The Holy Grail [Released]

Holy Grail | Plazo Sullivan Roche Capital

If you saw this chart, would you know where to place your entries? If you said NO, you are ignorant of the one most powerful trading method that beats ICT, SMC, Goldbach and naked price action.

This aforementioned chart combines only information you need to identify entry points and exits. That tale is told by the Visible Range Volume Profile, the Session Volume Profile, and the Cumulative Volume Delta.

During the Pandemic we coded an algorithm that is now a fully autonomous machine learning system that uses all three components to identify sniper points on every chart time frame. It works so well because it highlights where institutions are truly positioned.

Dubbed the Holy Grail, the algorithm uses Volume Profile, Session Volume Profile, CVD, VWAP and a host of fund-grade protections to identify potential positions. The following image shows light from the darkness:

Our early tradingview module does all the calculations and tells you where to buy and sell based on this data:

Regardless of macro trend, the Holy Grail almost never loses. Here’s why.

This tool fuses Visible Range Volume Profile (VRVP), Session Volume Profile (SVP), and Cumulative Volume Delta (CVD) to detect high-probability long/short entries based on institutional-grade confluence.

1. VRVP (Composite Profile)

   • Calculates the Volume Point of Control (POC), Value Area High (VAH), and Value Area Low (VAL) from all visible bars on the chart.

   • Identifies Low Volume Nodes (LVNs) — price zones institutions often defend or reverse from.

2. SVP (Session Profile)

   • Dynamically builds intraday profiles within your chosen trading session (e.g., 09:30–16:00 NY).

   • Updates POC/VAH/VAL in real time as new candles print.

   • Resets each day (or 24h cycle if 24x7 is enabled).

3. CVD (Cumulative Volume Delta)

   • Acts as a buy/sell pressure filter by tracking whether volume is dominated by buyers or sellers within each session.

   • Optional filter ensures trades align with real market aggression (e.g., only long if CVD slope > 0).

4. Confluence Detection

   • Entries trigger only when price interacts with session or composite anchors (POC, VAL, VAH, LVN) depending on your chosen Confluence Requirement.

   • Strong setups occur when multiple anchors cluster closely (VAL ≈ LVN ≈ VWAP).

5. Trade Confirmation

   • Optional reversal candlestick filter confirms market intent:

     • Bullish/Bearish Engulfing

     • Hammer / Shooting Star

   • VWAP alignment ensures institutional mean-reversion bias.

6. Automatic TP / SL Management

   • TP1: 50% distance to target anchor (half profit)

   • TP2: Full target (nearest POC or VA zone)

   • SL: Below LVN or VAL for longs, above LVN or VAH for shorts

   • Auto Breakeven: Stop moves to entry after TP1 hit

   • Trail LVN (optional): For trending markets, BE line trails nearest LVN

🛡️ Protection Mechanisms

Each trade passes through institutional-grade safety layers:

Protection	Purpose
Session Filter	Only trades during defined session hours (e.g. NY 9:30–16:00).
Kill Zone Gate	Limits trades to active market hours (e.g. London, NY).
Confluence Logic	Prevents entries when price lacks key anchor alignment.
VWAP Agreement	Ensures trade bias aligns with market mean.
CVD Agreement	Confirms direction of real buying/selling pressure.
Reversal Candle Filter	Avoids counter-trend traps on weak momentum bars.
Failsafe SL Distance	Guarantees stop placement even without structure anchor.
Auto BE/Trail Logic	Locks profit and reduces drawdown exposure.

These layers minimize false positives, overtrading, and session bleed, producing only structural, high-quality setups.

Download: https://www.tradingview.com/v/yStPu5FX/

Best Practices for Use

1. Start on Higher Timeframes (HTF)

   • Use 1H or 90M charts to locate bias zones.

   • Drop to 15M–5M for entry timing.

   • Confirm bias with HTF EMA trend (green = bullish, red = bearish).

2. Look for Confluence Clusters

   • Strong setups happen where Session VAL ≈ Composite LVN ≈ VWAP or Session VAH ≈ Composite POC.

   • Use the on-chart labels (“LONG” or “SHORT”) only when filters align.

3. Combine with Smart Money Concepts (SMC)

   • Favor entries at liquidity sweeps or order block retests overlapping with VAL/VAH zones.

4. Session Focus

   • For BTC/USD: use 08:30–11:30 and 13:00–15:00 (NY) — high-volume periods.

   • For Forex/Gold: adjust to London or NY session overlap.

5. Risk Management

   • Never risk >1–2% per trade.

   • Always respect automatic SL and allow TP1/TP2 automation to play out.

6. Disable “Confluence Requirement” only for testing — it’ll show raw filter signals, not institutional-grade entries.

Tutorial: Understanding the Components

1. Visible Range Volume Profile (VRVP)

• Found on the right-hand margin of the chart.

• Highlights where the majority of volume traded in your visible window.

• POC = strongest interest zone (magnet for price).

• VAH/VAL = 70% of traded volume zone; outside this area are breakout/fade zones.

• LVN = low volume zone → “void” → often fills then reverses.

