Technical Analysis and Fundamental Analysis contained in this post was performed manually by Andrew Jodice of Markets, Liberty, & Discipline. He’s studied and blends Al Brooks’ theory, Richard D. Wyckoff’s theory, and Charles H. Dow’s theory to conduct his analysis, and implements Al Brooks’ strategy to execute trades.
The Invisible Line Between “Idea” and “Executable Strategy”
There’s a line you don’t see on any chart—the one between “this might work” and “this actually survives contact with the market.”
I found that line somewhere in year five, and I have included a short 7 Minute video of me trading the 10second and 1minute High Frequency Trading Strategy to demonstrate how I trade on that timeframe.
When I walked away from 60–70 hour weeks as an engineer and committed to building a truly mechanical trading strategy, I thought I was choosing a cleaner life: fewer meetings, more logic, more control. Instead, I stepped into a six-year process of being humbled by markets that do not care how hard you work or how clever your ideas sound.
Out of that grind came two distinct engines:
A live, real-money, multi-timeframe swing trading framework for stocks using the 2-day, 90-minute, and 5-minute charts.
A still-paper-traded, high-intensity intraday scalping engine for E-mini Nasdaq-100 futures built on the 1-minute and 10-second charts.
Two instruments.
Two completely different volatility profiles.
One underlying philosophy:
Use structure instead of prediction. Use rules instead of vibes. Treat leverage like it can end your career in a week—because it can.
What Six Years of Modeling Actually Revealed
The Work Behind an Edge
Across those years I cycled through the usual quant gauntlet:
Traditional backtests
Live forward testing
Strategies that looked brilliant in hindsight and died in real time
Risk stress tests using Monte Carlo simulation to see how bad “bad” could really get
Journals that tracked not just trades, but the thought process behind each decision
The brutal pattern that kept showing up:
When I tried to make one timeframe do everything—context, structure, and timing—the strategy broke.
When I split those jobs across multiple timeframes and forced myself into systematic risk management, the noise dropped and structure started to appear.
That realization is what ultimately produced:
A live stock engine that swings positions using higher timeframes and precise entries.
A futures engine that is still in the lab, scalping NQ on lower timeframes where the noise lives—but also where the opportunity hides.
The Stock Swing Engine: Real Money, Real Risk
I currently deploy real capital using the 2-day, 90-minute, and 5-minute charts as my main workhorse for swing trading stocks. This is where the “grown-up” side of the system lives.
How the Timeframes Share the Work
2-day chart – The climate
This is where I define the bigger environment for a name: trend direction, major phases of accumulation or distribution, and whether institutions look more like net buyers or net sellers over time.90-minute chart – The weather
Here I track the rotational swings inside that larger context. Are we in a pullback within a trend, a failed breakout, a fresh expansion, or obvious exhaustion? This is where the swing structure becomes tradable.5-minute chart – The execution layer
Once the higher timeframes line up, the 5-minute handles practical entries, stop placement, and trade management. It lets me refine risk without getting lost in random ticks.
How Brooks, Wyckoff, and Dow Fit Together
Under the hood, this stock engine is built on a structured mix of three classic frameworks:
The Wyckoff method shapes how I see accumulation, markup, distribution, and markdown on the higher frames.
Dow theory helps define primary trends, secondary reactions, and when something qualifies as an actual trend break versus just a noisy pullback.
Price action trading à la Al Brooks lives mostly on the 5-minute, where individual bars and micro-patterns matter for precise entries and exits.
I stopped trying to crown one of these approaches as “the truth.”
Wyckoff frames the campaign.
Dow frames the swing.
Price action frames the trigger.
The key point: this is not a thought experiment. This system currently takes real trades, with real risk, in live markets.
The NQ Futures Scalping Engine: Still in the Lab (On Purpose)
Parallel to the stock engine, I’ve been building something much more aggressive: a scalping strategy for Nasdaq-100 futures using the 1-minute and 10-second charts.
This one is still on paper. That isn’t hesitation—it’s risk discipline.
Why Choose the Hardest Room in the Casino?
Equity index futures like the E-mini Nasdaq-100 are not beginner products. They combine:
High leverage
High volatility
Fast feedback on every bad decision you make
Most traders either blow up accounts trying to scalp NQ, or decide that the product itself is “too crazy to trade.”
I chose to lean into that difficulty, but not recklessly. At this resolution:
The 1-minute chart functions as the structural control panel: short-term trend, volatility regime, and key micro levels.
The 10-second chart is for surgical timing around those levels: how price responds as orders actually hit the tape.
The goal of this intraday scalping strategy is not to “guess every wiggle.” It is to:
Keep stops very tight
Cut losers immediately when the structure breaks
Let a small minority of clean moves pay for a lot of scratched or small losing trades
The statistics on this engine—under backtest, forward test, and Monte Carlo stress tests—are promising. But “promising in simulation” is not the same thing as “deserves your life savings.”
That gap is exactly why this NQ engine remains in paper.
