methodology
No lens replaces the others. Market Profile without statistics is narrative. Statistics without structure is noise without context. Positioning without the first two is just one more opinion. And all three without the fourth -- without knowing whether the trader is in a state to execute -- are a dead letter.
The market generates its own information during the session: where the Initial Balance forms, where price is accepted or rejected (Value Area), where time concentrates (POC). It is not an indicator: it is a way to read the auction as it happens.
Every session, the platform calculates IB, Value Area and POC during the session (delayed by up to 15 minutes) and compares them with the historical behavior of the same instrument in the same context (weekday, IB size, session). The question is never 'what does the indicator say' but 'what is price doing with the information it already has'.
Before taking a pattern as true, you need to know whether it exists in the data and not only in intuition. More than 16 years of futures history, with the contract-roll rule documented, feed 18 core reports and 24 more in the archive: gap, opening range, Initial Balance by size and macro events.
The discipline is simple and almost always broken: every figure is published with its n and its caveats. A 100% with n = 12 is not the same as a 77% with n = 628, and this platform never lets that difference get lost in the fine print.
The CFTC's weekly report (Commitments of Traders) shows how positioned large speculators are against commercials, within their range of the last three years.
It is not a signal or an entry filter. It shows how positioned each group is; in ES, gold and crude, what came after an extreme was the same as chance (see results).
The first three lenses read the market. This one reads your process. A market figure says nothing about how you execute.
The Journal logs each trade with your state and whether you followed your plan, and crosses them like any report: with n and caveats. The question it answers: in which state do your mistakes repeat?
from theory to screen
Market Profile has a reputation for being hard to teach yourself -- months of books and courses that never turn into a clear action in front of the chart. This is exactly that: five steps, in order, with the exact page you use at each one.
Open Setups. Only conditions that hold today and have a historical report behind them appear, with their n; if it is empty, none of those conditions is met today.
open Setups →The Initial Balance is complete at 10:30 ET. Until then, in Markets the read against the IB says 'pending' on purpose: it is not a bug, it is Market Profile discipline. The market generates the information; you don't anticipate it.
see Markets →Price breaks the IB high or low: that is a fact. Find the report for that condition (IB, gap, opening range) in Reports and look at its n, its control and its caveats. A 91% with n = 40 is not the same as a 91% with n = 600.
see Reports →Run it through the Lab with Monte Carlo (does the result depend on the order of the trades?) and, if you have a funded account, with your firm's real rules: drawdown, daily limit and consistency. Hypothetical results, not obtained in real trading.
open the Lab →The Journal asks for your state and whether you followed the plan on every entry. Over time it answers the question no market report can: in which state do your mistakes repeat?
open the Journal →method results
How every figure is produced (sample, interval, base rate, out of sample, controls) and the null and negative results of our own tests, with their tables.
The four lenses live in one place.
see the product →