Taranvir Singh
North York,ON
Summary
Self-taught trader with expertise in liquidity cycles and market structure, specializing in the mathematical principles that drive price movements. Proficient in combining discretionary trading techniques with quantitative research, emphasizing ICT concepts and time-based strategies. Committed to understanding liquidity engineering and algorithmic behaviors, while exploring universal patterns such as Tesla’s 3-6-9 theory to uncover deeper market insights.
Overview
2
2
years of professional experience
Work History
Independent Trader & Strategy Developer
Self-Employed
08.2023 - Current
- Grew multiple paper trading accounts, demonstrating consistent risk management & strategy refinement:
- $100k → $60k (learning phase, deep market understanding)
- $2k → $6174 (capital growth through refined execution)
- $1k → $1111 (stopped at 1111, a psychological marker)
- $1k → $7608
- $1k (100:1 leverage) → $2458 (current account)
- Developed a custom-inspired trading framework, integrating Fractal Market Theory and Liquidity Mapping.
- Enhanced accuracy of standard deviations in manipulation phase prediction across Asia, London, and NY.
- Explored a market rhythm hypothesis—aligning liquidity engineering with undisclosed mathematical principles, hinting at an underlying structure beyond traditional price action.
Education
Post Graduation - Global Business Management
Conestoga College
Canada 04-2021
Bachelors - Commerce
Indira Gandhi University
Oman 06-2018
Skills
- Algorithmic Market Theories
- Time-Based Trading
- Liquidity & Market Psychology
- Risk Management & Position Sizing
- Quantitative Research & Backtesting
- Market Execution
- Intermarket Analysis
- Versatile Trading Across Multiple Financial Markets
Projects Research
- Studied the impact of time in financial markets, aligning liquidity cycles, market structure, and price action with time-based movements also called Time action trading.
- Mathematical Patterns in Market Cycles & Trading Time Hypothesis
- Investigated Tesla’s 3-6-9 theory and its connection to market movements.
- Explored the possibility that hidden mathematical structures guide price movements, forming predictable fractal cycles.
- Researched how ICT’s time-based trading concepts (Killzones, PO3, quarterly shifts) correlate with natural market cycles, further strengthening the idea that price movement is influenced by pre-defined temporal structures.
- Mapped market behavior into 'AMDx' & 'xAMD' states based on liquidity & order flow.
- Discovered that the NY Open often acts as a secondary True Day Open, offering high-probability trade setups for late-session executions or if first opportunity is missed.
Additional Information
- Passionate about spirituality, universal patterns, and deep market psychology.
- Active in trading communities, contributing insights on Micheal Huddlestons's Smart Money Concepts & mathematical market structures.
- Continually refining multiple proprietary trading models that integrates time, liquidity, and an unseen fractal mathematical rhythm that shapes across financial markets.
Closing Statement
Navigating the financial markets by combining market structure, liquidity cycles, and hidden mathematical rythms - where time isn't just a factor, but the foundation of every move.
Timeline
Independent Trader & Strategy Developer
Self-Employed
08.2023 - Current
Post Graduation - Global Business Management
Conestoga College
Bachelors - Commerce
Indira Gandhi University
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