Entry Model Selection
Pick one entry model (aggressive or conservative), master it over 100+ trades, then evaluate — stop switching between models
Multiple entry models exist because traders process the lower timeframe differently. All models share the same premise: price enters a higher-timeframe zone, the lower timeframe shows intention in your direction, a reaction to nearby supply/demand fails, and you enter on the failure. The differences are in how much confirmation you require — aggressive models need fewer breaks of structure (better entry price, lower win rate, higher R:R), while conservative models need more confirmation (slightly worse entry, higher win rate, lower R:R). The critical principle is consistency: pick one model and apply it for 100+ trades before evaluating. Switching between models after a few losses prevents you from building meaningful data, developing pattern recognition, and creating the confidence that comes from proven results. A mediocre model executed consistently outperforms the "best" model executed inconsistently.
✓How to Recognize
- •All models share the same premise: zone interaction → intention → reaction failure → entry
- •Aggressive models: fewer confirmations, better entry, lower win rate, higher R:R
- •Conservative models: more confirmations, higher win rate, slightly worse entry
- •Consistency over 100+ trades is more important than which specific model you choose
⚡How to Avoid
- →Switching between entry models after a few losses (no model gets enough data)
- →Copying someone else's model without adapting to your own pattern recognition
- →Using different models for different contexts before mastering one model
- →Optimizing the model based on feelings rather than data from 100+ trades