Interview noteThis page restates a public interview in new words. Dollar results, win rates, and payouts are claims made by the speaker or the host. They are not this desk's record, and they are not a result to expect.
Mike Babayan, who also goes by Nitro Trades, has been trading since 2018 and says that six of those eight years have been profitable. The host introduces him as one of the youngest trading millionaires and says he brought proof. The strategy Babayan is willing to credit, in dollars, is narrower than that introduction. In the opening he says this setup has made him about $315,000 to $400,000. Later he says about $350,000 to $400,000, over roughly two and a half years, and not with perfect consistency. This year is the one he has focused on it. He has always traded options and futures. The options numbers were the main project. Futures are what he is dialing in now. The instrument list is the MES or the ES, the Nasdaq, and the micro gold contract. He ranks the Nasdaq first for volatility, the ES second, and gold third. He and the host agree that gold is a poor home for it. Nothing in the hour is advice. The system is a three-candle sequence he calls CRT, a fixed reward, and a refusal to take the ten or fifteen versions of it that print in a day.
Pick the orders up, then take them somewhere
He treats the market as an auction. Two sides compete for a fair price the way a grocer and a customer argue over bananas, his example priced at eight dollars against an offer of four. The strategy only needs one consequence of that auction. Buyers' orders collected at a low have to be delivered to the sellers sitting at a high. Sellers' orders collected at a high have to be delivered back to the buyers. Price is the delivery. If the second candle sweeps a low and the body closes back inside the prior candle's range, the buyers were strong enough to keep the orders. He then expects candle three to reverse and finish the delivery at the sellers. If the body closes through the low and stays there, the buyers were not strong enough. The sellers kept control, and there is no setup. The same sentence, inverted, is the short.
He has traded the sequence since 2023 and spent about three years turning it into the risk rules, because the candle was never the part people broke. They overtraded, moved stops, and could not hold a winner. A strategy with a 90 percent win rate still fails if the risk is slightly wrong. He built the package around the fact that a prop account, and a personal account, can be finished by one bad day. Six profitable years do not survive a day that wipes the account. He does not worry about one week. He looks at six months, twelve, and twenty-four.
The candles are the 15-minute, the 30-minute, and the one-hour. He tested the two-hour, the four-hour, and something like the ten-minute. The highest win rates, in that testing, were the three he kept. They are intraday charts. A swing is technically possible and not what the system is for. A one-hour candle packs an hour of orders into one high and one low. A one-minute candle does not. A sweep of that hourly extreme is a sweep of a real level. On TradingView he stacks them with a free study called ICT HTF candles. He does not need all three to agree. He takes whichever of the three prints the first CRT of the session.
Candle one is only a range. Wick to wick, the extreme high and the extreme low, and nothing else. Candle two has to trade through one side and close the body back inside. That close is the claim that the orders were picked up. Candle three is the delivery. The long is entered when candle three breaks the high of candle two. That break is the confirmation that the sellers who rejected the last test have been cleared and that the path to the next pool is open. His whiteboard prices are an illustration, not a Nasdaq print: a test of 29.5 between 29 and 30, a rejection, a second test that takes those sellers, and then the continuation. If candle three never breaks the level, the setup is over. A fourth candle that finally breaks can still work. He will not take it. If the move had been strong enough, candle three would have done it. Once he is in, the number of candles required to finish does not matter. He does not close early. He can leave the screen. On the one-hour, candle three often stalls and the target arrives two, three, or four candles later. On the 15-minute it is usually immediate. The 15-minute is the easiest. For a prop account he likes the 30-minute and the 15-minute. The one-hour is the slow one. On the 30-minute there are cases where a stop tucked under the low, instead of the fixed fraction, would be something like five to one. He mentions it and refuses to teach it. It is for later, and it confuses the rule.
Candle one has no special identity. At 9:30 Eastern he marks the first candle's high and low and waits. If candle two closes through the low, that candle becomes the new candle one, and he rolls forward for the rest of the session. A very tight three-candle range is still eligible. It is also the dangerous one. The one-and-a-half reward is a tiny distance, and a single tick can stop the trade before the target. He still plays those, and the second entry, below, is how.
The target is the high. The stop is the fraction.
The take-gain is the high of candle one, the pool of sellers, and nowhere in between. The mistake he is writing the rule against is the small green exit. A few hundred dollars, his example is $200 and then another $200, and then a loss of about $1,000, and the math is already broken. While he is in the trade he can invent a reason it will fail and a reason it will work. Both are available. Neither is allowed to move the order. The win rate he states for the system is about 70 to 80 percent, at 1.5 to 1. He chose the win rate over the other family of systems, the ones that lose eight trades in ten and pay ten to one. One or two failures are absorbed by the follow-through.
