Risk baseline
Define account risk, drawdown limits, risk of ruin, and the boundaries that keep one decision survivable.
Six-week guided cohort
Move from loosely defined chart ideas to a complete, testable risk protocol—before, during, and after every trade.
The learning path
Each week adds a practical layer. Exercises use historical charts and simulated decisions; no live trading is required.
Define account risk, drawdown limits, risk of ruin, and the boundaries that keep one decision survivable.
Place stops where the market disproves the idea, then distinguish analytical invalidation from normal noise.
Calculate units from stop distance, include transaction friction, and adapt exposure to volatility.
Plan exits, partials, trailing logic, and no-action scenarios without rewriting rules mid-trade.
Recognize correlated positions, event risk, overnight gaps, and total open risk across a portfolio.
Use R-multiples, process tags, screenshots, and a weekly review to improve one behavior at a time.
Included
Schedule: Tuesdays and Thursdays, 19:00–20:00, for six weeks. Exact cohort dates are confirmed before enrollment.
This program cannot remove uncertainty. It gives uncertainty a boundary.Catalog Flowcore Lab teaching principle
You should be comfortable identifying common chart structures and placing hypothetical orders. By the end, you will be able to write a personal risk policy, calculate position size from invalidation, map portfolio exposure, and conduct an evidence-based weekly review.
Examples are for instruction and are not recommendations to buy or sell any instrument. The course does not provide alerts, individualized investment advice, or performance guarantees.