t that point in time
it bekomes a skenario of probability and not emotionT Df a trader is
worried about putting food on their table or their neAt bill to pay then
it will bekome mukh more dickult to bekome a proEtable traderT Dt
is still Mery mukh possible, but the sheer will power revuired will be
immense to surpass all the hurdlesT qo mitigate that, it is suggested a
trader uses an edge, whether it is time and prike or something else, and
praktikes that edge until they haMe mastered itT Dt will bekome sekond
nature onke it is masteredT qhereafter, the probability that they will
bekome proEtable will inkrease the more time is inMolMed as a MariableT
qhe eAperienke traders go through is the same as the prike and time
aAes of a khartT qhis time, the Mariables are proEtability and timeT -Mer
time, the evuity growth will inkrease if ris. is managed akkordinglyT
8 trader kannot be distrakted by outside in3uenkesT Df they are

dealing with family issues or job issues and emotions, then that must
be dealt with Erst before a trade is eMen konsideredT qhere must be
nothing on the mind for a trader, eAkept the trade that has been iniN
tiatedT Dt revuires the full attention of the trader to a kertain eAtentT
qhey must manage it as it unfolds and kannot aVord to be distraktedT
qhat also means many or multiple trades kannot be initiated, bekause
it would kause undiMided attention between all of those tradesT (uality
oMer vuantity is bestT qhis idea kan be applied to the number of trades
"J) D180
as wellT qhere is a diVerenke between ta.ing oMer "YY trades a wee. to

simply gain "YYY Mersus trades that generate the same proEt in the
same time spanT
qhe formula nekessary to kreate a Maluable and proEtable trader is

simply a trading edge time and prike , diskipline ris. management
and rules , patienke and positiMityT Df a trader is konsistently telling
themselMes they kan akhieMe the goal of bekoming a Mery proEtable
trader, then they will most li.ely akkomplish that goalT qhin. of two
skenariosT -ne indiMidual is konsistently losing and telling themselMes
they are the worst trader in the world and they will neMer ma.e it out,
thus kausing them to spiral out of kontrol and oMer leMerageT 8nother
indiMidual konsistently tells themselMes they will win one day eMen if
they must lose now and that they will bekome one of the Mery best
traders to eAists, kausing them to maintain their rule sets and edge
whikh in turn, oMer time, will kause them to bekome proEtableT
Who do you want to bekomex

Chapter Thirty
Risk Management
T raders run the risk of loss on every trade, and even the most
successful traders almost always lose money. Your long-term
success as a trader is determined by your winning percentage and the
size of your proNts and losses. 'o matter how much you win, if you
donAt manage your risks, your account can go bankrupt. q proper risk
management strategy is reIuired to protect traders from catastrophic
losses. This means you need to determine your risk tolerance, under-
stand the risk-reward ratio of each trade, and take steps to protect
yourself from long-term risk.
There is no way to avoid risk in trading. qt least in theory, every

trade has the potential for loss. xn fact, successful traders lose more
trades than they make proNts, but the size of the proNts they make
on winning trades far e/ceeds the losses they make on losing trades.
xf you do, you can survive in the long run. qnother trader may make
a proNt on most trades but lose money over time by taking small
proNts on winners or leaving losing trades too long. The Nrst key to
managing risk in trading is determining the winVloss ratio and average
size of proNts and losses for your trading strategy. xf you know these
84R x1q'
numbers and they lead to long-term proNts, then you are well on your
way to trading success. 'ot knowing these numbers puts your trading
account at risk.
(isk management is primarily about minimizing potential losses

without sacriNcing upside potential. This is often conNrmed by the
risk-reward ratio, a type of cost-beneNt analysis that compares the
e/pected return on an investment with the amount of risk reIuired to
achieve that return. The risk-reward ratio )also known as the risk-re-
ward ratioM refers to the e/pected return an investor will receive for
every dollar they risk on an investment or trade. Cany investors use
the risk-reward ratio to compare the e/pected return on an investment
or trade to the risk they must assume to achieve that return. q lower
risk-to-reward ratio is often preferable because it indicates lower risk
for eIual potential reward. :onsider the following e/ample. qn in-
vestment with a risk-to-reward ratio of 873 suggests that the investor
risks 8 dollar in order for him to earn 3 dollars. qlternatively, if the
risk-reward ratio is 87$, it indicates that the investor should e/pect to
invest j8 in order for him to get j$ on the investment. Traders often
use this approach to plan which trades to take. This ratio is calculated
by dividing the amount a trader could lose )riskM if the price of an asset
moves in an une/pected direction by the amount of proNt. The trader
has an e/pectation )rewardM if the position is closed.
The risk-reward ratio is a measure of the potential proNt versus

potential loss of a particular investment or proHect. q lower risk-re-
ward ratio is generally considered desirable, as it potentially provides
a higher return on investment without taking on e/cessive risk. xf the
ratio is too high, it indicates that the investment risk may be too high.
Dowever, you should be suspicious if the rate is too low. xnvestors
GxLxTqE TxCO TDO5(Y 840
should consider their risk tolerance and investment obHectives when

determining appropriate proportions for their portfolio.
Think of two scenarios. The Nrst trader has a horrible risk to reward
track record and is consistently using more than 8%2 or $%2 of their
portfolio into every trade. The outcome that they will destroy their
account before proNtability is higher than that of the opposite trader.
The second trader has a great risk to reward track record and is con-
sistently risking only 82 or 92 of their account on every trade. The
outcome that they will be proNtable over time is more likely because
they have more opportunities. A higher risk versus low reward
track record is not sustainable.
Think of it in probabilities. xf a trading edge o ers a great prof-