The stop is not a structure level. After the target is placed, he drags a risk-reward tool until the stop sits at 1.5. Every trade. He tested two to one and found it too tight. One to one was too loose. Other people who trade the same candles use 1.1, 1.2, or 1.3. His best results are at 1.5. The only adjustment he will make is a super-tight range, where he sometimes gives the stop the extra room of 1.3 instead of 1.5. It is rare, because it changes the risk he wants. A prop account can express the same idea in dollars instead of R. His example, not a fill, is a $700 target and a $400 or $500 loss on a $50,000 account. The contract count changes with the range. A tight range might need something like eight contracts to make those dollars. A wide range might need two. The 1.5 is a different number of points every time. What does not change is the ratio, or the decision to hold it.
One or two trades, and only after the higher-timeframe sweep
The formation is common. He says it shows up something like ten or fifteen times a day. The filter is the session and the count. New York is 9:30 a.m. to about 12:00 p.m. Eastern. If nothing has formed by noon, he is done. The Asian window he uses is about 8:00 to 10:00 p.m. Eastern. A CRT that prints at 9:40 is taken, and the day is over. The realistic maximum is two trades. Three happens when the day is unusual. More shots are more risk, and he wants the one or two clean deliveries. Those hours are where the volume is. After the open, people leave, lunch arrives, and the follow-through dies. London can print the same candle and the volume is lower. The practical problem is that London plus New York plus Asia is a reason never to stop. He picks one or two sessions. New York is the higher-quality one.
The second entry is the rebreak, and it lives on the one-minute chart, which is where he spends most of his time. On a tight higher-timeframe range he does not buy the first break of candle two's high. He lets price break, pull back, and break that same midpoint a second time. The first break is there to clear sellers he cannot see. The second break is the entry, because fewer of them should be left. The cost is the trades that never pull back. He misses clean setups. The rebreak is what he says you have to use if you want the high 70s or the 80 percent. The reward stays 1.5. The host later paraphrases the rebreak as 85 percent. Babayan's own figures are the 70 to 80, and the rebreak as the top of that band. Both entries are allowed. A trader can also pick one and never use the other.
The order is a stop-limit, with the target and the stop already attached, not a market click as price ticks through. In about 99 percent of cases the whole rebreak happens inside the higher-timeframe candle. His example is four one-minute candles: a break, a candle that does nothing, a drop, and the fourth candle taking it again, while the hourly bar still has most of its time left. He wants the pullback to be deep. An open gain of $200 changes nothing.
Which entry belongs to which day is either a permanent choice or a read of the candles already printed. Alternating massive green and massive red candles, and large wicks, tell him the first break will reject and stop a direct entry. A morning that has only gone green, green, green is a direct break. He does not have a tighter rule than that. The aggression of the day is the judgment, and every day is different. Aggressive candles inside the CRT itself are a reason to expect the first break to fail and the second to mean the buyers held.
If the system is understood and still fails, he names three causes. Overtrading. A candle sequence that is not actually the setup, which is what he sees when people send him charts. And a day that is not clean. Mondays he usually skips. They do not move. A day with no news makes him hesitant. A Wednesday full of red-folder releases is a different day from a Wednesday with nothing. If that empty Wednesday is also printing bad price action, he comes back Thursday. News, he says, will keep him out. Chop, for someone without his screen time, is visible on the one-minute chart in two shapes. A massive green candle, then a massive red, then a massive green again. Or a push that wicks, a rejection, a wick the other way, and another push that wicks. Strength should continue. Pullbacks are normal. Green, red, green, red is not. About two hours of that is enough to leave. A market that only breaks the day's high, fails, breaks the day's low, and fails is a milder version, low volatility rather than chaos, and he sometimes skips it. The setup needs follow-through to deliver the orders. Sideways is where the win rate goes to die, and where a frustrated trader takes seven shots at a day that will not pay any of them.
The short is the same three candles flipped. Candle two sweeps the high and closes back inside. Candle three is sold when it breaks candle two's low. A long that forms at the bottom of a straight selloff is not a gift. If the market is in seller territory, the long gets destroyed. Direction comes from the same sweep, drawn on a higher timeframe. For him that chart is the one-hour. A two-hour or a four-hour is allowed. He marks the extreme swing highs and the extreme swing lows. Lower highs and repeated failures at the highs mean only bearish CRTs. The moment price takes a prior low and reverses, the buy orders have been picked up, and a 15-minute, 30-minute, or one-hour CRT to the upside is allowed. Before that low is taken, he does not care about the long. The same rule, from the highs, produces only shorts. Taking the first CRT of the day with none of this is the easier version, and he puts that win rate around 60 to 65 percent, which he still calls usable. The highest version is the rebreak plus the higher-timeframe level. A beginner who is confused should trade only the first one until the filter is obvious.
