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Starting this journal to track my intraday trades on the S&P 500 (MES/ES) and build some real accountability. A quick rundown of my setup and approach:
Setup
Instrument: MES (Micro E-mini S&P 500), occasionally ES
Position size: 1 contract, sometimes 2
Broker/Platform: AMP Futures, live account, ATAS Ultra with Rithmic feed
Session: starts at market open
Entry window: looking for setups roughly in the first 3 hours of the session
My edge / what I'm reading
Volume Profile — VAH, VAL, VPOC, and naked VPOCs as key reference levels
Footprint charts — reading absorption and delta divergence at key levels
Order flow via Smart DOM — bid/ask clustering, iceberg activity
Risk management rules
Max 3 losing trades per day
30-tick stop loss
Targets in the 2.5R–3.5R range
Why I'm posting this
Mostly for discipline — writing it down forces honesty about what actually happened vs. what I think happened. Also looking to connect with other order-flow / volume-profile traders and get real feedback, not just post P&L screenshots.
A quick note before I start: I'm posting this now rather than waiting to have everything "perfectly" defined — there's no real reason to delay. That said, expect small tweaks to the specifics (stop size, loss limits, etc.) over the next few days as I dial things in. The core strategy — order flow + Volume Profile based entries — will stay the same.
I'll update this thread regularly with trade recaps: entry reasoning, chart screenshot, result, and a short note on the psychology side of the trade (that part matters as much to me as the technicals).
Appreciate any feedback, especially from anyone else running a similar loss-limit approach.
1. Price wicked above the previous highs, liquidating all shorts, and kept pushing up with strong, vertical momentum — no pullback to the downside at all.
2. On this second day of the vertical move, price kept climbing in premarket, but more slowly this time — building more long liquidity.
3. At the open, sellers finally managed to stop the continuation attempts — something they couldn't do the day before.
4. Price fell hard, sweeping all the prior lows, finally giving sellers real momentum after failing to stop price up top the whole rally.
5. Price stalled right after sweeping the lows and started ranging — both sides fighting to stop price.
6. One more push higher got stopped again, and price dropped below, liquidating the longs from that zone.
**Setup:** MES, short, 1 contract
**Entry:** 7766.25 — after the failed continuation at the open and the sweep of the prior highs, I read this as sellers finally taking control after two days of failed attempts to stop the rally.
**Management:** 30-tick stop, no adjustments during the trade
**Exit:** TP at 7745.75 → 20.50 points / 82 ticks in my favor = $102.50 on 1 contract, 2.93R
**Psychology:** Felt pretty confident going into this one. Only mild mental friction: I could've gotten a slightly better price a few minutes earlier, but I hesitated and didn't take it — price then dropped fast from that level. That confirmed my stop loss was placed right, since if price had come back up to that earlier level, my stop would've validated the short being invalid. Extended my TP a bit further based on that read.
Price opened bullish and pushed up strongly, with VWAP acting as resistance the whole way — buyers unable to break above it.
Price finally broke above VWAP in one push, which I read as a wash/liquidity sweep — the last favorable entry before the day's real move.
Several clusters printed at the top of that candle right as price approached the Prev Day High.
I ignored what delta was telling me at the time and entered anyway.
In hindsight, the more likely read was long: after the bullish open, price kept attempting to test the Monthly VPOC without the strength to reach it, and my entry point was actually price returning to the pre-open range — not a breakdown point.
Setup: MES, short, 1 contract
Entry: 7779.75 — off the VWAP break, reading it as a liquidity wash right before the daily move.
Management: 30-tick stop at 7787.00 (Prev Day High), TP set at 7765.17 (monthly vPOC), no adjustments during the trade.
Exit: Stopped out at 7787.00 → 7.25 points / 29 ticks against me = -$36.25 on 1 contract.