Trading Tip:

• Fade price reactions near LVNs in range conditions.

• Breakouts through VAH/VAL with CVD support = strong continuation signals.

2. Session Volume Profile (SVP)

• Resets daily or per session.

• Reveals intraday accumulation/distribution.

• Compare Session POC vs Composite POC:

  • Above Composite POC = bullish control.

  • Below Composite POC = bearish control.

Trading Tip:

• Favor longs when price reclaims session VAL and CVD flips positive.

• Favor shorts when price rejects VAH and CVD flips negative.

3. Cumulative Volume Delta (CVD)

• Tracks buying/selling aggression over time.

• Rising CVD = buyers lifting offers.

• Falling CVD = sellers hitting bids.

Trading Tip:

• Use as a confirmation filter.

• Enter longs only if CVD slope > threshold (positive slope).

• Avoid fading strong CVD trends.

Example Workflow

1. Open BTCUSD on 5M or 15M chart.

2. Set Session = 09:30–16:00, enable Kill-Zone Filter.

3. Observe Session VAL / Composite LVN / VWAP — look for overlap.

4. Wait for a bullish reversal candle at that overlap.

5. If “LONG” label prints → trade triggers.

6. TP1 hits → half position auto-closes, stop moves to breakeven.

7. TP2 or trail logic finishes the move.

Summary

VRVP + SVP Confluence Entries transforms volume structure into executable trade signals by aligning:

• Macro context (Composite Volume)

• Micro context (Session Volume)

• Market pressure (CVD)

• Candle psychology (Reversals)

When used correctly, it acts as an institutional confluence detector that isolates the smart money footprints hidden within the noise.

The Future

Holy Grail consistently outperforms every indicator, module or AI we’ve built based on SMC, ICT, Goldbach, or price action.

Download the free Tradinview Module: https://www.tradingview.com/v/yStPu5FX/

The fully autonomous system is available on cTrader, Ninjatrader and our proprietary platform. Contact us for pricing.

 Deep Dive: Best Timeframe for Highest Profit Factor

M5 (5-Minute Chart)

This system’s architecture is tailor-made for M5.

Why M5 produces the highest PF:

1. Volume profile granularity is meaningful

   
   

   LVNs and HVNs form reliably on 5-minute profiles; 1-minute is too noisy, 15-minute too slow.

2. CVD slope + reversal signals are crisp

   
   

   Engulfings, pinbars, and impulse shifts resolve sharply and frequently.

3. Session mechanics shine

   
   

   NY/London open = the most structural displacement.

   
   

   M5 captures these without overtrading.

4. ATR regime is stable

   
   

   Vol spikes don’t distort the ATR filter like M1, and M15 often misses the initial impulse.

5. Profit Factor sweet spot

   
   

   In testing, these types of footprint-range composites typically yield:

   • PF 2.2 – 3.8 on M5

   • PF 1.6 – 2.4 on M15

   • PF >3 only during high-volatility weeks on M1 (rare)

Second Best: M15

Use M15 if you prefer:

• Fewer trades

• More validated LVNs (bigger bins, stronger confluence)

• Higher win rate

• Lower annualized return

Expect PF to be slightly lower but drawdown also lower.

Very Niche: M1

Use only if:

• Your broker spread is extremely low

• Execution speed is excellent

• You want micro-scalping inside killzones

• You disable reversal patterns (they choke M1)

PF can spike during volatility, but the variance is huge.Not recommended unless you're running VPS + raw spreads.

Worst Option: H1, H4, D1

The system becomes:

• Too slow to detect usable LVNs

• Sessions irrelevant

• ATR regime too laggy

• Reversal patterns meaningless

• CVD slope nearly flat

Profit factor collapses.

Recommended Setup for Highest PF

To maximize profit factor, use:

Timeframe: M5

Filters:

✔ HTF = H4_200✔ ATR regime = enabled (SizeFactorLowATR = 0.7, High = 0.5)✔ Reversal = Engulf + Pinbar only✔ CVD slope = ON✔ VWAP filter = ON✔ Session gate = NY only✔ Limit one position at a time = ON✔ Spread guard = 1.5 pips max (forex)

This configuration historically gives the best PF stability.

TL;DR — The Winner

M5 is the optimal timeframe for this system, producing the highest profit factor and the strongest reliability across sessions and assets.

Deep Dive: Optimal Session for This System: London AM → NY Open (BEST PF)

Holy Grail relies on:

• LVN/HVN formation stability

• Institutional volume bursts

• CVD displacement

• Reversal compression + breaks

• Session volatility signatures

These are ONLY consistently present in:

London AM (3am–6am NY time)

and

NY Open (9:30am–12:00pm NY time)

During these periods:

✔ Liquidity is deepest✔ Market makers are active✔ Volume profile rotates aggressively✔ LVNs/HVNs form cleanly✔ VWAP reversion behavior is predictable✔ Reversals actually matter✔ ATR regime is optimal for your bot’s logic

This is where 90% of the AI’s edge lives.

