S9 · The initial balance: rotation, then break or rejection

Four setups dictated by the time of the session, then the three situations where the method says to do nothing. The first is the initial balance: the first hour of the cash session sets the frame for the day, and its edges become the references the market tests, breaks or rejects. With Session Imbalance drawing the IB in the right place and Deep-M IVB computing the targets from history, the break is no longer guessed, it is measured.

The idea behind S9

From 3:30 pm to 4:30 pm, ES trades five to ten percent of its session volume per 5-minute bar. The high and the low of that hour (the initial balance, IB) are the two prices where the most participants got trapped. After 4:30 pm, three things can happen: price stays inside the IB (a balance day, you fade the edges with S2 and S5), it breaks an edge and accepts (a trend day, you aim for the extensions at 50% and 100% of the IB's height), or it breaks and comes back (the trap, S7).