A rigorous 10-module program that teaches you to read price like a desk analyst — candlestick structure, volume profile, moving averages, momentum oscillators and multi-timeframe confirmation, all tied into a single repeatable decision framework.
Market microstructure, the role of liquidity and the statistical case for pattern recognition.
Single-bar signals, two-bar patterns, and the difference between signal and noise.
Classifying market state before applying any strategy.
Point of control, value area, high- and low-volume nodes as high-probability reference levels.
Simple vs. exponential, 20/50/200 alignment, and avoiding the moving-average fallacy.
RSI, MACD, stochastics — what they actually measure and the conditions under which they matter.
Objective methods for mapping structural levels without curve fitting.
Top-down framework: monthly context → weekly bias → daily trigger → intraday execution.
Building a repeatable measurement loop so the edge — or its absence — becomes visible.
Graduation project: compile 3-5 rule-based setups with statistical expectancy and risk-defined sizing.