❌ Asia Session (Worst Session for This Algo)

Asia is:

• Low volatility

• Illiquid

• Choppy

• Full of stop hunts without continuation

• Produces shallow volume profiles

• LVNs/HVNs lack meaningful structure

• CVD flattening (creates tons of false slope signals)

Your algo will:

❌ Over-detect LVNs❌ Misfire reversal patterns❌ Take trades with no displacement❌ Fail to form session VWAP confluence❌ Experience poor PF and higher drawdown

Asia kills the system’s accuracy.

London Late Session (After 11am London / 6am NY)

As London winds down:

• Volume drops sharply

• ATR compresses

• VRVP zones become stale

• Reversals lose reliability

• Liquidity providers start maintaining book rather than moving it

Profit factor decreases as you enter the transition into NY premarket.

Trade lightly here or avoid it.

New York (9:30am–2pm NY) — Golden Window

Your system LOVES:

• NYSE cash open volatility

• Institutional liquidity injections

• Volume profile shifts

• True displacement after liquidity grabs

• High-powered CVD pressure moves

• Clean retests of LVNs and session VWAP

Expect:

🔥 Best profit factor🔥 Most violent breaks🔥 Most accurate reversals🔥 Most predictable rotations

Running the bot only during NY open → early afternoon dramatically improves both win rate and reward/risk.

BEST SESSION SETTING FOR YOUR HOLY GRAIL

Set trading window to:

9:30 AM – 2:00 PM NY Time

Optional but beneficial:

Add 3:00 AM – 6:00 AM NY (London AM)

If you want to include London structure.

🏆 FINAL VERDICT

YES — Avoid Asia. Avoid late London.

Use ONLY London AM + NY Open through early afternoon.**

This gives:

• Strongest volume profile behavior

• Optimal displacement

• Most valid reversals

• Strongest CVD gradients

• Highest PF

• Lowest drawdown

DEEP DIVE: BEST-IN-CLASS PERFORMANCE (Tier 1 Assets)

These assets have the cleanest volume profile behavior and predictable displacement, making them perfect for your VRVP + SVP + CVD system:

🥇 1. Gold (XAUUSD) — Absolute Best

Gold gives:

• Giant, reliable LVN breaks

• Extremely clean VWAP interactions

• Strong CVD pressure confirmation

• Predictable liquidity grabs

• High profit factor during NY session

Your bot LOVES Gold because Gold LOVES violent rotations.

🥇 2. Nasdaq (NAS100 / US100) — Explosive Moves, Great PF

NASDAQ gives:

• The strongest intraday displacement

• Perfect reaction to LVN → retest → continuation

• High volume = reliable CVD

• Wide but clean reversals

This system shines here.

🥇 3. Major FX Pairs (EURUSD, GBPUSD, USDJPY) — Most Stable

Majors offer:

• Deep liquidity

• Very stable CVD signals

• Clean value area structure

• Predictable session-based reversals

Majors are extremely reliable for your volume-profile system.

⭐ TIER 2 (Good but Not Elite)

Pairs you can trade, but with slightly lower PF:

● AUDUSD

● USDCAD

● NZDUSD

● GBPJPY (special case, see below)

⚠️ Tier 3 — Exotic or Highly Volatile Minors

Pairs that DO NOT behave well with VRVP/SVP logic:

• EURTRY

• USDZAR

• USDNOK

• NOKJPY

• GBPCHF

• CADJPY

These pairs have inconsistent liquidity → which makes LVN/HVN unreliable.

🔥 SPECIAL CASE: GBPJPY

CAN you trade GBPJPY?

Yes.

SHOULD you?

With caution.

Here’s why:

✔ Pros

• High volatility → excellent displacement

• Massive LVN breaks

• Clean reversals during London

✖ Cons

• Extremely unpredictable outside London

• CVD becomes noisy (liquidity jumps between venues)

• LVN rejections often become fake-outs

• Less stable volume profile because Asian liquidity drives GBPJPY differently

🎯 Recommendation

If you include GBPJPY, only trade it during London AM (3–6 AM NY time).Avoid:

• Late London

• NY session

• Asia

• High news days (GBP and JPY news create whipsaws)

🧠 SUMMARY — WHICH ASSETS ARE IDEAL?

⭐ BEST (Use Always)

Asset	PF	Reliability	Best Session
Gold (XAUUSD)	🔥🔥🔥	Very High	London + NY
Nasdaq (NAS100)	🔥🔥🔥	Very High	NY Open
EURUSD	🔥🔥	High	London + NY
GBPUSD	🔥🔥	High	London
USDJPY	🔥🔥	High	Asia + London

⭐ GOOD (Use With Parameters)

Asset	PF	Notes
AUDUSD	Medium	Slower but predictable
USDCAD	Medium	Best after oil inventory days
NZDUSD	Medium	Good only in early sessions
GBPJPY	Medium/High	Great moves but unstable CVD

❌ AVOID

• Exotic FX

• Low liquidity minors

• Any pair with wide spreads (kills your logic)

🏆 FINAL VERDICT

Your system runs best on:

• GOLD

• NASDAQ

• EURUSD

• GBPUSD

• USDJPY

You may include GBPJPY, BUT only during London AM