Profitable Intraday Trading Advice 66unblockedgames.com — A Field-Tested System

Intent: What You’re Really Looking For

You don’t need more indicators—you need a small set of rules you can execute under pressure.
The system below narrows the market to high-quality, liquid names, defines exact entries and exits,
sizes positions with math (not vibes), and grades every decision so you improve weekly.

The Four Pillars of Profitable Day Trading

1. Clarity: One page of rules. If it’s not on the page, you don’t do it.
2. Risk: Cap per-trade risk at 1% equity (max 1.5%); hard daily stop at −3R or 3 consecutive losses.
3. Execution: Trade liquid tickers with tight spreads using pre-defined order types and hotkeys.
4. Review: Screenshot, annotate, and grade. The journal is your edge amplifier.

Watchlist Math: Liquidity, RVOL, and ATR

• Liquidity: Average daily volume > 1M shares (or top-tier coins/pairs for crypto/FX). Spread ≤ 10% of your stop size.
• Relative Volume (RVOL): Prefer RVOL ≥ 1.5 in the first hour; catalysts (earnings, news, sector momentum) score extra points.
• ATR Alignment: You want enough intraday range to hit 2R without heroics. Avoid sleepy names.
• Pre-market plan: Mark prior day H/L, pre-market H/L, VWAP, and two obvious structure levels.

Three Battle-Tested Setups (Rules & Risk)

1) VWAP Reclaim Trend (VRT)

• Context: Strong pre-market gappers or leaders. First pullback loses VWAP, then buyers reclaim it.
• Entry (long): Candle closes back above VWAP with RVOL > 1.5 and rising tape.
• Stop: Below the reclaim candle low or VWAP − tick size.
• Targets: 2R base; trail a runner using 9-EMA or last swing.
• Avoid: Choppy sessions where VWAP flips every few minutes.

2) Range Compression Break (RCB)

• Context: Multiple lower-highs into a flat roof (or higher-lows into a flat floor) with shrinking ATR on the 5m.
• Entry: Break and close through the compression boundary on above-average 1-minute volume.
• Stop: Just inside the broken range; exit immediately on failed follow-through.
• Targets: Measure the prior range height; first scale at 1× height (~2R), then trail.
• Filter: Index alignment (e.g., NQ/ES trend) & sector confirmation.

3) Failed Break Reversal (FBR)

• Context: Obvious level breaks that instantly stuff back inside the range.
• Entry: After a false breakout, take the reversal as the candle closes back inside with time-and-sales confirming.
• Stop: A tick beyond the failure wick.
• Targets: Mid-range first, opposite boundary second. Partial at 2R, then trail.
• Note: This setup punishes chasers. Don’t pre-guess; wait for the failure signal.

One hard rule: If the spread exceeds 10% of your stop distance, skip the trade—slippage will eat your edge.

Risk Framework: 1R, Daily Circuit Breakers, Expectancy

Position Size = (Account Risk per Trade) ÷ (Stop Distance)

• Example: Equity $8,000 • risk 1% = $80 • stop distance $0.32 → size = 250 shares.
• Daily stop: −3R or 3 consecutive losses. Hit it? You’re done for the day.
• Expectancy: Edge lives in the math: WinRate × AvgWin − (1 − WinRate) × AvgLoss. Track in R.

Execution: DOM, Order Types, and Slippage Control

• Order types: Limit near levels. Use market only when momentum + liquidity justify it.
• Routes & fills: Prefer venues with high hit-rates for your instruments; audit slippage weekly.
• Hotkeys: Pre-size orders, instant partial at 2R, and stop-to-market on trigger.
• Discipline: No moving stops away from risk. Re-enter only if your setup resets.

Daily Timeline: 90-Minute Plan for Focus

1. T-90 to T-30: Build watchlist (RVOL/ATR), mark levels, write Plan A/B for each ticker.
2. Open to +90: Prime window for VRT/RCB. Take only A+ signals. Journal context live.
3. Mid-session: If range compresses, reduce frequency. Protect mental capital.
4. Power hour: Look for trend continuation or FBR opportunities into the close.
5. Post-market 20 min: Screenshot, annotate, grade. Update stats and expectancy.

Gradeable Trade Journal (Copy-Ready)

Weekly review: Sort by setup → find your highest-expectancy pattern → double down there, cut the rest.

FAQs

How many trades per day?

2–5 quality trades are plenty. Overtrading erodes edge through spread and slippage.

Stocks, crypto, or FX?

Any liquid market works. Your core edge is execution and risk control, not the instrument.

What timeframes?

Daily for big levels, 15m/5m for structure, 1m for entries. Avoid signal hopping.

What’s “R”?

“R” is your risk per trade in currency. If you risk $80 and make $160, that’s +2R.

Why this exact keyword?

To align with search intent while delivering a complete, user-first system.

Wrap-Up

Keep it small and repeatable: liquid names, three setups, 1% risk, and a journal you actually read.
Consistency beats prediction. Do the work daily and your skill compounds.