Psychology: Admittedly a mediocre trade selection today. I got caught up in the cluster/wash narrative and didn't respect the delta, which wasn't confirming my short bias at all. After the stop, I left a Buy Limit at the level where price had failed to reach the Monthly VPOC — but price never came back to fill it. Lesson: when delta disagrees with the visual read, that's the signal to sit out, not force it.
Open with no clear direction, price chopping in a tight range around VWAP with no clean push either up or down.
From the start I was looking for a long entry — wanted to see price react off a good value area (VAL / naked VPOC) to take that direction — but the market felt manipulated the whole session: short sweeps on both sides, delta not confirming anything, clusters with no continuation.
A clear entry structure never formed: no strong breakout, no clean retest of a value level.
Setup: None — no trade taken
Entry: N/A
Management: N/A
Exit: N/A — 0 trades, $0 on the account
Psychology
A day of patience. I saw the long bias I wanted to take, but conditions never lined up — price never respected a level cleanly enough to justify an entry. Chose to stay flat rather than force something out of the need to trade. Lesson reinforced: not every day has a setup, and today the market simply gave nothing tradeable.
Price has been behaving strange lately, nothing like previous weeks. From the start I was looking for a long entry — wanted to see price react off a good value area (VAL / naked VPOC) to take that direction — but the market felt manipulated the whole session: short sweeps on both sides, delta not confirming anything, clusters with no continuation. A clear entry structure never formed: no strong breakout, no clean retest of a value level.
A day of patience. I saw the long bias I wanted to take, but conditions never lined up — price never respected a level cleanly enough to justify an entry. Chose to stay flat rather than force something out of the need to trade. Lesson reinforced: not every day has a setup, and today the market simply gave nothing tradeable. In trading, if it's not there, it's not there — and taking trades just for the sake of it isn't the move.
Adding to yesterday's analysis, we can see that after leaving all the longs hanging and rolling back over, price eats up half the impulse and both sides try to stall it — but in the end, buyers clearly win out and stop it.
(So we know this zone holds a decent amount of long liquidity.)
They can't stall it at the highs again, and we see that on the open, price pushes up hard, eating through 100% and liquidating all these highs / liquidating the shorts positioned across this whole range. Sweeping these last two zones not only liquidates all the shorts, it also lets some longs exit in profit.
Instead of sellers stalling price again, it keeps climbing with the same verticality until it sweeps the all-time high, fully liquidating every remaining short.
It sweeps well above the all-time high, and without doing much else, we see it turn around and start retracing quickly.
It eats up more than half the impulse — after kicking off the buying like that on the rally, a lot of longs will have gotten in with buy limits on this pullback, and shorts, after such a volatile drop, will also look to get in on some retracement if they haven't already up top — since even though we made a new all-time high again, it's still a better price to sell, and with all shorts liquidated, those levels were available.
We see price get stalled at the bottom, now trying to develop to the upside.
So we know that across all these rising lows there's a good amount of long liquidity, and it's a zone where they'll keep adding to defend the low.
And in this whole zone the shorts will likewise be trying to defend the high, entering on these decreasing highs to try to stall it and push it down — inducing selling, trapping the shorts, and looking to liquidate them via longs. Or the reverse with the longs.
Wrapping up a pretty strange week here — not sure how it treated you guys. I put on the short because price made several attempts to develop upward but couldn't manage it. I entered at a point where my SL sat above the prior highs, and I noticed that even though price had several points in favor of a long — like the bearish open where price came back into the range, likely liquidating a lot of shorts — price still wasn't developing. And at the most favorable points to enter the short, I could see on the footprint that almost nobody was going to chase a move like that; very few traders were positioned for that side. Price eventually made its last attempt at an upward move, ran out of steam, and rolled over.
I'll admit that when it reached VWAP it scared me and I exited the trade — that was a mistake on my part. I entered that long because I thought price could bounce off the VAH, but honestly I'm feeling pretty mentally burnt out from these last few days, and I think it's better to leave it here — this hasn't been my best week.
