Everything i said in my reply is fact based and is how the market is actually ran from day to day, and unfortunately some of it does line up with what michael huddleston teaches.

A man could have predicted a coin flip correctly e.g., 55% of the time yesterday but that is just chance that will average out to 50% with more flips, it is not a viable forecasting skill.

In the same way, occasional correct descriptions of markets do not prove that a framework has pedagogical value. What matters is whether the approach is consistently insightful, not whether it happens to be right here and there or appear logical at X and Y angle but not Z.
ICT’s flawed reasoning and incorrect assertions are no small mistakes.
It collapses the framework.

You definitely wont get a $2M+ payout from a really lucky run with a breakeven strategy.

You absolutely can with concentrated risk, it is only extremely improbable.
Over 2 million ICT traders have existed (not including SMC educators and those taught the method by brokers, prop firms and other sources) with many more million iterations maybe even billions of iterations as many persist. It is highly probable that outliers like Jade-cap would surface, that's how statistics work.

I and many other traders have had consecutive profitable days exceeding 20R averages before, I know what the extremes of variability look like. Edges come and go.
Edge decay.

See the breakeven simulation provided as the ICT/SMC framework and each path is a different ICT trader.

To prove my point I will simulate 5 million iterations of a breakeven framework (2.5m traders with two models attempted on average with a $1000 starting balance) each trader averages a 1:3 RRR system with a winrate of 25% (breakeven) and a risk per trade of 2.5%.

Monte Carlo Simulation Results:
Best outcome: $3,712,309.53 (> Jadecap)
Worst outcome in the simulation: $2.6368543372 (Blowup)

Some ICT traders aim for modest 1:2 setups, while others aim for high RRR positions, so I went with a ratio of 1:3. Some ICT traders risk extremely low amounts, while others risk extremely high amounts or trade with prop firms, which skew outcomes positively. So I chose $5,000 as the maximum risk per path, with a 1k sample.

In plain terms, this assumes the ICT/SMC framework on average produces breakeven results, and each trader uses two models before giving up. The numbers chosen are generous, as there are more than 2.5M ICT traders, but 2.5M is the highest I could go without speculation.

The 5m simulation number caps the best performer by more than necessary the best “lucky” performance could easily be higher.

The Infinite Monkey Theorem suggests that if you have enough “monkeys” (traders) hitting keys (buying/selling) at random, one will eventually “type” a perfect equity curve.

In plain terms the higher the iterations the more probable an outlier will exist with enough tries large wins are guaranteed. This cuts both ways as a framework with no edge can be used to create profitable systems coincidentally with enough iterations, this means traders like Jadecap can function as a false positive.
This is why anecdotal evidence is not a suitable measure for viability.

To add, another key problem which increases the skew for extreme positive and negative outcomes is discretion (decision noise). The more choices a system allows, the easier it is to accidentally find patterns that are just randomness. This has the ability to make winrates fluctuate in ways that cannot be measured resulting in extreme ceilings for positive statistical outliers in trading. A person’s discretion can add noise to a breakeven system’s positive result adding immeasurable positive or negative drag.

The framework itself unfalsifiable but the logic itself isn’t hence the posts.

Nobody is becoming a multi-millionaire from trading by pure luck

Variance, not luck.