Models
ICT Silver Bullet Strategy: Time Windows, FVG and Rules
The ICT Silver Bullet is a time-based trading model associated with the ICT methodology. Public explanations commonly describe one-hour windows in New York time and combine a liquidity event, displacement and an FVG-based entry. Session times should always be converted using the correct New York daylight-saving date.
The time-window idea
The commonly cited Silver Bullet windows are 3:00–4:00 AM, 10:00–11:00 AM and 2:00–3:00 PM New York time. The exact clock displayed by a platform can differ because of timezone and daylight-saving settings, so traders should verify their chart timezone.
The setup sequence
A commonly taught sequence is: establish context and a liquidity objective, observe the chosen time window, wait for displacement, identify an FVG created by that move, and consider an entry on a retracement according to the trader’s rules.
What not to assume
A time window does not make every FVG a Silver Bullet setup. Likewise, a sweep does not guarantee a reversal. The setup needs explicit conditions that can be recorded and tested.
Backtesting the model
Keep the window, instrument, timeframe, entry, stop, target and trade-management rules fixed during a test. Record skipped setups as well as taken setups so the sample is not selectively curated.
Worked example (hypothetical)
Suppose you study the New York morning window. Record the exact New York clock time and convert it using the correct daylight-saving date; do not assume a fixed UTC offset all year. Define the liquidity reference, displacement rule, FVG entry, stop, target and no-trade condition before reviewing the day. Log every qualifying occurrence in the window and compare with a baseline from other times. The time window is a convention used in the model, not proof that an algorithm must deliver price during that hour.
FAQ: Does the Silver Bullet window guarantee a setup every day?
No. A time window only restricts when a trader studies the market. The model’s stated conditions may not appear, and a qualifying pattern does not guarantee a favorable result. A no-trade outcome is valid.
FAQ: Should I use EST at the same UTC offset all year?
No. New York time changes between standard time and daylight time. Convert each window for the actual calendar date and define the chart timezone so backtests and live execution use the same convention.
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