Trading systems you can read before you run them.
The NY Liquidity Model trades the Nasdaq-100 future on one disclosed rule set: session liquidity, a fair value gap, a stop beyond the sweep. Every rule is published, every trade of the test year is downloadable, and the same logic runs as a strategy for ATAS and as an expert advisor for MetaTrader 5 and 4.
The system wins rarely and loses small. Three of four trades end at the stop, at break-even or by the time exit; the winners run to the next liquidity level. A profit factor above two with a thirty percent hit rate is the signature of this approach, and it is why the rules on the next page matter more than the hit rate.
Disclosed
The complete rule set is on this site, with the reasoning and the variants that did not work. No black box, no hidden filter.
Tested
One year of 5-minute data, 87 trades, cross-checked between a Python simulator and a TradingView deep backtest. Trade list downloadable.
Automated
The same logic as an ATAS strategy (C#) and as a MetaTrader 5 and 4 expert advisor. Enters, brackets, moves to break-even, closes at 15:55.
Where do you want to start?
We publish the rules before we sell the software.
Research
Direction is the lever
The same entry rules make 4 800 $ with a thirty-minute direction read and 11 400 $ with perfect foresight. Everything in between is where the work is.
No edge without the gap
Opening range breakouts in 120 variants and opening retracements in 78 variants, on the same data: nothing. The sweep followed by a fair value gap is the only pattern that paid.
Why a daily target halves the result
A fixed 200 $ target per day cuts the year's profit in half. A time limit on losing trades costs nothing and lowers the drawdown. The difference is which trades you cut.
Where things stand
November 2026: version 3.2 is validated in backtest and runs in demo. The products are released after the demo weeks and a first live quarter. If you want to be told when, leave your address; there is no newsletter beyond that.