Structured Edge publishes a trading plan for ES and MES futures every session. The plan is built from options positioning (where dealers are long or short gamma, where the walls are), live order flow (who is hitting the bid and the offer, where hidden size is sitting), and the day's structure (opening range, initial balance, value area, VWAP). Each trade setup carries a score, an entry, a stop, and targets, and is monitored live until it is done.

This guide walks the site from top to bottom, then shows you how to trade one of our setups, what it looks like when one fails, and how to use the same tools to find your own.

You don't need to master options theory to use the site. The regime tiles and the colour rules do the translating.

• ~08:50: Pre-Market Briefing lands in the Working report card: bias, key levels with dealer gamma, scenarios, watch-list.
• 09:30: Open. The zone chart's price line and volume profile start; the feed pill turns green.
• 09:36 / 10:30: Opening range and initial balance form. Their levels appear when they exist, not before.
• 10:15: First operational plan and first setups. Plans refresh hourly (11:00, 12:00, 13:00, 14:00, 15:00); setups are monitored every few minutes; price, profile, and icebergs update every minute.
• 16:10: End-of-Day Recap: chart, by-time-block narrative, teaching moments, setup ledger, tomorrow.

• Name and direction: LONG / SHORT, the anchor level, and the idea in one line.
• Score: confluence out of 10. 8+ exceptional, 6–8 high, 4–6 medium, below 4 low.
• Thesis: why. Read this before anything else.
• Geometry: drawn on a price scale: entry zone, stop and targets; Focus shows them against live price on the zone chart.
• Entry · Stop · TPs: with points and R.
• Live status: the pill that matters:

• Invalidation checklist: the exact conditions the monitor watches. A red ✕ with a time is what killed it.
• Revised: a live setup can be tightened by a later plan (entry, stop, targets). Dead setups are never revised. If the same idea comes back with different conditions it's a new card with a note: re-proposal of L…_N (killed HH:MM), conditions changed.
• Focus: pins the card beside the zone chart zoomed to its entry/stop/targets, with the invalidation checklist and the flow charts alongside.

Iceberg Supply Rejection Short: 7740 VWAP Resistance, published 08:53, score 6.0.

1. Read the thesis. Offers kept refilling at 7740–7747 (an iceberg at VWAP), and the plan expected supply to hold. Short 7738, stop 7742 (4 points, 1R), TP1 7734.25 (about 1R).

   

2. Check the chart. The VWAP tag where the thesis says, an iceberg band at the offer just above it, price under VWAP. Confluence is visible, not just scored.

   

3. Know what kills it. The checklist is your exit plan before you're in.

   

4. Trade it. Entry was met at 08:55 and TP1 traded at 09:05, +3.75 points (+0.9R on the stated stop). On the same read the monitor saw a bid iceberg under the level and marked the thesis dead, but the trade was already at target. The playbook's management (scale at TP1, stop to entry, let a runner try TP2) is yours to apply; the card grades to the first target so the record is conservative.

   

5. Close the loop. In the evening recap the setup appears in the ledger with its outcome, and the chart shows the ① iceberg at VWAP that made the trade.

   

Failed Balance Breakout Short: Today Open / PDL Rejection, published 12:09.

The short was dormant at 12:30: not invalidated, but its precondition (a rally to the 7711.5 cluster) hadn't been met.

At 12:55 session delta hit +18,686, through the 18,000 condition. DEAD. Institutional buying was overwhelming the range; the fade thesis was wrong, and the monitor said so before price proved it.

At 13:10 the plan proposed a different short at the IB high with different conditions. That's a new card with a provenance note, not a revival of the dead one. Treat it on its own merits.

The setups are our read. The tools are yours. A simple routine:

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1. 1Wall: a big gamma bar under a red or green tag
2. 2Flip: the amber tag; regime changes here
3. 3Profile edge: where the volume thins
4. 4Iceberg: someone is defending this price now
5. 5Price against VWAP

1. Regime first. Positive gamma → fade walls and profile edges. Negative gamma → trade breaks with the flow. The tile tells you which.
2. Find the level. A big gamma bar under a red or green tag is a level dealers defend. A composite tag (+2) is where several things agree. An iceberg band is proof someone is defending it right now.
3. Confirm with flow. Price at support with CVD rising and hedging flow turning up is a long worth taking. Price at support with CVD falling is a level about to break.
4. Check momentum. A zero-cross on the session path near your level is timing.
5. Size to the stop. Use the Risk framework: stop at the far side of the level, size so the stop is your max risk, first target at the next tag.
6. Write your own checklist. What would prove you wrong? The monitor's conditions are a template: a 5-min close through the level, CVD through a threshold, stacked imbalances against you.

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1. 1Put wall: the largest positive gamma below price
2. 2Price tests the wall
3. 3CVD holds while price makes a lower low: divergence
4. 4First target: the next tag above

• Bias: bullish / bearish / neutral with the "above / primary / invalidates" lines: where the bias holds, what to look for, what breaks it.
• ES last · Net GEX · VIX · Expected move · First plan: the numbers behind the day.
• Key levels today: each level with its tag colour and a dealer gamma bar beside it (blue positive, crimson negative). The CURRENT row is price. +1 on a tag means a composite. Pre-open you'll see Globex Open and ON VWAP (the overnight versions) because RTH levels don't exist yet.
• Market outlook: the narrative.
• Scenarios: the bullish and bearish paths, each with the levels that confirm it.
• Watching for: the checklist for the first hour.
• Economic calendar: today's releases.

• Summary: open, high, low, close, range, day type, and the story in two sentences.
• Session chart: 5-min candles with VWAP, level tags on the right, CVD, hedging flow, momentum panels, and the ①②③ markers.
• By time block: what happened in each part of the day and which setups triggered.
• Teaching moments: the ①②③: an iceberg that held, a failed continuation, a divergence, with what to notice and why it matters.
• Setups today: every setup published, when, direction, score, entry/stop, whether it triggered, outcome.
• Tomorrow: reference levels with distance from the close, closing gamma, what to watch, catalysts.

The recap page follows your theme choice. The dashboard's recap card shows the same chart and the ①②③ headlines.

1. Download the zip from the card.
2. NinjaTrader → Tools → Import → NinjaScript Add-On → select the zip. If asked to overwrite an existing StructuredEdgeLevels, choose Yes: that upgrades your copy.
3. Right-click an ES or MES chart → Indicators → add StructuredEdgeLevels.
4. Properties: level groups on/off, tiers, Longs / Shorts / Dead setups, gamma bars (side, length %, All/0DTE), iceberg zones. Levels refresh every few minutes; icebergs every minute.

ES prices draw identically on MES. Version shows in the indicator's properties header.

• One finger scrolls the page; drag sideways pans time. Hold a moment, then drag, to pan freely.
• Two fingers: drag to pan, pinch to zoom the axis you spread along.
• Drag on the price axis or the time axis to stretch just that axis. Double-tap to reset.
• Tags show price only; tap a line for its name. Icebergs are off by default on small screens; turn them on from the key.
• Landscape gives the zone chart room; Focus works in both.