Cumulative DeltaCVD trend confirmation
Enter trend continuation only when CVD trends with price
Source: bookmap.com
Cumulative DeltaCVD absorption at VWAP
Price tags VWAP but CVD shows opposite side failing to push through
Source: bookmap.com
Cumulative DeltaDelta divergence intraday
Late-session delta surge without price progress signals reversal
Source: bookmap.com
DOM/Level 2Spoof detection avoidance
Identify large orders that vanish before fill (illegal spoofing); ignore them
Source: stockgro.club
DOM/Level 2Stop run anticipation
Identify stop clusters above/below; wait for sweep then reverse
Source: bestorderflow.com
DOM/Level 2Market by Order (MBO) tracking
Track individual order placement/cancellation patterns
Source: bestorderflow.com
DOM/Level 2Refresh rate level 1 vs level 3
Aggressive vs passive participation tells direction
Source: bestorderflow.com
Tape ReadingTime and Sales aggression
Watch trades hitting bid vs ask in real time for aggression direction
Source: jigsaw
Tape ReadingBlock prints tape
Large block trades printed at bid or ask reveal institutional direction
Source: jigsaw
Tape ReadingSpeed of tape change
Sudden change in tape speed signals participation shift
Source: jigsaw
Tape ReadingHidden liquidity reveal
Large prints with no DOM display = hidden liquidity / dark pool
Source: bestorderflow.com
VWAPVWAP mean reversion intraday
Fade extension from VWAP by 1-2 std dev when no momentum
Source: algostorm.com
VWAPVWAP breakout continuation
Trade breakout of VWAP after consolidation around it
Source: algostorm.com
VWAPAnchored VWAP from event high
Anchor VWAP to last news event/swing for institutional reference
Source: algostorm.com
VWAPMulti-period VWAP confluence
Daily/weekly/monthly VWAP confluence = strong S/R
Source: algostorm.com
VWAPVWAP standard deviation bands fade
Fade touches of 2nd/3rd std dev VWAP band
Source: algostorm.com
Volume ProfilePOC mean reversion
Price gravitates to Point of Control; trade rotation back to POC
Source: algostorm.com
Volume ProfileValue Area High (VAH) rejection
Sell rejections at VAH with footprint absorption confirmation
Source: litefinance.org
Volume ProfileValue Area Low (VAL) rejection
Buy rejections at VAL with footprint absorption confirmation
Source: litefinance.org
Volume ProfileNaked POC magnet
Untested POC from prior session acts as magnet for current session
Source: algostorm.com
Volume ProfileLow Volume Node breakout
Price moves rapidly through LVN areas; trade breakout when LVN breached
Source: algostorm.com
Volume ProfileHigh Volume Node defense
HVN areas attract trade and act as S/R; fade approach to HVN
Source: algostorm.com
Volume ProfileSingle print revisit
TPO single-print area gets revisited; magnet trade
Source: algostorm.com
Volume ProfileComposite profile multi-day
5-day or 20-day composite profile reveals macro acceptance
Source: algostorm.com
Market ProfileOpen Drive day model
Strong directional open with no rotations; ride trend
Source: steidlmayer
Market ProfileOpen Test Drive
Test prior session reference then drive; trade with drive
Source: steidlmayer
Market ProfileOpen Auction in Range
Open inside prior day range; expect range trading
Source: steidlmayer
Market ProfileOpen Auction out of range
Open outside prior day range; expect trend day
Source: steidlmayer
Market ProfileInitial Balance breakout
Trade breakout of first hour high/low
Source: steidlmayer
Market ProfileInitial Balance fade
Fade extension beyond IB on low conviction
Source: steidlmayer
Market ProfileRange extension trade
IB extension on the second hour signals trend day; ride extension
Source: steidlmayer
Market Profileb-shaped profile (failed auction up)
b-shape signals failed upside auction; expect reversal
Source: steidlmayer
Market ProfileP-shaped profile (failed auction down)
P-shape signals failed downside auction; expect reversal
Source: steidlmayer
Market ProfileTrend day P-or-b shape
Strong trend days form one-time-frame patterns; ride to close
