Auction Pivots
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Sierra Chart Studies · Tested, Not Promised

Auction theory,
priced in bands.

Weekly pivot and extension-band studies for Sierra Chart — with the playbook replayed against 5½ years of real NQ & ES tick data, and the full results published. Including the setups that failed.

View Studies Read the Research
293 weeks of tick data ~40 rules tested · 5 survived control-validated failures published

How It Works

Four numbers tell you where you are.

Every Auction Pivots study builds off the same weekly framework — no repainting, no discretionary guesswork about "the level."

01

Weekly Pivot

Calculated fresh each week from the prior week's range — the center of gravity price rotates around.

02

Extension Targets

Three tiers above and below the pivot band (X1, X2, X3) act as measured targets and stop anchors. Our testing was blunt: they're objectives, not reversal zones.

03

Open Classification

Where the week opens against the band stack sets its regime — the single condition our backtests found the edge lives in.

04

The Playbook HUD

A living readout: classifies the week at the open, arms the validated plays with entry, target, and stop, tracks them live, and audits its own hit rate as you trade.

The Research

We tested it. Including the parts that failed.

Roughly forty rules replayed bar-by-bar against 5½ years of real NQ & ES tick data. Five survived. The rest are printed below — because a backtest you never see failing isn't evidence.

293 weeks · Nov 2020–Jul 2026 must beat a blind-entry control must work on NQ and ES — or it dies ambiguous bars scored as losses fixed entry / stop / target — no curve fitting exits
Validation ledger — every rule, its record, its verdict
Buy the below-value weekly open, target the pivot 59–61% · both instruments · beat control SURVIVED
Buy the dip to the pivot in above-value weeks 57–63% · both instruments SURVIVED
Buy the lower band in above-value weeks 82–85% · highest win rate in the suite SURVIVED
Short the rally to the upper band in below-value weeks 71–78% · small target, take profit fast SURVIVED
Session-stack breakout with a 2:1 bracket 43% win · 500+ trades per instrument · profitable long and short SURVIVED
Fading the extensions — X1, X2 or X3, any variant negative in every configuration tested REJECTED
Trading weeks that open inside the bands all 14 scenarios failed · both instruments REJECTED
Shorting above-value weeks an open above value reads as demand, not exhaustion REJECTED
Breakeven stops and active trade management fixed brackets beat every management rule tested REJECTED
Waiting for the pullback after a breakout the best breaks never pull back — filter selects the failures REJECTED
Trading suspect weeks (holiday / roll / thin data) compressed ladders sweep every level — flagged on the HUD instead REJECTED
How to read these numbers. All statistics are historical frequencies from backtested simulations on NQ and ES tick data (Nov 2020–Jul 2026) using fixed, mechanical rules. Results are hypothetical: they do not include commissions or slippage, the test period was predominantly a rising market, and sample sizes on weekly setups are modest (roughly 25–60 trades each). Hypothetical performance has inherent limitations and no representation is made that any account will achieve similar results. Past performance is not indicative of future results. Nothing on this site is investment advice.

Before / After

Same chart. See what the suite adds.

Drag to compare a plain price chart against the same chart with Auction Pivots running — pivot band, extension bands, and swing structure tagged automatically.

Sierra Chart with the Auction Pivots study running: pivot band, extension levels, and swing tags overlaid on the price chart. Auction Pivots
The same Sierra Chart price chart with no indicator running. No indicator

See It In Action

Real chart. Real levels. No cuts.

Screen recording of the Full Suite running live on Sierra Chart — the pivot band, extension bands, and swing structure tagging as price actually moves through them.

The Studies

One suite. Every level that matters.

Every subscription includes the full study suite for Sierra Chart, updated automatically, plus chart templates and courses.

Weekly Auction Pivot

  • Weekly pivot with high/low band and extension targets
  • Health monitor flags SUSPECT weeks (holiday, roll, thin data) before you trust the levels

Living Playbook HUD

  • Weekly verdict at the open — validated plays armed with entry, target & stop
  • Tracks fills and outcomes live, keeps a rolling win-rate record on your own chart
  • Statistical drift alarm warns if the live edge falls below its tested range

Session Delta Stack

  • Daily session-stack box with the breakout bracket printed on-chart: entry, target, stop
  • Overlay mode — compute on your data chart, trade from your execution chart

Monthly Auction Pivot

  • Monthly pivot with band and extension levels for higher-timeframe context
  • Historical month dimming

Pricing

Full Suite subscription.

One plan, every study, unlimited machines. Full details are on the studies page.

Monthly

$49/mo

7-day free trial

Subscribe
Best Value

Permanent Unlock

$300

One-time · yours forever

Buy Permanent Access

Billed via Whop · cancel anytime · see Terms & Refund Policy.

Education

Know the theory, not just the indicator.

Short, focused courses that teach the auction-market-theory ideas behind every study — so you're reading the chart, not just following a dot.

Auction Market Theory: Foundations

  • Why price rotates around value, not price targets
  • Value areas, pivots, and balance vs. imbalance

Trading the Weekly Pivot

  • Reading the pivot band and extension bands live
  • Where the Auction Pivots studies fit into a session plan

The Mean-Reversion Playbook

  • Using the reversion tracker for trade location
  • Handling holiday and low-volume weeks

Included With Purchase

Every subscription includes:

Always Up to Date

Every study update is included for as long as you're subscribed.

Discord Support

Direct access to the people building the studies.

Community Access

Trade alongside other Sierra Chart traders using the same framework.

Chart Templates

Official Sierra Chart layouts, pre-built with every study installed.

FAQ

Common questions.

No. Weekly levels are locked in once the week's range is set, and session-open classification is tagged at the open and doesn't move afterward.
Built and tested on index futures (NQ, ES) and their ETF equivalents (QQQ, SPY). Any symbol with regular weekly sessions works.
Yes — one subscription covers your studies across multiple machines running Sierra Chart.
The health monitor flags them. Holiday and contract-roll weeks produce compressed, unreliable levels — our testing showed those ladders get swept nearly 100% of the time regardless of direction. Rather than silently adjusting, the HUD marks the week SUSPECT in red so you know the levels are reference-only before you trade them.
Every number comes from replaying fixed, mechanical rules bar-by-bar against 293 weeks of real NQ and ES tick data (Nov 2020–Jul 2026). Rules had to beat a blind-entry control and work on both instruments to survive, and ambiguous bars were scored as losses. They are historical frequencies from a specific period — not predictions and not guarantees. Full methodology and limitations are in the Research section.
Because survivors only mean something next to the graveyard. Anyone can show five setups that backtested well; showing the thirty-five that didn't is what makes the five credible — and it stops you from trading the ideas the data already rejected.
Yes — see the Terms & Refund Policy linked at checkout before you subscribe.

Trade the playbook that survived testing.

Five validated setups, a HUD that keeps score on itself, and the full research — failures included — published above.

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