ICT Venom Model — The 90-Minute Sweep Strategy (2025)

Venom is the youngest model in the ICT arsenal — Michael Huddleston unveiled it in April 2025, and the phrase "venom model" has been all over trading Twitter ever since. The idea is brutally simple: the market builds a 90-minute range before the US stock market opens, and right after the open it "poisons" retail traders — it breaks an extreme of that range, collects their stops and reverses hard. Whoever understands this sequence isn't the victim of the sweep but its beneficiary. In this article we take the Venom Model apart piece by piece: where the 90-minute window comes from, what the bullish and bearish versions look like, what the FVG + BPR confirmation is, and which mistakes to avoid. No "50–80 ticks a day" promises — just the realism this model demands.

What is the Venom Model

The Venom Model is a complete intraday strategy built on the two pillars of ICT: time and liquidity. The mechanics work like this: although the US stock market officially opens at 9:30 AM New York time, electronic trading in index futures has been running since 8:00 AM ET. Those 90 minutes — from 8:00 to 9:30 AM ET — form a defined range of early price action: an initial range with a clear high and low.

Above the high of that range sit buy stops (the stop losses of shorts and the orders of breakout traders); below the low sit sell stops. These are ready-made liquidity pools. When the regular session kicks off at 9:30 and real volume enters the market, the price-delivery algorithm very often heads there first: it breaks one of the range extremes, triggers the orders, collects the liquidity — and turns around, resuming the move in the day's dominant direction.

The name is no accident. The move "poisons" positions opened on the breakout: buyers of the break above the high end up buying the top of the sweep, sellers of the break below the low end up selling its bottom. ICT compares it to a mamba's strike: a fast, deceptive hit and an instant retreat.

If you know Power of 3, you'll recognise the pattern immediately: the 90-minute window is accumulation, the sweep after the open is manipulation, and the reversal plus the directional move is distribution. Venom is, in practice, AMD anchored to the hard clock of the NYSE open.

Two variants: bullish and bearish

Bullish Venom. On a day with a bullish bias, price after the 9:30 AM ET open usually dives below the low of the 90-minute range, collects sell-side liquidity and turns back north. The push below the low leaves behind a Fair Value Gap, and the violent return higher prints a second FVG — in the opposite direction. Two overlapping gaps facing opposite ways form a Balanced Price Range — the calling card of this model.

Bearish Venom. The mirror image: on a down day, price after the open breaks the high of the range, collects the buy stops of trapped buyers and aggressively turns south. The sequence of an FVG up + an FVG down = a BPR, then a shift in structure and a continuation of the sell-off.

Which variant to trade is decided by the daily bias established before the session — not by guessing on the fly. Bullish bias = you wait exclusively for a sweep of the low. Bearish bias = exclusively for a sweep of the high. A sweep in the "wrong" direction is information telling you to stand aside, not an invitation to flip your plan mid-flight.

The conditions step by step

The full checklist for the play — using the bullish variant as the example (the bearish one is traded as a mirror image):

1. Be at the chart at 8:00 AM ET. The window runs until 9:30 AM ET.
2. Mark the high and low of the 8:00–9:30 range. These are the two reference lines of the entire model.
3. Establish your bias. Bullish day — you expect a sweep of the low. Bearish day — a sweep of the high.
4. Wait for the 9:30 AM ET open. No positions before the open — the open itself is the catalyst.
5. Watch for the liquidity sweep. Price dips below the range low (bullish variant) and triggers the sell stops.
6. Check whether the push down left an FVG. The liquidity-grabbing move should be dynamic enough to print a gap.
7. Wait for the violent reversal and the BPR. The return higher prints the opposite FVG; the overlap of both gaps = a Balanced Price Range.
8. Wait for an MSS or CISD. Structural confirmation on a low timeframe (M1–M5): a Market Structure Shift or a CISD. The BPR alone can be false — structural confirmation filters out most of the losers.
9. Enter on the retracement into a PD Array. Price returning to the FVG, order block or breaker block from the reversal leg.
10. Stop loss: a dozen or so ticks below the bottom of the sweep. Not at the very bottom — that's where stops get hunted on the second test. The buffer is mandatory.
11. Take profit: the opposite extreme of the 90-minute range. That's the first target. Extended targets: the previous day's high/low, the week's extremes, equal highs/lows.

