The framework, on paper. Free.
Every lesson, live session and trade breakdown, written up as a clean PDF. 54 of them so far. Search for what you are stuck on, or filter by subject and level, then enter your email and it downloads.
How to Build a Thesis
Saint's five-step process for building a daily thesis from an order flow perspective. Identify the auction on the higher timeframe, check your setup is valid for that kind of day, pick a point of interest with a plan B so you never marry a bias, stay hands off inside the balance, and let your levels and the order flow confirm the idea or kill it. Then the two setups worth waiting for, and a live NQ example where the level said no.
The Risk Structure
A collab with Arbi Xhengo of Core Convexity on the part of prop firm trading most people skip: risk. Sires shows how a 22% win rate across 308 closed decisions still came out at +85.27R, why variance is the whole game inside a prop firm, and how to trail a trade in line with the delta so losers stay tiny and winners run. Xhengo lays out a full $6K Topstep payout plan: macro, dealer gamma regime, open interest, delta exposure, the vol surface and an order-flow trigger, two 5 to 1 setups sized by regime, a size ladder, six session rules, and 20,000 simulated funded months.
3 Volume Profile Mistakes
The three volume profile mistakes Saint sees beginners make most, and made too until fixing them led to passed evaluations and payouts. Using value area highs, lows and POCs from profiles that are not merged or not balanced, taking trades off a level with no order flow confirmation, and limiting yourself to the daily and yearly profiles when an anchored profile shows the auction far more clearly. With live trades from the day Saint passed an evaluation.
How to Trade All-Time Highs
Saint's order flow approach to all-time highs, the most requested topic on the channel. Two rules for bias: stay bullish until the auction proves otherwise, and the exact sequence that flips it. Two ways to get levels when there is no history above you: the retest of a micro balance, and VWAP closes, the median and 2.5 deviations with five points either side. Then risk management at the highs, trailing aggressively and sizing down until value is built, and live examples from previous runs to new highs.
The Second Max Payout
Sires' second Lucid max payout of the month, about $4K across two payouts in roughly eight days, and the one Asia-session trade that finished it. Auction dealing ranges and why he merges his daily volume profiles, why stripping your chart back to the fundamentals is the edge in a prop firm, the higher timeframe read from a failed balance to the established balance, and the 40 range entry: a refill at his level, then a re-entry off the DOM. Plus a free schematic of both timeframes.
How to Structure an A+ Entry
The checklist Sires uses to grade an order flow entry from C to A+, walked line by line on the live NQ long that put his second Lucid account at max balance. Higher timeframe auction and OFM for context, then maximum aggression with minimum price progression, the absence of counter-aggression, an invalidation that is obvious, and delta structure in your favour. Roadblocks, refills, seeking balance and short gamma, then the trade scored point by point. Two free schematics: the grading checklist and the A+ long marked up against it.
TPO, Part Two
Every TPO component from part one on a live chart, then how Saint actually uses TPO. Merging four small profiles into one defined balance, single prints that rejected at first and then got filled (and why roughly a third of the time they do), an unfinished high taken before the move lower, and ledges lined up with a volume profile shelf. Then the part most TPO content skips: two weeks of auction merged where value lines up, paired with the yearly volume profile, and three scenarios for setting the bias, from absorption at the extreme to staying hands off. Part two of two.
The Max Payout Trade
The one NQ short that paid for Sires' entire Lucid max payout, walked back in the order he built it. The thesis he wrote twenty minutes before the open, the auction cycle that made it a high R day, the higher timeframe read, and the entry model on the 40 range: a micro balance that trapped the buyers, a refill where buyers spent everything and got nothing, and sellers coming back in. Then the exit, the trail, the daily profile location, and two full-page schematics to keep on the desk. Honest that the longs before it lost, and that the R is his own estimate.
How to Build an Entry Model
The part of order flow nobody explains properly. Why your entry model is the last step of the analysis and never the model itself, why every order flow tool shows the same data, what separates a confirmed entry from an unconfirmed one, and the thing most beginners miss: the same entry gets trapped in long gamma and rewarded in short gamma. Plus effort versus reward, the full map of entry signatures, and the free schematic that puts it all on one page.
