Think about it logically. When is the most amount of volatility, volume, and actual institutional big money participants going to be involved in the market during these key hours? Great. That's a better time to look for trades. This is one of the areas that causes back testing to kind of lie to you because let's say you're entering all your setups based on the five minute model, right? So you wait for that sweep, that market structure break, that fair value gap, and then you're looking to enter on this pullback, okay? So that's the trade you're looking at, assume all the other things that we need are lined up to be looking for this setup on a low time frame. And we have another setup here, right? Same thing, same exact entry, right? Market structure, break, fair value gap. And this one does this, okay? It doesn't work out, it stops you out. Now, when you're back testing, every time you see this, especially early on, you're going to go and take this trade, right? So when this one occurs, you're going to say, you know what, man, it's negative one R. That's okay, that kind of happens, right? But some of these trades that are stopping you out, they might be avoidable when you add that filter of time on this setup occurring during one of the kill zones, as well as having all the other conferences that we're looking for is going to work. Maybe this one appeared Thursday during kind of dead hours, like 7 p.m., doesn't work. This one happened
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