My trading changed when I stopped chasing candles and started tracking cycles.

After backtesting for months, I noticed a pattern every quarter has a rhythm.
Weeks inside those quarters often mirror each other in structure and liquidity behavior.

Instead of chasing intraday entries, I started aligning my bias with quarterly and monthly opens.

The result? Fewer trades, cleaner narrative, less confusion.

Does anyone else structure their bias around time-based cycles rather than indicators?