This model uses 90-minute cycles (aka quarters) to map price behavior in structured intervals throughout the session, where each six hour sessions is split into four 90-minute quarters (Q1–Q4). Directional bias can be found through identifying sequential SMT divergence in two or more highly correlated assets between sessions, days, or weeks; where one asset takes out a swing high/low and the other does not.  /// For lower time-frame entries, look for sequential SMT divergence between 90-minute quarters in correlated assets like EU/GU in London session or ES/NQ in NY session. Trades are only taken 2am - 9am in London session or 9:30am - 15:30pm New York time depending on assets being traded (forex or indices). Entries after either engulfing candle formations or precision swing point candles of different colors between the two assets.