Natron's Market IntelStrategy Blog Join NatronFX
Strategy Library / Volume Profile Blueprint

MES Volume Profile Value Area Reentry Long 2R

A public playbook for the MES value-area reentry long that passed Strategy Lab regime and opening-location filters.

34 trades / 55.9% win / 2.53 profit factor / +4.22 avg pts.

MES New York 1m Chart Long Setup regime_spy+first30_close_location=up+near_high 34 Trades
Get Live Alerts Strategy Hub Join NatronFX
Trades 34 Saved Strategy Lab shortlist
Win Rate 55.9% Wins over resolved sample
Profit Factor 2.53 Gross win / gross loss
Total Points +143.48 MES points captured
Avg Trade +4.22 Average points per signal
Annotated Setup Chart MES / 1m Chart / New York
Annotated MES Volume Profile Value Area Reentry Long 2R setup chart
Generated setup chart based on saved strategy anatomy and research stats, not a trade recommendation.
Research-backed Real stats Rule based Context filtered Live alert ready

What This Setup Is

A long setup that uses a failed move below value, acceptance back inside value, and a 2R rotation model toward the profile interior.

Why It Fires

When price rejects below value and re-enters the range, trapped sellers can fuel a rotation back toward POC or the opposite side of value.

Exact Trigger Checklist

  • Chart: MES 1-minute bars with profile levels loaded.
  • Mark value area high, value area low, and POC before the trigger.
  • Wait for price to fail below value and accept back inside.
  • Required filter: regime_spy+first30_close_location=up+near_high.
  • Go long only after the reentry candle confirms acceptance.

Good Conditions

  • The failed low happens near a clean value-area reference.
  • SPY regime and first-30 close location match the tested filter.
  • The reentry candle closes with buyer control.
  • POC or the value-area high is a realistic rotation target.

Avoid Conditions

  • Price accepts below value and builds value lower.
  • The first-30 close does not match the saved location bucket.
  • The trade triggers after price has already reached POC.
  • Prior holiday or half-day profile levels distort the read.

Setup Anatomy

Value zone or order block chart anatomy for Profile Step 01
1 Profile Mark value area high, low, and POC.
Retest and reclaim chart anatomy for Reentry Step 02
2 Reentry Price fails below value and accepts back inside.
Target magnet chart anatomy for POC Magnet Step 03
3 POC Magnet The long looks for rotation toward POC or value high.
Alert Readout

Tier 1: MES Volume Profile Value Area Reentry Long 2R. A long setup that uses a failed move below value, acceptance back inside value, and a 2R rotation model toward the profile interior. Filter: regime_spy+first30_close_location=up+near_high. Research sample: 34 trades, 55.9% win, 2.53 PF, +4.22 avg pts.