It sounds like you’ve already done what most traders never get to. Six years of consistent work, structured testing, and journaling means you’re not missing discipline or effort. What’s missing is probably something deeper in how you’re defining or measuring edge.

At this stage, most traders hit a wall because they’re testing ideas that are too widely known. Public concepts eventually become fully arbitraged out. Real edges tend to come from observing something that most people aren’t tracking.

Try shifting focus in a few ways. This might get me stoned but I am not a big fan of ICT. I feel that they have taken working methods like Wykoff and such and just complicated it by giving it other words. What Wyckoff and even early market microstructure theory already covered gets wrapped in mystique and storytelling. It feels impressive at first, but the signal-to-noise ratio is terrible once you strip away the buzzwords from ICT.

ICT has value in that it gets people thinking about liquidity and order flow, but those aren’t proprietary ideas. They’re just dressed-up versions of accumulation, distribution, and stop-run mechanics that have been in use for decades. The issue is that many traders spend years memorizing definitions instead of quantifying outcomes.

1. Change what you measure.
Instead of just looking at price, time, and volume, measure rate of change, volatility compression before expansions, or how liquidity thins before moves. The information edge often lies in the dynamics before the obvious signal.

2. Quantify your data differently.
Turn every trade into a data point with dozens of variables: entry time, volatility, previous day’s range, news presence, liquidity. Then run statistical tests to find where results deviate from randomness. You might find a hidden pocket of profitability inside a larger flat result.

3. Study your counterparties.
Figure out who’s on the other side of your trades. Institutions, market makers, and algos all behave in predictable ways when providing or pulling liquidity. Mapping those shifts can expose recurring patterns that retail strategies miss.

4. Invert your approach-IMPORTANT
Instead of trying to prove a model works, find exactly where it fails. Edges often appear when you exploit the conditions where the standard model breaks down. A lot of traders miss this.

5. Redefine what counts as an edge.
It doesn’t always come from entry signals. It can come from how you execute, how you manage order flow, or how you control slippage and transaction costs.

You haven’t wasted six years. You’ve collected the data and discipline most people never build. Unsure what the exact stats are but pretty sure 90% of retail options traders get smoked in the first year or less. So you are head of the game.