The problem: six tools open and you are still behind
You have TradingView for charts, a screener for setups, an options flow tool, a separate app for smart money data, a news feed, and maybe a Discord for trade ideas. You are paying for four subscriptions and still manually piecing together your analysis.
By the time you finish your pre-market analysis -- marking up order blocks, checking fair value gaps, identifying liquidity pools, reviewing options flow, and calculating position size -- the best entries have already moved. Speed matters in active trading, and your research workflow is working against you.
The worst part is that the tools do not talk to each other. Your chart tool does not know about the unusual options activity on the same ticker. Your smart money data does not factor into your technical levels. You are the integration layer, and you are the bottleneck.
The solution: 21 AI agents doing your analysis in parallel
Journely runs 21 specialized sub-agents organized into 7 teams: Data, Research, Portfolio, Risk, Compliance, Trading, and Operations. When you ask a question, the relevant agents activate simultaneously -- pulling market data, running technical analysis, evaluating risk metrics, and synthesizing it all into a single coherent answer.
This is not a chatbot wrapper on top of a price feed. It is a multi-agent system that runs the same analysis workflow you do manually, but in seconds instead of minutes. ICT concepts, smart money analysis, multi-timeframe technicals, fundamental overlays, and risk quantification -- all in one response.
- ICT methodology built in. Order blocks, fair value gaps, liquidity sweeps, breaker blocks, optimal trade entries -- Journely speaks ICT natively, not as an afterthought.
- Multi-timeframe by default. Every analysis considers the weekly structure, daily bias, and intraday execution levels. No need to toggle between timeframes manually.
- Risk-first analysis. Every trade idea comes with risk metrics: position sizing based on your account, R:R ratios, max drawdown scenarios, and correlation with existing positions.
- Real-time data, not delayed. Price data, volume, and derived indicators update in real time. Your analysis is based on what is happening now, not 15 minutes ago.
What a real conversation looks like
Here is how a futures trader uses Journely during the pre-London session to prepare for the ES (S&P 500 E-mini) open.
Weekly context: ES is in a bullish order flow on the weekly timeframe. Last week's candle swept the previous week's low and closed above the midpoint, forming a classic turtle soup pattern. Weekly bias is bullish.
Daily structure: Yesterday's session created a fair value gap between 5,284 and 5,291. Price closed at 5,312 after sweeping the Asian session high. The daily bullish order block sits at 5,268-5,275 (the last down candle before the rally).
Key levels for today:
Premium zone (shorts): 5,340-5,355 -- Previous week high and a 4H bearish order block overlap here. If price reaches this zone, watch for a market structure shift on the 15m for short entries.
Equilibrium: 5,305 -- Current fair value based on the weekly range. Expect consolidation around this level during London.
Discount zone (longs): 5,268-5,291 -- The daily FVG and bullish order block stack here. This is your high-probability long zone if price retraces during London or early NY session.
Buyside liquidity target: 5,362 (equal highs from 3 sessions ago). If the bullish thesis plays out, this is where smart money will look to take profits.
Sellside liquidity pool: 5,248 (equal lows clustered below the Asian range). A sweep of this level would trap shorts and could set up a strong reversal long.
Account risk: 2% of $50,000 = $1,000 max loss
Entry zone: 5,284 (middle of FVG)
Stop loss: 5,262 (below the order block with buffer for wick)
Risk per contract: 22 points x $50/point = $1,100 per ES contract
At $1,000 risk, you cannot trade a full ES contract within your rules. Two options:
Option A: Trade MES (Micro E-mini). Risk per contract: 22 points x $5/point = $110. You can take 9 MES contracts for $990 risk (1.98% of account). This gives you proper position sizing within your rules.
Option B: Tighten the stop. If you use 5,270 as your stop (just below the OB with minimal buffer), risk drops to 14 points x $50 = $700, allowing 1 ES contract at 1.4% risk. Tighter stop means higher chance of being stopped out on a wick.
R:R analysis: Entry 5,284 to target 5,362 (buyside liquidity) = 78 points of potential profit. With the MES approach: R:R of 3.5:1. With the tight-stop ES approach: R:R of 5.6:1.
My recommendation: the MES approach. Better position sizing discipline and the wider stop gives the trade room to breathe through normal retracement volatility.
Every level is calculated, not drawn by hand
Journely identifies order blocks, fair value gaps, and liquidity levels algorithmically using multi-timeframe price action data. The levels are objective and reproducible -- not subject to the bias of where you happened to draw a line on your chart.
Tools that match the speed of the market
- Pre-market prep in 60 seconds. Get your daily bias, key levels, and trade plan before the session opens. What used to take 30 minutes of chart markup now takes one question.
- ICT concepts, properly implemented. Order blocks identified by institutional candle patterns, not just any red/green candle. Fair value gaps filtered by size and context. Liquidity pools mapped from equal highs/lows clusters.
- Integrated risk management. Position sizing calculated automatically based on your account size, risk tolerance, and the specific trade setup. No more fumbling with a calculator between analysis and execution.
- Smart money flow analysis. Unusual options activity, dark pool prints, and institutional order flow data integrated into the same analysis as your technical levels.
- Multi-asset coverage. Futures (ES, NQ, CL, GC), equities, ETFs, and options. The same analytical framework works across instruments with asset-specific adjustments.
- Trade journal integration. After the session, review your trades with Journely. It will compare your entries and exits against the levels it identified and help you refine your execution.
Why 21 agents instead of one?
A single AI model trying to do everything produces mediocre results. Journely uses specialized agents -- one for technical analysis, one for risk calculation, one for market data, one for smart money flow -- that each excel at their domain. The orchestrator combines their outputs into a coherent analysis that is deeper and more accurate than any single model could produce.
Stop being the bottleneck in your own trading
The market does not wait for you to finish marking up your charts. Journely gives you the analytical depth of an institutional research desk with the speed of a real-time data feed. 21 agents working in parallel so you can focus on execution, not preparation.
Try Journely free and run your first ICT analysis in under 30 seconds.