Reset Your Mindset
The companion to a blunt, honest QNA Sires hosted with Limbo, owner of The Exchange Society, who has nothing to sell and says the things almost nobody in this space will. Why most day trading is a lie that gets marketed to teenagers, why the free concepts everyone teaches have no edge left, what absorption really is once you understand execution algorithms, who you are actually trading against when eighty to ninety percent of the tape is machines, and where the real edge lives: market microstructure, multiple assets, harder data, and a statable reason it works. The honest version of how this game works, shared to pressure-test rather than take on faith.
The Most Accurate Session
A full live NQ order flow session read back trade by trade, from the day Sires' tape reading called nearly every move. The KG1 first breakout and why the first retest of a fresh level is the highest probability trade, the ninety-point run he held it for, reading absorption against exhaustion on the delta and CVD, the squeeze, and the KG3 continuation trades with their fast de-risking. Honest about the two pre-market shorts that lost first, and that these are evaluation accounts, not withdrawn payouts.
How to Read a Week
The companion to Sires' first weekly lecture: one week of NQ read back through auction theory, volume profile and order flow. The new week opening gap and why the consensus is that it fills, the failed auction into price discovery, the low that held when strong sellers got absorbed, why price fills the thin low volume nodes to rebalance, and the rotation on Friday back up into the established balance. A recap, not a prediction, with the honest reason why: auction theory tells you who is dominant, not where price will go.
Three Funded in a Week
A case study on a student who spent eight years cycling through strategies that never stuck, then passed three funded accounts in a week and eight in total about a month after joining. The one change was the reward-to-risk: risking 10 to 15 points to make 100 instead of 50 to 100 to make 100, sized down to micros so the lower win rate that comes with a high R:R edge is survivable. Plus the psychology reframe that stopped the revenge trading, and how she actually passes evals.
$14K In a Month
A case study on a student, Zu, who was blowing eval after eval a few months ago and now reads $14,000 across six payouts on his Lucid dashboard. Not a better setup: the four things he actually changed, in his own words, and the one that carried all of them. Data collection that fixed the psychology, a framework instead of a single strategy, a flexible thesis that reacts instead of predicts, and the micro-mechanical read behind the candle. Honest about the small sample throughout.
TPO, Part One
Time price opportunity read through time, and the six components Saint actually trades from: the value area and why its edges are weak alone, merging profiles into execution levels (the part he says nobody teaches), single prints, unfinished highs and lows, and ledges. The rule under all of it, repeated in his own words, is that none of it is an entry on its own. Part one of two.
Road To 20K, Live Session 1
The full live session behind one of episode one's green days: the pre-market thesis on screen, buyers hit the wall, the close above it, the retest and the Delta spike behind a BUY 1 at R:R 2.24, cut at POC on purpose instead of the twelve R hindsight would have paid. Then the Q&A: why he won't pre-fire, his Big Trades settings, a refill zone shown live, the 27% absorption stat with its own warning label, and why a prop firm pays for variance, not alpha.
The Eval Week
Four trades across one week of evaluations, taken apart entry by entry: the same read at every one, aggression printing at a marked extreme with no result behind it, and the part nobody shows, three of the four exits decided by the account's consistency rules rather than the chart. Includes the trade taken from school with no order flow at all, and the wall of breached accounts the week started from.
Road To 20K, Episode 1
Episode one of a run to a 20K payout on a funded account, with the losing days left in the table: the pre-market thesis posted publicly before the open, a long from the bottom of a balance cut at POC on purpose, and a short off a refill zone that took four attempts to fill for R:R 7.82. Real order tickets and the real account calendar throughout.
The Math Behind Auction Market Theory
A Discord collab with jetbundle, a quant finance channel with zero background in day trading, brought in to look at AMT from completely outside it: why a setup having a fixed win rate is a mathematical impossibility, the transition matrix that replaces it, seven misconceptions that collapse a high dimensional auction into a single number, and the top 3 fixes Sires gave live for actually applying it on a real chart.
The Volume Profile On Live Charts
Part two of the volume profile series, where the five shapes get marked up on real sessions instead of slides: the balanced profile holding its extremes across two days, the shelf-versus-ledge tell in the volume taper, the double distribution traded as a break and retest with the previous balance as first target, and the trending day his own backtesting says to sit out. Includes the B-shaped example that did not resolve the way the shape suggested.
Reading The Volume Profile
The components (VAH, POC, VAL) and the five profile shapes that turn one indicator into a full thesis: the balanced profile and why its levels are the strongest, the double distribution he uses to build context before the session opens, the trending profile and the exact mistake that blows accounts against it, and the P and B shaped profiles. Part 1 of a two part series, theory only, live examples in the next video.
