MES JUN26 — 6,817.50 VWAP STRATEGY — ACTIVE MAX RISK PER TRADE — $5.00 SESSION — 9:30AM–11:30AM EST MAX TRADES PER DAY — 3 TICK SIZE — $1.25 STOP LOSS — 4 TICKS TARGET — 1:2 R:R MES JUN26 — 6,817.50 VWAP STRATEGY — ACTIVE MAX RISK PER TRADE — $5.00 SESSION — 9:30AM–11:30AM EST MAX TRADES PER DAY — 3 TICK SIZE — $1.25 STOP LOSS — 4 TICKS TARGET — 1:2 R:R
Kaveh's MES Playbook — Active Strategy

VWAP
Reversal
Scalp

A complete, rule-based system for trading Micro E-Mini S&P 500 futures. Every step. Every rule. No guessing.

$5
Max loss per trade
3
Trades per day max
2hr
Active session window
1:2
Risk to reward target
Phase 01 — Pre-Market
Morning Routine
9:25 AM EST
Wake up, open TradingView
Go to MES1! on a 1-minute chart. Don't touch anything yet. Just observe.
9:25–9:30 AM
Check the macro environment
Look at VIX, DXY on your watchlist. High VIX (>25) = volatile day, reduce size or skip. Check overnight news for major events.
9:30 AM exactly
Market opens — do NOT trade yet
Sit on your hands. Watch the first candle form. Feel the energy. Resist every urge.
9:30–9:45 AM
Mark the opening range
After 15 candles close, draw a horizontal line at the high and low of that range. This is your map for the day.
9:45 AM+
Now you can look for setups
Only now. Not before. The market has shown its hand. Now you play yours.
Opening range — first 15 minutes
15 MIN RANGE HIGH LOW BREAKOUT → LONG 9:30 9:45 9:50
Phase 02 — Chart Setup
Reading VWAP

Middle Line

The actual VWAP — today's average price weighted by volume. This is the line that matters. Think of it as "fair value" for the day. Price will constantly gravitate back here.

Upper Band (Green)

Price has stretched above fair value. The market is "expensive." Institutions start selling here. When price touches this band and shows a rejection candle — look to sell.

Lower Band (Blue)

Price has stretched below fair value. The market is "cheap." Institutions start buying here. When price touches this band and shows a rejection candle — look to buy.

Day Bias Rule

If price stays above VWAP all morning → bullish day, only look for longs. Below all morning → bearish day, only look for shorts. Crossing repeatedly → choppy day, sit out.

VWAP with bands — buy & sell zones
VWAP UPPER LOWER ↑ VWAP BOUNCE ↓ BAND REJECTION BUY HERE
Phase 03 — Entry
The Setup Checklist

Every single trade must pass ALL of these before you touch the buy or sell button. Miss one → skip the trade. No exceptions.

Price is on the correct side of VWAP Buying? Price must be above VWAP. Selling? Price must be below VWAP. Never fight the bias.
Price is pulling back TO VWAP from the right side Not already sitting on it — approaching it. The pullback is the setup. Without it there's no trade.
Price is slowing down at VWAP Smaller candles, indecision, momentum fading. If it's blowing through VWAP with big candles — stand aside.
A rejection candle has CLOSED Long bottom wick for a buy. Long top wick for a sell. Wait for the candle to fully close — never enter mid-candle.
Opening range confirms the direction If you're buying, price should be above the 15-min opening range low. If price is inside the range, skip it.
This is trade #1, #2, or #3 today You've hit your 3 trade limit for the day? Close the laptop. Walk away. This rule has no exceptions.
Time is between 9:45 AM and 11:30 AM EST Outside this window? Do not trade. Afternoon sessions are low quality setups with unpredictable moves.

↑ INTERACTIVE — Check each box as you confirm it before entering a trade

Phase 04 — Risk Management
The Numbers
4
ticks stop loss
$5
max loss per trade
8
ticks profit target
$10
target profit per trade
1:2
risk to reward ratio
$15
max daily loss (3 trades)
Stop loss & target placement on a trade
TARGET +$10 ENTRY STOP -$5 VWAP 8 ticks 4 ticks ← Enter on close of rejection candle
The Iron Rule

Stop losses are not optional. They are non-negotiable. You set it the moment you enter. You do not move it further away "just this once." The traders who survive are the ones who accept small losses. The ones who blow up are the ones who hold and hope.

Phase 05 — Discipline
The Rules That Save You
3
3 Trade Maximum
Hit 3 trades and you're done for the day. Win, lose, or break even. Close the laptop. Most traders destroy profitable mornings in the afternoon out of boredom.
3 MAX
⏰
Session Hard Stop
After 11:30 AM EST, no new trades. The morning session is liquid and clean. Afternoon is slow, choppy, and full of traps. Your edge doesn't exist after noon.
11:30 AM
✗
No Revenge Trading
You took a loss. The urge to "make it back" is the single most dangerous feeling in trading. That's not you — that's your ego. Recognize it and walk away.
WALK AWAY
📓
Journal Every Trade
Screenshot the setup before entry. Write why you entered. Screenshot the exit. Write what happened. This is how you build your edge from nothing into something real.
EVERY ONE
Phase 06 — Decision Tree
The Trade Decision Flow
9:25 AM — START Wait for 9:30 open Do NOT trade yet 9:45 — Mark opening range High + Low of first 15 candles Is price above or below VWAP? Check market bias ABOVE BELOW Bullish bias Look for LONGS only Bearish bias Look for SHORTS only Wait for price to pull to VWAP Patience. Do not chase. Rejection candle formed? Long wick + close back away from VWAP NO Wait / Skip YES ENTER TRADE Stop: 4 ticks | Target: 8 ticks Set BOTH before confirming
Phase 07 — The Plan
Your 30-Day Roadmap
01
Week 1–2 — Days 1–14
Observation Only
Open TradingView every morning at 9:25 AM. Watch. Mark the opening range. Note where VWAP is. Watch for rejection candles. Write down what you would have done. Zero paper trades. Pure study.
02
Week 3 — Days 15–21
Paper Trading Begins
Apply the strategy in TradingView paper mode. Follow every rule exactly. Journal every trade with a screenshot. Note your emotions. Are you impatient? Fearful? That data is gold.
03
Week 4 — Days 22–30
Review & Refine
Go through every journal entry. Find the setups that worked and the ones that didn't. Is there a pattern? Maybe second-touch VWAP setups work better than first touch. This is how your edge gets sharper.
04
Month 2 — If Paper Trading is Profitable
Consider Going Live
Only if: you had a profitable month in sim, you followed every rule, you didn't break down after losing days. Open an AMP Futures account. Fund it. Start with 1 contract. Same rules. Nothing changes except the money is real.

"The trade that doesn't lose money
is the one you didn't take."

Patience is your edge — kaveh's mes playbook