ICT / Smart Money

ICT 20 Pips a Day — Asian & New York Session Scalping (No Daily-Profit Hype)

📅 10.07.2026⏱ ~7 min read✍️ Rafal (KBS)

Let's start by defusing the name, because half of trading internet feeds on it — from signal channels to "guaranteed income" courses: "20 pips a day" is the name of a model, not a promise of results. There is no strategy that pays every day — this one included. The concept's own author qualifies it as "almost every day", and in practice that means: there are days with two opportunities, and there are weeks in which the model generates none. The number 20 describes the geometry of a single trade — a 20-pip stop, a 20-pip target — not the state of your account on Friday. If someone is selling you this model as "a sure 400 pips a month", they're selling you snake oil. With that disclaimer out of the way, we can get down to business, because the strategy's skeleton itself is solid: a simple, session-based scalp on the sweep of short-term liquidity.

What the 20 pips a day model is

It's a minimal-effort ICT scalping strategy built around one repeatable phenomenon: the market regularly sweeps the short-term highs and lows of the previous session before moving on. Fresh, shallow extremes from the last few hours are the most accessible liquidity there is — day traders' stop-losses — and the algorithm reaches for it at the open of the next session windows. The model catches exactly that moment: sweep, rejection, quick return move.

The strategy plays out in two windows:

WindowTime (ET)What gets swept
Asian session8:00 PM–12:00 AMshort-term highs/lows from the late NY session
New York session7:00–10:00 AMshort-term highs/lows formed after the NY open

In practice most traders play the New York window, 7:00–10:00 AM ET — it's a comfortable slot that coincides with the New York killzone, while the Asian window falls in the middle of the night for anyone trading from Europe. An additional condition for NY: London should already have had its expansion and set the high or low of the day — then New York statistically retraces into the London range, and the sweep along the way is your setup.

Each window has two mirror variants (buying after a sweep of the lows, selling after a sweep of the highs), which gives four setups in total — but the mechanics of all four are identical.

Where does this model's edge come from in the first place — if there is one? From the information asymmetry around fresh extremes. A short-term high or low from a few hours ago is a level every market participant can see, and behind which stop-losses and breakout traders' orders park themselves mechanically. The algorithm delivering price uses those clusters as the cheapest place to fill large orders: it pushes the price beyond the level, consumes the liquidity waiting there, and turns back. The 20 pips model doesn't predict the direction of the day — it catches only that repeatable reflex of returning after the stops have been collected. That's why the environment step matters so much: on a strong expansion day the sweep doesn't turn back, it keeps going, and no M1 trigger will save you.

A word on position sizing, because 1:1 geometry is merciless toward casual money management: with a 20-pip stop you risk a fixed percentage of capital — sensibly 0.5–1% per trade — and derive the volume from that, not the other way around. A strategy with a 1:1 target must have a win rate clearly above 50% to come out ahead after costs; every loosened stop and every forced trade pushes that threshold against you.

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[Chart coming soon: M5 chart of the New York session — short-term lows form after the NY open, price sweeps them in a single move, an MSS to the upside prints on M1, a long entry with a 20-pip stop and a 20-pip target toward the London range]

How to play the 20 pips — step by step

  1. Do your homework: define the market environment. Consolidation, reversal or expansion on the higher timeframe? If the picture is unreadable — skip the day entirely. It's the first and most commonly ignored step.
  2. Set your chart to New York time. All the model's windows are counted in NY time; a broker-server or local timezone breaks the hours.
  3. Pick one window. Asia (8:00 PM–12:00 AM ET) or New York (7:00–10:00 AM ET). One — not both on the same day.
  4. Mark the short-term liquidity on M5. For Asia: fresh highs and lows from the late New York session. For NY: highs and lows formed after the New York open.
  5. Wait for the sweep. Price must actually break the marked extreme and collect the stops — we explain the difference between collecting liquidity and running through it in Liquidity Sweep vs Liquidity Run. No sweep, no trade.
  6. Drop to M1 for the trigger. After the sweep you wait for an MSS against the direction of the sweep, or for a clear rejection (a strong candle closing back beyond the level).
  7. Enter on the close of the confirmation candle or on the retest. Long after a sweep of the lows, short after a sweep of the highs.
  8. Stop: 20 pips. Target: 20 pips. Rigid 1:1 geometry. When the target is hit you bank the profit on most of the position; any remainder can be run further with a trailed stop — but only AFTER the base is secured.

The whole trade usually lasts from a dozen-odd minutes to an hour. It's a model for someone who wants one clean play a day, not a morning-to-night screen session — once the target is delivered (or once it's clear there'll be no sweep today), you close the platform instead of "just having one more look".

Example: the New York window on EUR/USD

Tuesday. London has been selling off since the morning and set the low of the day at around 5:30 AM ET — your precondition is met: NY will likely correct upward, into the London range. At 7:00 AM ET you open the M5 chart and watch the first New York candles: by 7:40 AM two shallow, nearly equal lows have formed. You mark them — that's your liquidity.

At 8:10 AM price drops below both lows in a single push, pulls the stops and stalls. You drop to M1: within eight minutes the market breaks the last local structural high — an MSS to the upside. You enter long on the retest, stop 20 pips below the entry (and below the swept low), target 20 pips higher, toward the London range. The target hits at 9:05 AM. Work is done for the day — a second setup in the same window is just asking to give the profit back.

And now the honest flip side of the coin: on Wednesday London goes nowhere, NY has nothing to correct, no lows form after the open — and the model gives you nothing. That is not a broken day. That is a day the strategy earned by not losing. The even worse variant is a Thursday with CPI at 8:30 AM ET: the news candle sweeps everything on both sides and no short-term level means anything. Days with a red macro print inside the New York window get crossed off the model's calendar in advance — that's part of the step-one homework, not an improvisation at 8:25.

Common mistakes

The 20 pips model is a good first approach to ICT-style scalping: one session, one pool of liquidity, one trigger, fixed risk. Once you've mastered this version, the natural next step is ICT scalping with OTE and killzones — bigger targets at 1:2–1:3 asymmetry — and then the full trading day described in the ICT intraday strategy. Before you add anything, though, test this model on a demo account for at least a month and compute your own statistic: how many days actually produced a setup. That number will tell you more about "20 pips a day" than any name ever will.

FAQ

Does the ICT 20 pips a day strategy really make 20 pips every day?
No — and no strategy does. \"20 pips a day\" is the model's name, not a guarantee of results. The concept's own author qualifies it as \"almost every day\": there are days with several opportunities and days with no setup at all, and the latter should be skipped entirely. The 20 pips describes the size of the target and stop in a single trade, not a certain daily income.
What timeframes is the 20 pips model traded on?
On M5 you mark the short-term highs and lows (the liquidity to be swept), and on M1 you wait for the trigger — a Market Structure Shift or a clear price rejection after the sweep. The stop and first target are fixed at 20 pips each (a 1:1 ratio); you can only run the remainder of the position after the target has been banked.
Does the 20 pips model work on crypto?
The mechanics do — a sweep of short-term liquidity and a structure shift on M1 look identical on BTC. What doesn't work is the literal \"20 pips\": on crypto, convert the target and stop into a percentage or ATR (e.g. 0.3–0.5% on BTC) and trade the New York window, 7:00–10:00 AM ET, where liquidity is deepest.
Rafał — Strefa Tradingu / Krypto Bez Ściemy
Rafał — Krypto Bez Ściemy

Trader and founder of Strefa Tradingu. He’s been breaking crypto down on YouTube for years — no hype, no signals, with a focus on market structure and risk management.

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