A Clean Continuation Short
A full trade breakdown, honest about the two and a half weeks of break-even-sliding-into-losing that came before it: the pre-market thesis off a minor volume node, a stop-out, the re-entry into the same refill zone, and two more continuation setups from the same session, all filtered against one higher timeframe bias. Real order tickets throughout, R:R 6.11 on the re-entry.
AMT On Live Markets
Not "price touched this level, so should I buy or sell," but "what did the auction do after reaching it, did we accept or reject." Saint walks through what AMT actually is: fair value as a range, extremes, high and low volume nodes, the failed auction drawn from scratch, and the 80/20 odds once price is back inside a balance, read on two live examples at very different timeframes.
Who's In Control
A balance doesn't reject or accept on its own. Saint breaks down how to read whether a high timeframe extreme is actually being defended: the aggression it takes to arrive there, using a previous balance's breakout-then-retest to know who's in control, and why the higher timeframe read is only a bias until a lower timeframe confirms it.
Reading Delta
Three specific, repeatable ways to use Delta in a live trade: where to partial and trail off a protected low, whether the aggression you're reading was actually rewarded before you trade against it, and how to pair a high Delta print with a real volume profile extreme for a repeatable intra-wick reaction. Every example is a real trade, real order tickets.
Your Mistakes With Absorption
The four specific mistakes that turn a real absorption read into a losing entry: not waiting for a reward system (roughly 27 percent of absorptions fail without one), not following the auction, not understanding the actual definition, and not waiting for your side to win rather than just the other side losing. Each one gets its own chart example, pulled straight from the whiteboard.
Trapped Buyers, One Retest
A live Asia session trade from Saint, read start to finish: a balance corrected before the open, heavy buying at a high read as trapped positioning rather than strength, two failed New York pushes at the same level, and the retest waited for rather than chased. Closed at $501.50, execution to the tick.
The Only Trade I'd Always Take
The setup he would take every time he sees it, and the reason most people lose money running it: they take it in the wrong market. Big Trades aggression on DeepCharts, why aggression on its own tells you nothing, the origin of the move misconception that costs people the entry, and the regime split underneath all of it. The A plus plus version shows up a handful of times a month. 80 percent of the time you are in the environment that produces the other trade entirely.
How I Made $2,345 On a Funded Account
A full AM session recap on a MyFundedFutures funded account: net +$2,345 across two live trades, the thesis read before either one went out, and the account's real state on the day, not payout eligible yet, shown here rather than skipped. Covers the all time high read, the 350 percent divergence entry trigger, a real absorption read where price held while CVD was dying, and both trades trailed live to a higher timeframe target.
$10K In His First Month
A case study built around one question put to a member on a call: how did you get to a 10,000 dollar plus month in your first month inside the mentorship. His real payout history, the win rate before and after, the two trades he took that day pulled apart on the charts, the risk model he says neither prior mentorship ever showed him, and the short he used to take that he wouldn't take now.
Mastering AMT/VP
Everything actually needed on Auction Market Theory and Volume Profile, in one guide: the three basic rules, the balance box, reading a day's shape, and the one setup worth trading, the Failed Auction, with its real definition. Plus overnight inventory, the 94% and 73% named stats, a research chapter on where the numbers actually come from, and the full ES Probability Statistics Report restyled and included.
The Last Trade Before an $18k Payout
A full live session, unedited, replicated across seven accounts, recorded on the same day an $18,000 payout was requested against those same accounts. Four trades, two losses and two wins, one of the wins doing almost all of the work, net +$2,300. Plus three concept chapters: refresh orders and consistency, delta protection versus a trader covering a loss, and the HTF thesis combined with GEX short gamma.
Anatomy of a Losing Start
One live NQ session, nine trades, and the four that went wrong first. The account was about $480 underwater before a single winner landed, and it still closed the session up. A 44% win rate, the re-entry rule that stops two stops becoming five, and two trades where the platform prints the reward-to-risk on the chart: 35 ticks against 188, and 15 ticks against 211.
How a Professional Trades the NY AM Open
A full New York AM session, live and unedited, dissected trade by trade. Not a reel of winners: four real trades, one of them a loss, replicated across six funded accounts. The opening refill for $755, a clean short that still got stopped, the entry that went from R:R 0.69 to 1.83 by trailing instead of targeting, and the short that closed the day. Every entry with the before and after chart, in order.