Source: steidlmayer
Market ProfileDouble distribution day
Two distinct value areas in one session; trade rotation between
Source: steidlmayer
HeatmapResting liquidity heatmap
Bookmap-style heatmap shows pending limit orders; trade toward thick zones
Source: bookmap.com
HeatmapLiquidity vacuum drift
Price drifts toward thin liquidity zones in heatmap
Source: bookmap.com
HeatmapIceberg refresh visual
Hidden iceberg shows up as repeating refill in heatmap
Source: bookmap.com
HeatmapLiquidity pull-and-push
Sudden liquidity pull = absorption ending; sudden push = absorption beginning
Source: bookmap.com
SpreadBid-ask spread compression
Compressing spread with rising volume = continuation
Source: bestorderflow.com
SpreadSpread expansion warning
Rapid spread expansion warns of impending volatility/reversal
Source: bestorderflow.com
SpreadLocked/crossed market scalp
Brief locked NBBO creates arb opportunities
Source: bestorderflow.com
MicrostructureQuote stuffing detect
Identify spam quote bursts and avoid trading during them
Source: arxiv.org
MicrostructureOrder-to-trade ratio filter
High order-to-trade ratio = HFT activity; avoid retail entries
Source: arxiv.org
MicrostructureQuote-to-quote scalp
Trade single tick scalps using quote-to-quote moves
Source: arxiv.org
MicrostructureLit vs dark pool flow
Heavy dark pool prints with lit divergence indicate hidden trend
Source: arxiv.org
AuctionOpening auction imbalance fade
Buy auction imbalance often resolves; fade in opposite direction
Source: arxiv.org
AuctionClosing auction imbalance ride
Closing imbalance >$50M one-sided; ride imbalance into close
Source: arxiv.org
AuctionHalt resumption first-trade scalp
Trade first 30 sec after halt resumption with tight SL
Source: arxiv.org
LiquidityDollar volume scalping ranking
Trade only top-liquidity tickers (>$50M ADV) for scalping
Source: arxiv.org
LiquidityATR-relative tick size
Avoid stocks where 1-tick = >0.5% ATR
Source: arxiv.org
LiquidityPre-market ATR-based watchlist
Scan ATR/RVOL pre-market for top liquid candidates
Source: arxiv.org
NewsHeadline scanner millisecond entry
Enter on news headline detection (Bloomberg/Ravenpack); millisecond exec
Source: arxiv.org
NewsBloomberg terminal news drift
Trade direction set in first 60 seconds post-news
Source: arxiv.org
NewsEarnings AH/PM tape scalp
Scalp first 5 min after AH earnings release
Source: arxiv.org
NewsFOMC headline drift
Trade direction in 30-60 sec post-FOMC statement
Source: quantpedia.com
NewsNFP first-minute fade
Fade first-minute extension after NFP if not aligned with surprise direction
Source: arxiv.org
Crypto OFCrypto exchange book imbalance
Binance/Bybit book imbalance scalp on BTC/ETH perp
Source: cignals.io
Crypto OFCrypto liquidation cascade fade
Liquidation events cause overshoots; fade extreme cascades
Source: cignals.io
Crypto OFCrypto funding rate scalp
Extreme funding rate spikes signal squeeze; fade
Source: cignals.io
Crypto OFCVD on Binance vs Coinbase
Divergence between exchanges in CVD reveals dominant flow
Source: cignals.io
Crypto OFWhale alerts on-chain entry
Trade after large on-chain transfers to/from exchanges
Source: cignals.io
Pattern Day1-minute opening range scalp
5-min ORB at minute scale for high-frequency intraday
Source: tradethatswing.com
Pattern DayPre-market high/low first-test
Trade first test of pre-market high or low after 9:30 AM
Source: tradethatswing.com
Pattern DayPre-market gap fill
Fade gaps at first 5 min if pre-market shows weak conviction
Source: shareplanner.com
Pattern Day9:50 AM trend continuation
Trade with morning trend resumption after 9:50 reversal
Source: tradethatswing.com
Pattern DayLunch break hold
Hold positions through lunch with tight stops; expect continuation post-lunch
Source: thebalancemoney.com
Pattern Day3:00 PM final stop hunt
Trade reversal after 3:00 PM stop run if intraday context aligns
Source: thebalancemoney.com
Pattern DayLast-15 min momentum scalp
