System & Methodology
A systematic swing trading framework focused on price compression breakouts. The system employs mechanical entry criteria, volatility-adjusted stops (ATR-based), and multi-timeframe confluence validation. Execution follows predefined rules with no discretionary override.
Primary signals generated on H4 (4-hour) charts, validated against D1 (daily) structure for directional bias. This is a swing trading system with holding periods ranging from days to months. Large winners (600+ pips) typically run for extended periods. Position is held until the compression breakout structure deteriorates.
The framework applies to any liquid instrument. Live trading is currently executed on EURUSD via MT5 on Forex.com raw spreads account (VIP tier).
Price consolidation periods where institutional traders accumulate or distribute positions. When price exits compression with momentum, an edge exists. The entire system is built on identifying and trading compression breakouts. Nothing else matters.
When the SQB histogram flips (signaling compression breakout with momentum), we enter the trade at a specific predetermined time. That's it. No pattern recognition, no discretionary filtering, no emotional override. The SQB indicator mechanically identifies the moment; execution follows the rule. Compression zone breakout + histogram flip + precise timing = trade entry. The exact timing protocol is taught to members only.
SQBPro uses the SQB 2.0 Histogram, a custom proprietary indicator built on compression zone detection. The indicator identifies price consolidation periods and momentum magnitude at breakout points. It's not a magic indicator—it's a mechanical tool for detecting institutional positioning in compression zones. The edge comes from understanding the structure (compression = institutional positioning), not from the indicator itself. The histogram simply makes mechanical detection faster and more consistent than manual chart reading.
2023-2025 backtested data: 62 total trades, 44 winners, 17 losers. Win rate of 70%. All trades included in analysis—no excluded data or selective reporting. Historical performance is not indicative of future results.
Risk Management & Capital
Each trade is structured with a maximum 1% account risk allocation. Stop loss placement is simple: 50 pips below entry on buys, 50 pips above entry on sells. This tight stop protects capital while allowing the compression breakout to run. Position sizing adjusts proportionally to maintain consistent 1% risk exposure across different account sizes.
Average risk/reward ratio across backtested period: 3.4:1. Average winning trade: ~300 pips. Average losing trade: ~50 pips. This ratio is a function of the system's design, not optimization.
During the 2023-2025 backtest, maximum consecutive drawdown occurred over approximately 4 trading signals (roughly 2 weeks). Drawdown was mitigated through proper position sizing and adherence to risk parameters. Live account performance will demonstrate actual drawdown behavior in real market conditions.
Mathematically unlikely, but theoretically possible. With 1% risk per trade and 70% historical win rate, you'd need extreme consecutive losses or catastrophic execution failure to wipe out entirely. More realistic: You could experience a 20-30% drawdown in bad market conditions, but the system's 3.4:1 reward-to-risk ratio recovers from drawdowns over time. Force majeure events (market halts, extreme gaps) could impact results. The point: Trade only capital you can afford to lose, understand that drawdowns happen, and trust the system to compound back.
Live Trading Account
January 5, 2026. Initial capital: $15,000 USD.
The primary objective is validation of the system in live market conditions with actual capital at risk. Account size is scaled appropriately to generate meaningful data while maintaining acceptable position sizing.
All closed positions are reported within 24 hours of exit. Monthly performance summary is published mid-month. Reporting includes entry date, exit date, pip result, and win/loss classification.
Capital will compound organically based on system performance. Future scaling decisions will be determined by account growth and market conditions.
Yes. The Live Stats page contains complete trade history with no exclusions. Losses are reported with the same transparency as wins.
Framework & Execution
No. This is not currently a signal service. However, we plan to launch a trade signal offering next year.
No,we do not provide trade signals at this time. Signal services are expected to be introduced next year.
The underlying logic remains consistent across accounts. However, position sizing is proportional to account capital. A $15,000 account and a $250,000 account require different contract sizes while maintaining equivalent 1% risk per trade.
MT5 (MetaTrader 5). Live trading executes on Forex.com raw spreads account (VIP tier).
The framework's core principles—compression detection, momentum validation, and systematic execution—are not instrument-specific. Application to equities, commodities, or crypto would require methodology adaptation to those market structures.
Credibility & Verification
Complete trade-by-trade data (dates, pip results, win/loss status) is published. All 62 trades across 2023-2025 are included with no data exclusion. You can independently verify the calculations.
Backtests reflect historical market conditions. Live trading occurs in real-time with actual execution risk, slippage, and current market dynamics. Performance may exceed or fall short of historical models. Real-time results will demonstrate actual system behavior.
20+ years of trading experience including institutional market analysis study, recovery from significant account loss (2016), extended period of market structure research (2016-2020), system development and validation (2021-2025), and current live market testing (2026-present).
No formal industry certifications. Credentials derive from documented live trading results and historical backtest performance.
To demonstrate that mechanical, systematic execution produces consistent results. Most retail trading losses result from behavioral factors—emotional override, revenge trading, and prediction bias—not lack of technical skill. Public transparency serves as both accountability mechanism and proof of concept.
Risk Disclosure
No. SQBPro is a framework and methodology documentation. This is not financial advice, investment advice, or a recommendation to trade. Any trading decisions are your own responsibility.
Failure is transparent. The live account will show real results, including any periods of losses. If the system underperforms, that data will be visible.
Only if you fully understand trading risk and can afford potential capital loss. Trading involves substantial risk. Past performance does not guarantee future results. Your capital is at risk.