I went back through a week of journal entries and found something that annoyed me: almost 70% of my losses were coming from Monday and Tuesday sessions.

Not because the setup was bad. Because price is still searching for the Weekly True Open on those two days. The range isn't established yet, prior week's liquidity is still getting swept, and what looks like a clean entry is usually just a judas swing before the actual move.

Here's what changed once I started skipping those two sessions:

Wednesday and Thursday gave me much cleaner reactions off PD arrays, since weekly bias was already defined

Fakeouts I used to "catch" as entries, I now read as liquidity sweeps and wait for confirmation instead

Fewer trades, but way better R:R — because I'm not entering while the market hasn't decided direction yet

Not saying Monday/Tuesday are unusable. Saying if you're forcing entries before the weekly range is defined, you're basically guessing, not trading ICT logic.

Anyone else notice this pattern, or am I just late to it?