Power hour scalps with strict 1-min timeframe
Source: thebalancemoney.com
RiskHard $ daily loss limit
Stop trading after $X loss; preserves capital and psychology
Source: jigsaw
RiskMax consecutive losses
Stop after 3-5 consecutive losses; reset next session
Source: jigsaw
RiskSingle-trade tick stop
Hard stop in ticks (e.g. 4 tick on ES); no exceptions
Source: jigsaw
RiskProfit target tick
Predefined tick target (e.g. 6-8 ticks on ES); take or trail
Source: jigsaw
RiskTime-based exit
Exit if no movement after N minutes regardless of P&L
Source: jigsaw
RiskHeat per session
Cap session risk to 1-2% account; multiple trades within
Source: jigsaw
ToolsJigsaw Daytradr DOM specialist
DOM-focused scalping platform with reconstructed tape
Source: algostorm.com
ToolsBookmap heatmap visualizer
Visualize liquidity flow over time as heatmap
Source: bookmap.com
ToolsNinjaTrader Order Flow+
Footprint/volumetric/CVD/depth all integrated
Source: ninjatrader.com
ToolsSierra Chart numbers bars
Most-customizable footprint with low-latency feed
Source: algostorm.com
ToolsCignals.io crypto footprint
Footprint and CVD specifically for BTC/ETH order flow
Source: cignals.io
ToolsQuantower aggregator
Multi-broker aggregator with order flow features
Source: algostorm.com
ToolsATAS volume footprint
European-popular footprint platform with stat tools
Source: atas.net
ConfluenceVP+VWAP+CVD triple confluence
Entry at VP HVN/POC + VWAP + CVD divergence = highest probability
Source: algostorm.com
ConfluenceIB+POC+absorption confluence
Initial Balance edge + prior POC + footprint absorption
Source: algostorm.com
ConfluenceLiquidity sweep+absorption+CVD flip
Stop hunt + heavy buying absorption + CVD flip = strong reversal
Source: litefinance.org
ConfluenceStacked imbalance+VAH/VAL+session level
Stacked imbalance at value area edge with prior session level
Source: priceactionninja.com
Anti-PatternsDEBUNKED random imbalance scalp
Trading every imbalance without context (location/session/trend) loses money over time
Source: algostorm.com
Anti-PatternsDEBUNKED single-bar delta decisive
One bar of delta is noise; cumulative delta and trend matter
Source: algostorm.com
Anti-PatternsDEBUNKED lunch-hour scalping
Scalping during 12-1 PM EST loses to noise/illiquidity; avoid
Source: algostorm.com
Bid/ask imbalance ratio 70%+
Order FlowBoth
Single price level with one-sided 70%+ imbalance triggers entry in same direction
Source: priceactionninja.com
CVD VWAP reclaim
Cumulative DeltaLong/Short
Price reclaims VWAP + CVD flips positive = bullish; opposite for bearish
Source: bookmap.com
CVD bearish divergence
Cumulative DeltaShort
Price HH but CVD LH signals buyer exhaustion; short entry
Source: bookmap.com
CVD bullish divergence
Cumulative DeltaLong
Price LL but CVD HL signals selling exhaustion; long entry
Source: bookmap.com
Delta flip at level
Cumulative DeltaBoth
Net delta flips from negative to positive (or vice versa) at level - reversal signal
Source: litefinance.org
Footprint absorption reversal
Order FlowReversal
High volume at support/resistance with minimal price movement = institutional absorption; reverse
Source: alchemymarkets.com
Footprint exhaustion at extreme
Order FlowReversal
High volume at session high/low with declining delta signals exhaustion
Source: tradethepool.com
Footprint stacked imbalance breakout
Order FlowBoth
Multiple consecutive 3:1+ bid/ask imbalances at level signal aggressive directional flow
Source: priceactionninja.com
Iceberg order detection
DOM/Level 2Both
Repeated refilling of bid/ask at same price = iceberg; trade with iceberg
Source: stockgro.club
Order book imbalance scalp
DOM/Level 2Both
Bid stack 3x+ ask stack = upward bias; scalp same direction
Source: stockgro.club
Single-print POC magnet
Order FlowBoth
Single-print TPO area becomes price magnet; trade re-test
Source: algostorm.com
An encyclopedia of publicly documented strategies for education. YCAI does not recommend, endorse, or trade any of these. Not investment advice.