Order Flow & Volume Profile · Playbook 08

Order Flow LamboRaul

Concepts and rules associated with LamboRaulAn ES order-flow model combining value-area location, Delta absorption, a failed auction, and a precise structural entry.
FuturesIntraday
CONCEPT REFERENCE / LamboRaul
BOT OUTPUTBUY MODEL
ES · 5m · Order FlowOrder Flow Strategy
Strategy Tester
SETUPVAL + negative deltaTRIGGERAbsorption reclaimSLFailed auction lowTPPOC / VAH
PLATFORM TARGETSBuilds in development
TradingView logoTradingViewPine strategy
MetaTrader 5 logoMetaTrader 5MT5 bot
NinjaTrader 8 logoNinjaTrader 8NT8 bot
01 / Strategy specification

Strategy rules.
Complete execution model.

LamboRaul's recent public material moves beyond price action alone and uses centralized futures order-flow data to explain why a level holds or fails. This ES implementation maps the regular-session Volume Profile, observes VAH, VAL and POC, then looks for aggressive selling at VAL that produces no further downside—a bullish absorption signature. The setup enters only after price reclaims the value-area low, places structural risk below the failed auction, and targets POC before the opposite side of value. His earlier public break-and-retest framework, using structure plus 20/50 moving averages and a strong engulfing close, remains a useful foundation but is not the primary model shown here.

MODEL MAP / Order FlowES VAL absorption → value-area rotation longRTH Volume Profile · Footprint Delta · failed auction confirmation
01Map VAH / POC / VAL
02Read absorption at VAL
03Buy reclaim toward POC

Strategy logic · entry, invalidation and objective map.

02 / STRATEGY TEST LAB

Backtest it.
Stress-test it.
Simulate it on prop.

Every test starts from the same ES trade ledger. Inspect the performance first, then test robustness and apply the exact rules of your prop account.

365-DAY MODEL · AUG 2025–AUG 2026

Order Flow LamboRaul

ES · 5m execution · session profile · New York 09:30–11:00 ET

NET P&L+$8,504
PRIMARY ASSETES · E-mini S&P 500 FuturesCME · New York 09:30–11:00 ET

LamboRaul's official order-flow walkthrough uses futures Volume Profile, VAH/VAL/POC, Footprint Delta, absorption and imbalance data. ES is the primary contract because the published setup trades S&P prices and measures risk in ticks.

Open research source ↗
Total P&L+$8,504
Return8.5%
Sharpe ratio4.18
Win rate51.1%
Max drawdown-$1,942 · 1.9%
Profit factor1.73

Equity curve

EQUITY · DRAWDOWN
Execution equity and drawdown chart.
Aug 2025NovFeb 2026MayAug 2026

Win/Loss analysis

Total trades94
Winning trades48
Losing trades46
Breakeven trades0
Average win$419
Average loss-$253
Largest win$632
Largest loss-$339

Risk & performance

Max consecutive wins7
Max consecutive losses7
Sortino ratio36.34
Recovery factor4.38
Average trade$90
Expectancy$90
Average favorable excursion$0
Average adverse excursion$0

Research status

Strategy rulesCoded
Research terminalReady
Research modelComplete

Access

GET STRATEGY BOT

Sign in with Google or email to compare Monthly, Annual and Lifetime access before secure checkout.

Research source

LamboRaul — The One Trading Strategy You NEED to Know. Source material and methodology documentation.

View reference
Return to libraryExplore all strategies ↗