The one-page plan

M7.04 built the plan’s skeleton: eight boxes. This lesson puts meat on it: a complete annotated example, and the skill nobody teaches, which is using the plan at 10:00 ET (21:00 ICT, US summer time) with real money working and your heart rate up. A plan you cannot read mid-session is decoration.

A one-page plan (kế hoạch một trang) is your trading rules compressed so that any line can be found and read in a few seconds Definition. Everything on the example page below, from the risk per trade to the drawdown ladder, is a house rule: a policy you choose and write down, not a measured fact House rule.

The annotated example (one page, eight boxes plus two extra lines, each explained):

Markets: NQ/MNQ, 09:30–13:00 ET only (20:30–00:00 ICT in US summer time, 21:30–01:00 in winter). (Why: this trader’s own journal says their trading is best in the first half of the cash session; everything outside is pre-refused.) Setups: (1) rejection at prior extremes, (2) breakout with acceptance at an IB edge. (Two setups: the exclusion of everything else is the point.) Entries: M6.04 (rejection), M6.02 and M6.03 (breakout, retest). (Each setup maps to its entry family; no improvisation.) Risk: 1% ($50 on $5k), contracts from the M6.09 formula. (Dollars fixed; contracts derived, every trade.) Limits: −2R day stop, +3R day cap. (M7.08: the session’s walls.) Re-entry: at most one re-entry per setup (two entries in total), 15-minute cooldown, same or smaller risk. (M6.10: the revenge firewall.) Routine: routine finished by 09:20 ET, each trade logged within 5 minutes, review at 13:30 ET. (M7.01–M7.03 in one line.) Review: Sundays: adherence and the per-setup log; plan changes happen only here. (M7.11.) Drawdown rules: −6R week → half size; −15R → back to sim. (M7.08: the escalation ladder, set from your own drawdown history.) My three urges (pre-refused): change methods in drawdown / size up to recover / skip setups after losses. “I will not.” (M7.08: the distortion forecast.)

Two things the page does not say, and you should know. First, neither example setup has an edge shown on NQ: rejection and breakout entries were tested and not supported (M6.04, M6.02) Lore, and the prior extremes they trade at were respected no more often than random prices in our lab’s level test (M5.01) Measured: no edgeNasdaq index. The plan does not make a setup good; it makes you trade it the same way every time, so that your own log can measure it. Second, the limits (−2R, +3R, −6R, −15R, 15 minutes) are starting points, not tested thresholds; M7.08 shows how to set them from your own drawdown history.

If you trade an evaluation or funded account, the firm’s daily loss limit and contract cap go on the page as fixed lines, copied from its help center with the date you read them. Where the firm’s limit is tighter than yours, the firm’s wins. The Prop Firm course covers those rules.

Using it mid-session: the 60-second lookup

A setup forms. You don’t think; you look up. Eyes to the plan: is this one of my two setups? (yes or no) → which entry family? → what is the stop logic? → how many contracts for $50 of risk? → does this breach the re-entry count? Sixty seconds, five lookups, zero invention. The plan turns the M0.06 four questions into a reference card.

When the plan is silent: the plan covers your trading, not every market event. News spike with no setup? The plan says nothing, because “nothing” is the answer: no setup, no trade (M7.02’s never-list). Silence is a decision the plan already made.

The plan vs the journal: the plan says what you will do; the journal (M7.03) says what you did. The weekly review (M7.11) compares them. That gap, plan vs reality, is the performance review that matters most while your sample is still small.

What the data says

Worked example: the lookup in action

A synthetic day, NQ, no real date. 11:20 ET (22:20 ICT, US summer time). NQ pushes through the IB high at 21,250, which today is also yesterday’s value area low. Pulse up. The trader looks at the plan, not the chart:

1. Setup? “Breakout with acceptance at an IB edge”: yes.
2. Entry family? M6.02: a close beyond the level plus at least one supporting check. They count. Close 21,252.25, 9 ticks above: yes. Break candle range 5.25 points against an average of about 8, so short of the 1.5× it needs: no. Volume beyond the level: lighter than the bars before it: no. The 11:25 bar retests and closes back inside at 21,248.50: no.
3. Result of the lookup: one check, no entry. They stand down.

Twenty minutes later the break has failed and price is about 30 points lower. The trader did not “predict” anything; they executed a lookup.

The mirror and the failure. Change the path: the 11:20 candle is wide, volume is heavy, and the retest holds. The same lookup now says enter, with the stop back inside the broken level and size from the M6.09 formula. On that path the trade can still be stopped out, and on a third path the narrow break you skipped runs 40 points without you. Neither outcome says the lookup was wrong. The lookup decides how you trade; whether breakout entries make money for you is answered only by the per-setup log over many trades (M7.07 shows how wide the luck is in small samples), not by one session.

Contrast: without the plan, the same trader buys the first poke (M6.02’s false break), stops out, and spends the night analysing what “went wrong.” Nothing went wrong in that timeline except the absence of paper.

Common mistake: Laminating the plan and never looking at it again. A plan that lives in a drawer is a ritual object. Tape it next to the screen and keep it within the same 60-second reach as your order ticket: its authority comes from use, and use comes from proximity.

Common mistake: Judging the plan by today’s P&L. A day you skipped a winner because the checks were not met is not evidence against the plan, and a day the plan’s setup won is not evidence for it. Treating one outcome as a verdict is reading a single draw as a base rate. Judge adherence daily; judge the setups only on a sample large enough to mean something.

Drill: run five 60-second lookups on replay

Print or write your one-page plan and put it next to the monitor. Open a replay session on 5-minute NQ bars.

1. Fast-forward until price touches one of your mapped levels, then pause the replay and start a 60-second timer.
2. Run the five lookups in order from the page: setup on the list? → entry family and checks passed? → stop price from structure? → contract count for your fixed dollar risk? → within daily stop and re-entry count?
3. Write the decision (enter N contracts at X, stop Y or stand down: reason) before the 60 seconds end, and repeat for five touches.

Recap

• The annotated example shows all eight boxes plus drawdown rules and the three pre-refused urges; each line exists to answer a specific mid-session question, and every number on it is a house rule.
• Mid-session use is a 60-second lookup (setup → entry family → stop → size → count), not thinking. Writing rules down in advance plausibly helps you follow them; it does not give a setup an edge.
• Plan silence is a decision (“no setup, no trade”); the journal records reality, and the weekly review measures the gap.

Further reading

• Gollwitzer, P. M. and Sheeran, P. (2006), “Implementation intentions and goal achievement: a meta-analysis of effects and processes”, Advances in Experimental Social Psychology 38: the main evidence for writing rules in if-then form.
• Our lab: pre-market level families were touched and respected at the same rate as random prices at the same distance (721 sessions, Nasdaq-index proxy); one-page plans and lookup routines themselves have not been tested.

Connects to: M7.08 (the drawdown rules on the page) → M7.10 (validating the method the plan describes).

Educational content only — not financial advice. Futures trading involves substantial risk of loss.