Random concept: from trading concepts to event frequencies
Video in Russian “РАНДОМ КОНЦЕПТ”, 31 October 2026, 17:38.
What the video is about
The author tells how he started with a popular setup around the 09:00–10:00 New York window and came to the idea of counting event frequencies; this grew into algo levels and the new Research subsection Sessions and pool sweeps.
The subsection shows how often one session sweeps another session's highs and lows and what happened after: for example, Europe plus 6 hours swept the Tokyo high in about 81% of cases, and a continuation of up to 0.5% after the US session swept the European high occurred in more than half of cases.
The author's main hypothesis: a day or a month is the product of an unknown number of independent random events; no theory explains the market, but one can count how often price moved a set distance within a set window after a specific event. The video is in Russian.
Key claims
- By the author's calculations, tying statistics to news changes them only within the error margin; weekdays matter more: on Tuesdays and Thursdays price is on average more volatile than on Mondays.
- In the Sessions and pool sweeps subsection, matrices show which session sweeps the highs and lows of which pools; a few hours after the session end can be added.
- Europe plus 6 hours swept the Tokyo high in about 81% of cases, the London high in about 82%, and the previous day's pre-market high in about 30% (data as of 31 October 2026).
- By the author's count, the setup on the 09:00–10:00 New York window worked in about 10% of cases (data as of 31 October 2026).
- After the US session first swept the European high, an untouched Asian high on the same side was swept by the session end in about 77.5% of cases (data as of 31 October 2026).
- After such a sweep, a continuation of up to 0.5% by the end of the US session occurred in more than half of cases; pullbacks were slightly less frequent — 42 to 64% depending on size (data as of 31 October 2026).
- The author does not rely on candle patterns: he enters on an event and a cheap/expensive zone with a conditional stop, without tying it to a fixed ratio of risk to profit.
Chapters
- 0:00 — How it started: the 09:00–10:00 setup
- 2:07 — Quantiles and cheap/expensive: the origin of algo levels
- 3:31 — News and weekdays
- 4:17 — New subsection: sessions and pool sweeps
- 6:11 — What happens after a sweep
- 8:06 — Continuation and pullback after a sweep
- 9:59 — An event model instead of AMD
- 11:30 — Main hypothesis: a market of random events
- 13:49 — The chart as a chain of events
- 15:35 — How the author enters a trade
Transcript
The video is in Russian. The full Russian transcript is on the Russian page.
Questions about the video
What does “the market is a product of random events” mean?
The author believes a day or a month consists of an unknown number of independent events that cannot be predicted. One can only count how often price moved a set distance within a set window after a specific event.
What does the Sessions and pool sweeps subsection show?
How often one session swept another session's highs and lows and what happened next: continuation, pullback and their sizes. The numbers can be filtered by year and other conditions.
Does 77.5% mean the Asian high will be swept?
No. It is the share of historical cases where it happened, not a forecast for a given day. Check the sample size too: some cells in the video cover only a few days.
How to read the numbers
Numbers are given as stated in the video on the recording date, 31 October 2026. After Research studies are recomputed they may differ.
Historical frequencies are not individual investment advice and do not guarantee repetition. Hypothetical results do not reflect real trading (CFTC Rule 4.41 principle).
Next: how it is computed, glossary, all videos.
Author — Georg Vahi · Video published 31 October 2026