Video: I Took 3 Day Trades Using This SIMPLE Strategy (Real Results)
Creator: Mindfully Trading
Original Video: Watch the original video
Difficulty: Intermediate
The Big Idea
A useful trade review separates what was planned, what happened, and what could reasonably have been known before entry. Mindfully Trading reviews three DAX-related trades: an initial short that lost, a revised short that won, and a later long that succeeded despite a less favorable entry.
The framework combines daily structural levels, intraday supply and demand, and session context. Its strongest teaching point is that a winning outcome does not automatically validate the entry, while a loss can reveal a specific planning problem without invalidating every part of the method.
The presenter reports just over $1,300 from the three trades and then stops for the week under her rules. That is a selected source-reported sequence, not independently verified performance or evidence of a dependable weekly return.
Daily Levels Supply Context
The presenter starts with daily swing areas, often using candle bodies rather than the furthest wicks. She then moves to a 15-minute chart to evaluate the session’s behavior around those areas.
A body-based level and a wick-based level answer slightly different questions. The body records the interval between open and close; the wick records the full traded extreme. Neither is universally superior. Record the selection method and apply it consistently.
The source describes the daily chart as the highest authority. It is a useful organizing choice for this approach, but institutional activity is not restricted to daily charts, and a daily level does not guarantee a reaction.
In the review, the daily map suggests a potential move toward a level, while early intraday action produces a short idea. That is not necessarily a contradiction: a short-term decline can occur within a broader recovery. The trade still needs a clear target and invalidation on its own timescale.
Trade One: An Attractive Idea With Poorer Placement
The initial short plan anticipates a retest of an overnight gap after price has already declined. A resting sell order attempts to capture that retest with a stop described as 50 pips and a target near 1.5R.
Price instead surges farther upward, stopping the trade before producing a bearish rejection. The final candle’s upper wick can make the original short look correct in hindsight, but that wick did not protect an order that was already filled and stopped.
The practical question is whether the first plan accounted for the full nearby supply area and daily level, rather than merely whether price eventually moved lower. A correct eventual direction and a poorly placed trade can coexist.
A resting order also differs from a confirmation entry. The former may fill while momentum is still rising; the latter waits for a completed response and can miss the best price. Compare those policies explicitly rather than combining the best fill from one with the information from the other.
Trade Two: A New Plan After New Evidence
After the loss, the presenter identifies supply near the daily level, including a three-candle fair value gap left by an earlier decline. She places a revised short closer to that area, with protection beyond several relevant references.
The later upper wick and close beneath the area support the short thesis, and the trade reaches its reported 2R objective. The source also describes moving the stop to breakeven after a favorable decline, but does not give a precise price or R threshold for that adjustment.
A stop beyond the supply area can be more consistent with the thesis than a stop inside it. It still does not prove the entire trend has reversed if hit. Stops can be triggered by temporary volatility, spreads, or an adverse fill.
The revised trade should be evaluated as a new opportunity, not a requirement to recover the first loss. Before re-entering, recalculate the remaining daily loss allowance, quantity, and target distance. The presenter specifically declines to double the position after already taking a loss.
What the Fair Value Gap Establishes
The source uses a bearish three-candle non-overlap as a supply reference. In a conventional bearish fair value gap, the third candle’s high is below the first candle’s low.
The middle candle may have traded through the marked interval. The pattern therefore does not prove that no trading occurred there or that unfilled institutional orders remain. It is a price-derived area to investigate on a later return.
Record its formation time and boundaries before the retest. A completed third candle cannot define a historical entry earlier in that same formation sequence.
Trade Three: A Win With Less Favorable Location
Later, price holds an intraday demand area rather than continuing immediately lower. During the New York session, the presenter becomes open to a long. She misses an earlier demand-zone entry and later buys after bullish candles appear.
She acknowledges that the later entry is not the one she would recommend to another trader. The position then comes very close to its stop before recovering to the target. The review appropriately distinguishes the successful outcome from the entry’s quality.
After missing a preferred entry, the next decision should start from the current price. It needs a new reward/risk calculation; the earlier trade’s attractive economics no longer apply automatically.
| Original illustrative long | Entry | Stop | Target | Reward/risk before costs |
|---|---|---|---|---|
| At the planned demand response | 100 | 98 | 104 | 4 ÷ 2 = 2R |
| Later entry, same structural stop | 102 | 98 | 104 | 2 ÷ 4 = 0.5R |
These are our example prices, not the source’s fills. Moving the later stop to 101 would improve the displayed ratio but could put it inside ordinary fluctuations, detached from the original demand-zone failure point.
Reconcile the Reported Risk Arithmetic
The transcript states a $100,000 starting balance, mentions 0.3% risk, and describes $500 of risk. Those figures do not agree: 0.3% of $100,000 is $300, while $500 is 0.5%.