You can enter more aggressively — right on the BPR formation, with a smaller stop and better risk-reward — but a BPR without an MSS/CISD fails often enough that for most traders the more patient version comes out ahead.

A worked example

NQ futures (NASDAQ-100), a day with a bullish bias on the daily. Between 8:00 and 9:30 AM ET the market builds a range spanning a few dozen points. At 9:31 the first wave of supply knocks price a dozen or so ticks below the range low — on the M1 you can see a clear impulse down that leaves an FVG. Two minutes later a full-bodied demand candle prints: price climbs back above the range low, leaving a bullish FVG behind it exactly at the height of the earlier bearish gap. We have a BPR.

On the M1, price breaks the last local corrective high — MSS confirmed. Entry on the pullback into the BPR zone, stop 15 ticks below the bottom of the sweep, first target at the high of the 90-minute range. Price gets there in under half an hour; the remainder of the position rides to the previous day's high. A textbook play — and it's worth adding honestly: not every day looks like this. On days without a clean sweep in the first 30 minutes after the open, the model simply doesn't occur, and the only correct play is no play at all.

A word on risk, because Venom gets sold with the "50–80 ticks a day" pitch: a tick on NQ is 5 dollars per contract, so a stop of 15–20 ticks means 75–100 dollars of risk on a full contract — on the micro (MNQ), ten times less. Start with micro contracts and 0.5–1% risk per trade, keep separate statistics for each of the three windows, and remember that someone else's "ticks per day" numbers commit you to nothing: an edge only exists once you can see it in your own journal, on your own entries.

Alternative windows and markets

Venom isn't exclusively a New York open model. Its foundation is the 90-minute window, which ICT points to in three slots:

• 1:30–3:00 AM ET — the around-London window, convenient for traders in Europe,
• 8:00–9:30 AM ET — the main window, with the NYSE open as the catalyst,
• 12:00–1:30 PM ET — the afternoon window, around the New York lunch.

The model was designed for US index futures: NQ (US100) — the cleanest price delivery thanks to market depth, ES (US500) — the most liquid reference point, YM (US30) — slower, but repeatable on news days. Transplanting Venom wholesale onto forex or commodities produces unstable results, because there the 9:30 open isn't a real catalyst.

And crypto? BTC and ETH trade 24/7, so they have no "stock market open" — but they have something related: the arrival of US volume around 9:30 AM ET, clearly visible in the data since the spot ETFs. The 8:00–9:30 AM ET range on BTC is often respected much like on the indices, just without any guarantee of the same statistics. Honest advice: if you want to trade pure Venom — trade the indices; if you carry it over to crypto, treat it as your own experiment and first check on historical data and in your trading journal whether the sequence occurs on your instrument at all. Session ranges and FVG/OB zones on your TradingView chart can be drawn automatically by our SRL indicator — no more hand-drawing rectangles at 8:00 AM.

Most common mistakes

• A position before 9:30. The market open is the model's catalyst. Entering before the open is front-running a setup that doesn't exist yet.
• Trading the BPR alone. The BPR is a preliminary confirmation and it can fail. An MSS or CISD on a low timeframe cuts out most of the false signals — this step is non-negotiable.
• The wrong instrument. The model was designed for US index futures. On currency pairs and commodities the sequence is irregular, because the opening catalyst is missing.
• A stop at the very extreme of the sweep. The second test can reach deeper than the first. A buffer of a dozen or so ticks is part of the model, not an option.
• Closing the whole position at the BPR. The first legitimate target is the opposite extreme of the 90-minute range. Cutting earlier leaves most of the move on the table.
• Forcing the model on a quiet day. No clean sweep in the first 30 minutes after the open = a range day. You sit on your hands or wait for the 12:00–1:30 PM ET window.
• Ignoring the alternative windows. The 1:30 AM and 12:00 PM ET windows produce setups too — by limiting yourself to the morning one, you skip two-thirds of the opportunities. For a trader in Europe, the 1:30–3:00 AM ET window falls in the local morning and is often the most convenient logistically.

The Venom Model is a good illustration of what the ICT methodology really is: not a magic indicator, but a repeatable sequence of time and liquidity — range, sweep, reversal, confirmation, entry. Before you put your first real money on it, read up on Power of 3 (the AMD skeleton Venom stands on), the Balanced Price Range (the key confirmation) and the Market Structure Shift (without it there is no entry). And then — at least a few dozen reps on a demo account and in a journal before the market ever sees your money.

FAQ

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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