The Average Unprofitable Trader
The in-depth companion to the case study video: one real trader diagnosed live on his own account, then the blueprint out of it. Not a strategy pack, the actual reasons the average order flow trader passes evals and still never gets a payout: no data, emotional sizing, and a prop firm they never learned to read. The four questions, the whole blueprint as a two-page flow map, and a printable checklist at the back.
Stop Re-Entering
A three-step plan for taking the best entry once, instead of paying five times for the same idea. Location, reward versus result, and delta as a filter, then the read that separates failed absorption from confirmed absorption on the DOM. Two live trades pulled apart, and a printable checklist at the back.
The Origin of the Move
The OFM: a public scalp model built on aggression, absorption and the refill read. Not clips of winners, the actual mechanics of where a move starts: who is hitting the market, who is absorbing them, and the moment the book tells you one side just lost. The entries, the risk on every trade, and the honest numbers behind it.
The Refill Effect
The research paper behind the OFM's refill read: a proper statistical study of book resiliency on MNQ. How fast the DOM refills after it gets hit, what that says about who is defending, and the honest result, including where the signal adds nothing on its own. Real data, real methods, no cherry picking.
The GEX Framework
The full GEX playbook, in my own words: what gamma exposure is, how dealer hedging actually moves NQ and ES, the gamma flip, and how to use GEX as a regime filter, short gamma for trend days and long gamma for chop, then confirm the key levels with order flow. Read live in GEXRADAR, with the real screenshots.
Auction Market Theory
Lesson 1 from the channel, on paper: what AMT actually is (a framework, not a strategy), balance and imbalance, the value area with POC, VAH and VAL, the failed auction setup for catching the fade of a trend, profile shapes, day types and reading the open. Every chart from the video, labelled.
Volume Profile Basics
The written version of the video: the shelf and ledge structures that do not move when price does. Structured chapters, the charts labelled, the checklists included, ending with how it plugs into the rest of the method.
TPO Basics
The written version of the video: time at price: the letters, single prints, excess and poor extremes. Structured chapters, the charts labelled, the checklists included, ending with how it plugs into the rest of the method.
VIX and the Best Days to Trade
The written version of the video: the fear gauge as a context tool, from expected range to the vol crush. Structured chapters, the charts labelled, the checklists included, ending with how it plugs into the rest of the method.
DOM Basics: The Trigger
The written version of the video: the ladder: aggressive against passive, and delta keeping score. Structured chapters, the charts labelled, the checklists included, ending with how it plugs into the rest of the method.
DOM: Absorption and Stacking
The written version of the video: the institutional trap and the difference between intent and fluff. Structured chapters, the charts labelled, the checklists included, ending with how it plugs into the rest of the method.
DOM: Icebergs and Spoofing
The written version of the video: hidden real size against fake visible size, and how to tell them apart. Structured chapters, the charts labelled, the checklists included, ending with how it plugs into the rest of the method.
Footprint Basics
The written version of the video: volume inside every candle, the diagonal read and imbalances. Structured chapters, the charts labelled, the checklists included, ending with how it plugs into the rest of the method.
Footprint: Absorption and the POC Flip
The written version of the video: the trap printed in the candle, and control changing hands. Structured chapters, the charts labelled, the checklists included, ending with how it plugs into the rest of the method.
VWAP and CVD
The written version of the video: the institutional average and the aggression meter. Structured chapters, the charts labelled, the checklists included, ending with how it plugs into the rest of the method.
The First Code: Thesis Codex
The written version of the video: how a bias is built, what kills it, and the codex that measures it. Structured chapters, the charts labelled, the checklists included, ending with how it plugs into the rest of the method.
The Second Code: Exposure and Risk
The written version of the video: engineered stops, the three exposure plays, and the survival maths. Structured chapters, the charts labelled, the checklists included, ending with how it plugs into the rest of the method.
The Third Code: Orderflow Finally Makes Sense
The written version of the video: recorded with orderxfilled: risk, exits, the five traps and auction context. Structured chapters, the charts labelled, the checklists included, ending with how it plugs into the rest of the method.
What You Have Been Missing: Emotion
The written version of the video: the layer that decides whether any of the other lessons pay you. Structured chapters, the charts labelled, the checklists included, ending with how it plugs into the rest of the method.
Stoic x Sires: The Data Engine
The written version of the video: concepts against data, quantified fundamentals and asymmetric compounding. Structured chapters, the charts labelled, the checklists included, ending with how it plugs into the rest of the method.
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