The chart: one that paid, one that was the other trade, one that stopped
On the MNQ the first CRT of the day is on the hourly chart. The session has been dumping. Had price broken an hourly low and reversed immediately, he would have looked for longs back toward the highs. It broke and kept dumping, so the CRTs he wanted were bearish. Asked why that low and not the cluster of smaller ones, he wants the isolated extreme, the lowest low. A reaction at one of the inner lows can be a bullish CRT in a small area. The larger trend is still mixed, and he treats that as the tricky case. In the example they do take the hourly low and reverse. A bearish CRT sitting just before that long is the trade other people take, and lose, because the chart had been falling. After the sweep he is no longer interested in the short. The target is the high. The stop is dragged until the tool reads about 1.5. A reading of 1.48 is close enough. A direct break at that high still has selling pressure and can stop him. He waits for the rebreak. The day has been large candles and large wicks, with a real follow-through but enough rejection that he expects the first break to come back. A clean rip from the open would have been the direct entry. The rebreak fills. He is up about $200 and does nothing until the target.
A second example is a series of highs that get tapped and fail. The break happens in a London session, which he says does not make large moves, and the rejection is immediate. He wants the short. A one-hour long in the same area did play out for people who took it. His eyes are on the bearish hourly CRT. Candle two has to close its body back under the high. The target is set first, at the lows. The stop is dragged to about 1.5. The lead-in he likes, and he calls it advanced, is a candle that tries to go green and flips red, again and again. He will compare a direct break and a rebreak. The delivery is the move down to the low. He does not care if price then runs thousands of points. He does not take the gain in the sideways middle. The failure mode is the same one as the whiteboard: something like $200, then $150, then a loss near $1,000.
The third example is a Thursday trade he took that failed. An hourly low had been swept, so the bias was still long. The first 15-minute CRT of the day looked aligned. The candles turned wild. Price was not strong enough to follow through, and the stop was hit. The short side of that day did not follow through either. He treats two or three losses in ten as the normal residue of a high win rate. Selling early because the trade looked too good is the error the example is there to block.
A level on the higher timeframe is taken when price breaks it and rejects it hard, the same shape as the setup. A first break without a real reversal leaves him unconvinced. A later candle can be the one that shows the buyers are actually sitting there. If price then holds one or two full-bodied candles beyond the level, or pushes through for something like five candles, the level is gone. It is not a written rule. Hours of continuation in the new direction are enough. He cares more about the recent extreme than an old one, because a large order that moved the market a long time ago is probably no longer resting, and an order from a few hours ago might be. People place limits at the extremes, not in the middle. One high he marks produced a drop of almost 1,000 points. That is the kind of reaction he wants a level to have earned. The weak point of the whole system, for everyone else, is reading that higher timeframe wrong and firing longs and shorts in the same noise. The improvement he is still working on is seeing, before the entry, that the sellers are packed too thick for the delivery to finish. He thinks the win rate is already near the ceiling.
Scale the same trade, and do not touch the rule
The foundation does not get redesigned for a new market. What scales is size, accounts, and copying. On options he describes going from $10,000 to $50,000 to $100,000, with $200,000 as the number he is trying to reach. Separately, he describes the per-trade size: in 2023 about $10,000 a trade, then three consistent months and a step to $15,000, then $20,000, and now around $50,000. If the next three months at $50,000 are comfortable, he would move to $60,000 or $65,000. He says he has never changed the options system. Futures are the same once the strategy is down. On a prop account the path is one account, the first payout, then a second if he wants to be sure, then two accounts, then three or four. Not one account jumped to twenty. The picture he draws at the end of that ladder is twenty accounts, $1,000 on one of them, copied, and $20,000 on the day. That is the arithmetic of the copy, not a day he reports as already banked. Live size is added the same way, slowly. Watching him is not the repetitions. The journal is. The first week or two, the setup is hard to see. Over months the stats get cleaner and the trade count falls. He will still FOMO if he is new, even after being told not to. Improvement is a calendar with no $3,000 day followed by an $8,000 loss, and no string of $4,000 and $5,000 winners followed by a $20,000 loser, and no day with twenty trades. Every day is the target or the stop.
A win rate under the band he quotes is not, by itself, a reason to quit. Some months reach 90 percent. Some fall to 60. A new trader will not print 80. He says people who have traded the setup every day for months and years average that 70 to 80, and he includes himself and what he calls thousands of people in that claim. Fifty percent, at this reward, is still what he calls deeply profitable. The gap between 50 and 70 is one or two trades in ten. The repair is the journal: the direction was wrong, or the day was choppy. It takes weeks or months depending on the person.
He would not have the viewer alter the three-candle rule or the 1.5 once those are in place. The rest, including which session and which of the two entries, can be tested on the open chart. The setup and the risk are the part he does not want touched.