itability return over time, then it is impossible to lose an account. Oven
if the strategy is only right 0%2 of the time, if a risk to reward of 879
is used, then a trader can still become proNtable. 'ow imagine using
the techniIues in this book and having a win rate of more than 3%2
or 4%2, maybe even %2. xt almost seems impossible to lose and that
is because it is true.
The trader must (rst master emotion pys)cholog)D and their

trading edge pfigital Time Theor)D in order to make trading
a s)stemic ayyroach instead o an emotional one.
Chapter Thirty-One
All-Seeing Circle of
9 Community
A ll of these models are fractal in nature, so to put it simply, if

one model occurs, the next will either be continuation or time
distortion. Thereafter, the subsequent model will create the desired
inBection point. -elow is a perfect example of the yearly session modv
els. As we haMe obserMed with other sessions, the same occurrence,
occurs with other time models. 3odel zz was utiliDed as an inBection
point, Time Iistortion model was used as continuation and P39
g 3odel was used as the next inBection point. Pt is a neMer endin6
butterBy eGect of z L and g.
IPEPTAH TP3O TROY18 7kC
3 6 and 9 Butterfly Effect
Butterfly Effect
These models can be utiliDed in many diGerent re6ards in accorv

dance to the tradin6 style of the reader. Pf you are a scalper, then adhere
to the daily session models. Pf you are a forex or crypto scalper then
adhere to the Asia and Hondon as well. Pf you are a lon6er term scalper
or swin6 trader then adhere to the weeVly session time models. Pf you
are a lon6 term inMestor or swin6 trader then adhere to the yearly
session models. The tools are there to build your own empire. Nhoose
7kk P A
your model or models and your style. Hearn it by heart. -acVtest,

study and execute. There is nothin6 to stop you from bein6 pro table
now, other than psycholo6y and risV mana6ement. Those two topics
are of the upmost importance, but this booV proMides low risV and
hi6h reward time models to help miti6ate issues with those topics and
increase win rates ten fold.
Welcome to the Circle of 9 Community. The 1001 Trading

Community.
-I V A N

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PREREQUISITES: ICT Price Terminologies XII

1. DIGITAL TIME THEORY: Creation of Variables 1

2. DIGITAL TIME THEORY: Data and Application 12

3. DIGITAL TIME THEOY: Time Distortion 26

4. New York Session: JUDAS Model 30

5. New York Session: Model 11 42

6. New York Session: Model 110 51

7. New York Session: Model 1001 57

8. New York Session: Model 111 61

9. Asia Session: Damasu Model 65

10. Asia Session: Osaka Model 70

11. Asia Session: Kyoto Model 74

12. Asia Session: Nagasaki Model 78

14. London Session: Bishop Model 88

15. London Session: Knight Model 92

16. London Session: Big Ben Model 96

17. WEEKLY SESSION TIME MODEL DISCREPAN- 104

18. Macro Session (Weekly): Iscariot Model 107

19. Macro Session (Weekly): Ares Model 115

20. Macro Session (Weekly): Ash Wednesday Model 120

21. Macro Session (Weekly): Icarus Model 125

22. Macro Session (Yearly): Hoodwink Model 130

23. Macro Session (Yearly): Model 33 136

24. Macro Session (Yearly): Time Distortion Model 140

25. Macro Session (Yearly): IMP 9 Model 143

26. Time Based Entries and OHLC Fractal Nature 148

27. Turtle Soup 155

28. Time Model Confuences 174

29. Psychology 179

30. Risk Management 183

31. All-Seeing Circle of 9 Community 186

T raders have many goals within their scope: risk management,

Throfgh the ftiliVation oL statistical reasoning, mathematical reF

9fants in ?all -treet ftiliVe an immense amofnt oL data colF

ghost patternsY ?hy is this method oL thinking importantz %ne oL the

B efore we dive into the methods of how time is utilized intraday

Ihe pasics of .rice can pe understood, py acGnowledbinb that liq-

Fair Value Gap and Displacement

Market Structure Shift (MSS)

Optimal Trade Entry (OTE) after a MSS

Cf an order plocG is mitibated throubh and disres.ected, it can then

High probability Breaker Block

Volume imbalances are another Gey ty.e of ine2ciency in the marg

Cf there is a void or ba. in .rice action, then that will pe classi-ed as a

Tll of these can pe classi-ed as SL Trrays, in the .rice action matriW(

additional dimension to your analysis, .rovidinb valuaple con uence

EarGet maGer models eW.lain the movement from sto.s to ine2cieng

MMXM (Market Maker Sell Model)

?hen a mani.ulation is initiated u.on an im.ortant SL array

Low Resistance Liquidity Run

Rn the contrary, hibh resistance li;uidity runs are lower .ropapility

High Resistance Liquidity Run

0ow that there is an understandinb of the pasics of .rice and how

N owadays, there is an inuxf ov indilidxac traders on somiac -ep

(irst )xestionWW ?hat driles grimeB Ts it restink ci)xidity or ti-eB

Intermediate Value Theorem

Mhis moordinate gcane coobs eericy si-icar to an ordinary mhart, vor

Bearish Breaker on y-axis

Mhroxkhoxt the day, there efists sgemi=m tradink hoxrs degendink

to .e eftre-ecy xsevxcW ?e -xst assx-e that ti-e and grime afes ov a

NY Session divided into quarters

Mhere see-s to .e so-e uxmtxations in grime when vomxsink on gop