The Hermes Trader
Structured systems, risk rules, and review processes to trade with institutional discipline.
Breakdowns on YouTube · Daily thoughts on X
Years trading
3+ years
Primary market
Nasdaq futures
Trading focus
Intraday (NY session)
Approach
Systematic, risk-first
I trade Nasdaq futures using a systematic approach that treats every decision as a capital-allocation choice inside a real business. Every setup is defined in advance, risk is capped before I click the button, and each session ends with a structured review to refine the playbook. Over time, this has shaped a model focused on repeatable edges, controlled drawdowns, and long-term survival in the markets.
Through The Hermes Trader, I document the same frameworks, routines, and post-trade breakdowns I use myself, so you can see how a rules-driven trading operation is built and maintained over time. The newsletter is the structured log of that work—key lessons, model updates, and session reviews in a format you can actually apply.
No signals, no hype. Everything I share is about building systems, managing risk, and running your trading like a real business.
What I Do
The core areas I build, test, and document inside The Hermes Trader.
Structured market analysis with defined playbooks for different market environments.
Position sizing, risk limits, and execution rules designed to protect the downside first.
Detailed breakdowns of my systems and playbooks, with examples and reviews shared through videos, posts, and the newsletter to shorten your learning curve.
Planning, tracking, reviews, and performance metrics for running trading like a real business.
Evidence, methods, and practical frameworks for more disciplined trading decisions.
An NQ overnight-return study covering 2010–2025, with MNQ execution, risk and capital estimates. The selected rules failed internal validation; their partial 2026 results do not establish a stable net edge.
A three-window study of the first NQ liquidity pool reached in New York trading. A frozen directional model was accurate on selected forecasts, but did not outperform the nearest active pool on the same events.
An empirical study of NQ hourly origins, timing boundaries, session context and closing windows, separating recurring price structure from predictive value.
Weekly breakdowns on systematic trading, risk, and running your trading like a business - straight to your inbox.
One email a week. No signals, no hype, no spam.
Trading experience
Numbers behind The Hermes Trader
3+
Years trading
1000+
Hours of screen time
70+
Documented sessions
20+
Public breakdowns