Station 01 · ORIGIN SECTOR
Ten thousand hours
of watching price print.
By day I build products. Before the open and after the close, I study how institutional orderflow moves the Nasdaq — where liquidity pools form, where price gets delivered, and where retail gets left behind. Every model I trade is backtested first, coded in Python, and validated candle by candle before a single contract goes on.
The Market
NQ & MNQ futures. Regular trading hours, 1-minute structure, liquidity-driven bias. No indicators doing the thinking for me.
The Process
Backtest, then trade. Custom Python pipelines replay years of 1-minute data so every setup has a measured edge — not a feeling.
The Standard
Discipline over dopamine. Defined risk on every trade, journaled outcomes, and a rule set that doesn't bend on red days.