Liquidity-Led Strategy. Precision-Aligned.
Modulor’s execution model blends high-resolution liquidity theory with discretionary precision. Trades are constructed through the identification of engineered imbalances—where liquidity pools have been swept, market structure fractures, and inefficiencies emerge.
Entries are formulated after dislocations in price structure—typically near key supply/demand imbalances—validated through structural alignment, range inducement behaviour, and price response at displaced levels. These zones often align with the aftermath of buy-side or sell-side liquidity events, where price rebalances through inefficiency.
The system is applied across all major liquid markets—crypto, FX, metals, and indices—and is adaptive to both intraday and swing conditions. It is designed to capture defined asymmetry without reliance on trend. Risk is structured through a forgiving R:R profile, supported by tight invalidation and clearly defined liquidity exits.
While our core focus is short-horizon, high-conviction execution across liquid derivatives, we occasionally develop high-probability macro theses when broader structural dislocations emerge. These may include ETF positioning, directional equity plays, sector rotations, or thematic exposures aligned with macroeconomic catalysts.
Each idea is built on clear conviction — grounded in market structure, liquidity flows, and fundamental context. These are structured outlooks — framed with defined entry levels, calibrated risk, and asymmetrical outcome profiles. Those who’ve acted on them selectively have seen material results.