The pitch

It is one of the most-shared intraday strategies on the internet, and the video explaining it is genuinely well made. Let the first fifteen minutes of the New York session set a range. Wait for a fifteen-minute candle to close outside it, since a wick doesn't count. Only then drop to the one-minute chart and wait for an "order block" entry, stop below it, target twice the risk. If the breakout fails before you enter, flip to the other side. Two trades a day, maximum.

It sounds disciplined because it is disciplined. It has rules, it waits for confirmation, it uses a fixed reward-to-risk. So we tested it.

As written, on ten years

We wrote the rules down before running anything, including the parts the video leaves vague, and froze them. We used the Nasdaq-100 ETF as a stand-in for the futures, the same index at the same open, on one-minute data from 2016 to 2026. We charged realistic costs. A same-minute hit of both the stop and the target counts as a loss.

2016–2023 Nasdaq-100 S&P 500
Trades 2,936 3,051
Win rate (break-even at 2R is 33.3%) 30.9% 31.7%
Average result per trade −0.16R −0.25R

It lost money in every single year, on longs and on shorts. Every variation we had committed to checking also lost: a three-times target, a longer entry window, flipping even after a losing trade (which the video's own example does).

The part we found most interesting: the precise one-minute entry makes it worse. It shrinks the stop to about twenty basis points, so fees and spread alone cost a fifth of the risk on every trade. The plain version, enter right after the fifteen-minute close, loses less. And before costs there is essentially nothing there: about +0.05R per trade on the Nasdaq, about zero on the S&P.

The video's own three worked examples, for what it's worth: one win, two losses.

So why does everyone seem to win with it?

Because they do. Briefly, and in public.

We simulated 100,000 traders running this exact rule, drawing from its real trade results:

  • One month in, 25% of them are profitable, and 3% are up ten times their risk or more.
  • Out of 10,000 people who try it, about 290 start with a monster month. They are not lying. They are the ones who post.
  • After six months, only 6% are still ahead, and the typical trader is down 31 times their risk.
  • A losing streak of eleven trades in a row is a normal year.

You never meet the other 7,500. Losers don't make videos. So what you see on the internet is a highly curated sample from the lucky end of a distribution whose average is negative. That's survivorship bias, and it needs no fraud at all to fool you.

Then add three accelerants:

Rules loose enough to be right in hindsight. Listen closely to any strategy video: "I wouldn't trust this one, but mechanically it's valid", "you could also take a positional entry here". When a rule can be read two ways, the version shown afterwards is always the one that won. A computer cannot do that, which is exactly why a mechanical test is the honest one.

Small samples that feel like proof. Twenty trades cannot tell a 31% win rate from a 40% one. Twenty trades is also more than most people log before they decide.

A business model that doesn't need the strategy to work. This video ends with a mentorship offer. That's not a crime, but it means the seller's income depends on how convincing the strategy looks, not on what it earns.

The one question that sorts them

Ask for every trade, at least three hundred of them, under rules that were written down before the trades happened. Not screenshots, not a good month, not a funded-account payout.

Almost nobody selling a strategy can answer that question. It's the only one that matters, and it costs nothing to ask.

This is the fifteenth strategy from a video we have tested this way. None has survived. That isn't cynicism. It's the result.