PRELON IB
Pre-London Initial Balance (00:00–02:00 ET). Strong bull / bear confluence scores project which IB extreme gets swept during London, with extension targets beyond.
updated 2026-04-22The setup
During 00:00–02:00 ET, the market forms a two-hour “pre-London initial balance” — a tight range that the London session will break. The breakout direction is not random: a bull confluence score computed at 02:00 predicts which side gets swept with surprising stability.
The setup draws two lines on our chart HUD during the 02:00–05:00 ET window:
PRELON IB— the outer IB high (or low) to be sweptPRELON IB EXT— extension target at ±0.5× IB width beyond the sweep
Entry rules
- Window: 02:00–05:00 ET only
- Score: compute the bull confluence score from 6 signals:
- Anchor price > inner (01:00–02:00) midpoint
- Anchor price > outer (00:00–02:00) midpoint
- Inner-hour flow positive
- Higher-high drift across the 2 hours
- Anchor > midnight open
- Anchor > Asia midpoint (20:00–00:00)
- Classification: ACCUMULATION (<15pt width), BALANCE, TREND (drift > 40% of width), DISTRIBUTION (>40pt width)
- Fires on: STRONG BULL (score 5–6) or STRONG BEAR (score 0–1)
- Skips: ACCUMULATION class (these sweep both sides)
Target probabilities by classification
| Class | Magnet prob | Extension prob |
|---|---|---|
| TREND | 91% | 66% |
| DISTRIBUTION | 88% | 52% |
| BALANCE | 82% | 60% |
Backtest
n = 1,367 sessions, 5-year MNQ data:
STRONG BULL (score 5–6, n=537):
- Sweep IB high: 88.5%
- Sweep IB low: 50.5%
- Extension up: 61.5%
STRONG BEAR (score 0–1, n=427):
- Sweep IB low: 83.8%
- Sweep IB high: 53.4%
- Extension down: 57.8%
Yearly stability (Strong Bull IB high): 85 / 88 / 88 / 92 / 87 / 89% — very stable.
The Herman truth-test
This model was seeded from a Herman Trading chart claiming 100 / 80 / 0 / 20% for (sweep IB high / ext up / sweep IB low / ext dn) on a strong-bull ACCUMULATION setup. We pressure-tested the claim:
| Claim | Actual (n=32) | Verdict |
|---|---|---|
| IB high sweep: 100% | 90.6% | ✓ close enough |
| Ext up: 80% | 84.4% | ✓ matches |
| IB low sweep: 0% | 62.5% | ✗ wrong |
| Ext dn: 20% | 53.1% | ✗ wrong |
Bull setups absolutely do sweep the low — it’s a tight-range breakout-both-ways dynamic. The magnet-up edge is real; the “dual-side protection” claim is not. So we shipped the magnet, skipped ACCUMULATION entirely, and documented the caveat.
Why Tier 1 magnet
This is a touch signal, not a close-direction signal. The confluence score does not predict RTH close (bull_score=6 → lonUP 52.2% vs baseline 52.7% — zero edge). So the score is scoped to this model only; we don’t apply it as a broader regime flag.
History
- 2026-04-22 — Shipped. Magnet-only treatment, mirroring the AMD pattern. Extension lines added with per-classification probabilities.