If you want to trade like an institution, start by understanding how real professionals determine daily bias.
Plazo Sullivan Roche Capital teaches that institutional traders don’t guess direction; they align themselves with market structure, liquidity models, and volume behavior.
The following framework mirrors the daily workflow inside institutional environments.
Higher Timeframes Come First
Bias always originates from the higher timeframes because they dictate the underlying order flow.
Is the market trending, accumulating, or distributing?
Liquidity Dictates Direction
You’re not predicting; you’re following the path of least resistance.
3. Study Volume Profile and Cumulative Delta
The research desk at Plazo Sullivan Roche Capital often here reminds traders that volume profile, session value areas, and cumulative delta reveal the real battle behind the candles.
Sessions Reveal Intent
London grabs liquidity. New York decides the trend. Asia compresses.
Knowing this rhythm transforms choppy markets into readable narratives.
Bias becomes the product of time + liquidity + intent.
Structure Makes Bias Real
Break of structure + displacement = real bias.
Everything else is noise.
The Result?
When you stack higher timeframe structure, liquidity, volume behavior, and session characteristics, you arrive at the same conclusion professionals at Plazo Sullivan Roche Capital do every morning:
daily bias is a roadmap—not a prediction, but a probability model grounded in evidence.
Traders who master bias trade less, win more, and execute with clarity instead of emotion.