The following reconciliation is illustrative, using $500 as a constant initial risk unit and the reported approximate total:
| Trade | Illustrative result | R result at $500 per R | Cumulative result |
|---|---|---|---|
| Initial short | −$500 | −1R | −$500 |
| Revised short | +$1,000 | +2R | +$500 |
| Later long | +$800 | +1.6R | +$1,300 |
That sum is +2.6R and 1.3% of $100,000, consistent with approximate descriptions such as “about 2.5R” and “just over 1%.” It is not an audit of exact net returns. Trade-by-trade initial risk, fees, currency, and actual fills would be needed to verify them.
Do not silently choose whichever stated risk percentage makes the result look best. Resolve the discrepancy in the original account records before evaluating the strategy.
Define a Pip Before Sizing an Index Trade
The presenter trades a DE40/DAX-related instrument and discusses 50- and 75-pip distances. A broker-defined pip is not automatically an index point, and similar DAX charts can represent different products.
For comparison, Eurex’s DAX contract specifications distinguish DAX, Mini-DAX, and Micro-DAX multipliers of €25, €5, and €1 per index point. A broker’s index CFD has its own quantity and point-value specification; these futures multipliers must not be imported into it.
For a linear product, planned cash risk is quantity × price distance × cash value per price unit, converted to the account currency where necessary and adjusted for costs. Obtain the actual tick size, quantity increment, and contract value from the instrument specification.
A stop one broker-defined pip from being triggered is a narrow margin, not evidence that the entry was safe. Bid/ask prices, spread changes, and trigger conventions matter. The SEC’s stop-order bulletin explains the distinction between a stop trigger and its eventual execution price; the particular index venue’s rules must be checked separately.
Session Context and Breakeven Management
The review references London, New York, and GMT times. Keep the chart timezone, broker-server timezone, and intended session timezone in the record. Local market hours can shift relative to UTC with daylight-saving changes.
Session activity can affect volatility and liquidity, but “the open brings momentum” is not a complete entry rule. The source’s morning and afternoon decisions still depend on location and observed responses.
Breakeven adjustments also need a trigger. Define a fixed R milestone, a completed structural break, or another observable condition before testing the policy. Moving a stop because the trade becomes uncomfortable answers a different question.
An entry-price stop does not guarantee a net breakeven result after costs and adverse execution. It can also exit a position that later reaches its target. Evaluate both protected losses and profitable trades interrupted by the change.
Study the Decisions in Replay
- Build the map first. Record daily levels, the active supply and demand areas, and when each became identifiable.
- Pause before entry. Save the proposed order type, entry, structural stop, target, quantity, and remaining risk allowance.
- Evaluate the first loss. Ask whether invalidation was misplaced, the trigger was premature, or the outcome was simply a valid loss.
- Require a fresh re-entry thesis. Document what new evidence justified the revised short and what would prohibit another attempt.
- Reprice a missed opportunity. Assess the later long using its actual entry, not the earlier location you wished you had taken.
- Separate result from process. Grade rule adherence and location before revealing the final outcome.
Repeat this with consecutive sessions, including losing and inactive days. Track planned versus realized R, maximum adverse excursion, time in trade, and costs. The source’s three trades alone cannot establish that the method has positive expectancy.
A Weekly Stop Is an Exposure Policy
The presenter stops trading after reaching her weekly objective. That limits subsequent exposure and can support a lifestyle constraint. It does not prove that all remaining opportunities would have lost.
Compare the rule with a predefined continuation policy across complete weeks, including weeks that never reach the objective. Measure retained profit, profits forgone, drawdown, and time spent. Choosing a weekly threshold after seeing this winning day would bias the comparison.
The source’s prop-firm discussion is promotional context. This guide does not endorse a provider or assume its current rules. An advertised account size, its usable loss allowance, and cash paid to a trader are different quantities.
Final Takeaway
The review is most useful as a lesson in location, replanning, and risk accounting. A loss can reveal an entry problem, a revised plan can use new evidence, and a later winner can still be a weaker trade. Evaluate the decisions using information available at the time, then reconcile the actual risk and results before drawing conclusions.
Risk Disclosure: This material is for educational and research purposes only and is not financial or investment advice. Trading can result in substantial losses. Historical reviews, backtests, and simulations depend heavily on data quality and assumptions and cannot reproduce every aspect of live execution. Commissions, spreads, slippage, liquidity, gaps, order behavior, market regime changes, and discretionary decisions can materially affect results. Leveraged index products carry additional risks, and stops do not guarantee an execution price. Funded-program fees can be lost and payouts depend on applicable agreements. Historical results do not guarantee future performance.
This article is an independent educational companion to the video and is not affiliated with, sponsored by, endorsed by, or authorized by Mindfully Trading or the providers mentioned in the source.