Why One Engine Is Live and the Other Isn’t
The Live Engine: Stock Swings With Structure
The 2-day / 90-minute / 5-minute stock framework has:
Survived extended backtesting cycles
Behaved logically in live forward testing
Shown drawdowns and recoveries that make sense given its design
Proven that I can actually execute it without constantly overriding it
It is not perfect. It doesn’t have to be. It just has to be coherent, testable, and robust enough to carry real capital through multiple market regimes without relying on luck.
That bar has been cleared. Which is why this system is live.
The Lab Engine: NQ Scalping Under a Microscope
The 1-minute / 10-second NQ engine, in contrast, is designed to operate inside a far more hostile environment:
Deep leverage
Fast, algorithm-heavy order flow
Massive intraday sentiment shifts
On paper, the engine works. In simulation, it survives brutal sequences. But deploying that into the real futures market means betting that:
The stats hold up under slippage and execution friction.
My behavior under real P&L swings matches my behavior during testing.
I can respect the rules when the product starts behaving like a blender full of dynamite.
Until I see enough evidence across volatility regimes and macro environments, this engine stays in the lab. The risk is not theoretical; it’s existential.
I am not interested in finding out how “promising” feels while an over-leveraged account goes to zero.
The Long Game: Using Structure to Control Leverage
The Stock Engine as the Base Layer
The live stock system is designed to be the base layer:
Real money
Clear multi-timeframe structure
Fewer trades, higher average quality
Enough breathing room to think
Its job is to grow capital and keep my read on the market grounded in actual higher-timeframe structure, not just the noise of the last 30 minutes.
The Futures Engine as the Amplifier (Eventually)
The NQ scalper is built to be an amplifier, not a foundation.
Once it proves itself under stricter conditions, the plan is:
Hedge stock exposure on ugly days by shorting index futures intraday
Accelerate returns on strong trend days when the index is clearly in motion
Turn volatility into an optionality tool instead of a random stress generator
Done badly, this style of futures trading is the fastest route to the poor house. The old line about options being the quickest way to blow up an account applies just as much, if not more, to unstructured futures scalping.
Done well, it becomes a controlled way to express high-frequency edge on top of a steady swing trading base.
The difference between the two outcomes is not the product. It is the structure, the position sizing, and whether you treat risk like a math problem or a dare.
Libertarian Interpretation Box: Freedom, Incentives, and Why My System Looks Like This
Markets as Decentralized Truth Machines
I don’t see markets as centrally controlled games where a handful of policymakers decide everyone’s fate. They absolutely influence the backdrop, but the tape itself is the emergent result of millions of voluntary decisions.
That view is very aligned with a Ron Paul–style libertarian mindset:
Prices are messy.
Incentives matter more than intentions.
Attempts to smooth away all volatility usually just store it up for later.
Where Central Intervention Breaks Traders
When authorities try too hard to engineer “stability,” they often:
Encourage risk-taking that would never happen in a truly free environment
Create moral hazard as participants assume they’ll be rescued
Distort honest price signals until nobody remembers what something is actually worth
If your trading framework quietly assumes that someone will always step in to save the market, you’ve already outsourced your risk management to people who do not know you exist.
Why a Mechanical, Rule-Based System Fits This Philosophy
My approach is basically the trading equivalent of “audit the Fed, but also audit yourself.”
Mechanical rules force me to react to what price is actually doing, not what I wish it would do.
Multi-timeframe structure respects that different participants operate on different horizons.
Strict risk controls acknowledge that nobody is coming to bail out a blown-up account.
In short: I’d rather trust a tested, transparent rule set built around real price behavior than trust a committee to manage my downside for me.
The Real Edge: Conviction With a Brake Pedal
The longer I do this, the more I think the real edge is not just in the model. It’s in refusing to quit when the model keeps failing—while also refusing to bet the farm on something that hasn’t truly earned your trust.
The stock engine exists because I did not accept “it’s all random” as an answer.
The NQ engine exists because I refused to treat intraday index futures as untradeable noise.
But conviction without a brake pedal is how traders disappear.
That’s why, in my world:
The swing trading stock system trades real money, because it has passed enough tests to deserve that responsibility.
The NQ scalping system stays in paper, because it is not done proving itself yet.
Believe in your capacity to solve hard problems.
Just don’t let that belief write checks your risk profile cannot cash.
The market will always tell you the truth in the end.
The only real question is whether your capital, and your psychology, are still around to hear it.
Glossary and Further Reading
These are external resources for readers who want to go deeper into the technical and analytical concepts mentioned in this article:
Readers can use this as a self-directed study list to understand the technical and structural ideas that sit underneath the narrative.
Educational Disclaimer
This article is for educational and informational purposes only. It does not constitute financial, investment, or trading advice, and it should not be relied on to make any specific decision. Trading or investing—including in futures contracts or other leveraged instruments—involves significant risk, including the risk of total loss. Most short-term and intraday traders lose money over time. Always perform your own research, consider your personal financial situation and risk tolerance, and consult a qualified, licensed financial professional before making any investment decisions.
