sayuri.run.heading
The mentor explains how to use the previous CME settlement price as a directional and support/resistance tool. State the rule he gives for when settlement signals bullish versus bearish conditions, and what role the settlement level plays once price returns to it from above versus when it loses it.
100recall · mentor specific
sayuri.run.answerPrice trading above the prior CME settlement is typically bullish, and trading below it is typically bearish. If price is above settlement and returns to it, the settlement acts as support; but if price loses settlement, that level flips to act as resistance. Big institutions and bots use the settlement to gauge whether they are green or red for the day.
sayuri.run.noteThe lesson's nugget: "if price is above the settlement that typically is bullish if price is below the settlement typically is bearish... if you're above and you come back to settlement that's support if you lose it then that's resistance... that's what the big boys use to determine if the bots are going to be green or red for the day." The student captured all elements: "trading above the prior CME settlement is typically bullish, and trading below it is typically bearish"; "if price is above settlement and returns to it, the settlement acts as support; but if price loses settlement, that level flips to act as resistance"; and "Big institutions and bots use the settlement to gauge whether they are green or red for the day." Fully aligned with the transcript.
In the mentor's sequence framework, an active countdown progressing toward 13 reaches what he describes as the deferral checkpoint. He uses an 'eight-versus-five' rule and an 'eight-versus-13' rule. Describe the specific close condition that must be met before bar 8 of the countdown can print, and the separate condition that must be met before bar 13 can print.
100application · mentor specific
sayuri.run.answerFor bar 8 to print (the 8-versus-5 deferral rule), the candidate eight candle's close must be beyond the close of countdown bar five — below it for a buy completion (or above it for a sell), not merely below/above two bars back. If only the two-bars-back condition is met, it prints a plus marker instead of an eight, and the countdown only resumes once both conditions are satisfied. Separately, for bar 13 to print (the 8-versus-13 rule), the countdown bar's close must reach the close of countdown bar eight — at or above it for a sell, or at or below it for a buy (marked by the yellow dot). If it meets only one criterion (e.g. higher than two bars back but not the eight condition), it prints a plus instead of a valid 13.
sayuri.run.noteThe lesson taught two deferral conditions. For bar 8 (the 8-vs-5 rule): the candidate must be lower than two bars back AND below the close of countdown bar five; meeting only one prints a plus, not an eight — 'It's lower than two bars back, but I'm not lower than five... I need to go below close of five.' The student's statement that 'the candidate eight candle's close must be beyond the close of countdown bar five — below it for a buy completion (or above it for a sell), not merely below/above two bars back' and that 'If only the two-bars-back condition is met, it prints a plus marker instead of an eight' is exactly right. For bar 13 (the 8-vs-13 rule): it must be higher than two bars back (for a sell) AND at/above the close of countdown bar eight, marked by the yellow dot — 'thirteen can only print if it's below... Eight' / 'it needs to also be at or above candle number eight.' The student correctly states '13... close must reach the close of countdown bar eight — at or above it for a sell, or at or below it for a buy (marked by the yellow dot)' and that meeting only one criterion prints a plus. Both conditions and the plus-marker behavior are accurately captured.
The mentor describes two traditional Elliott Wave rules that he believes are now outdated based on his research, especially in cryptocurrency. State both rules as they are conventionally taught, and what the mentor claims he has observed instead.
100recall · mentor specific
sayuri.run.answerFirst, the traditional rule says you cannot find a triangle within wave two, but the mentor's research shows a triangle can indeed form in wave two and still produce a profitable count. Second, the traditional rule says a flat must subdivide as 3-3-5, but the mentor finds flats can play out as 3-3-3 (or with only a small subdivision then continuation in the final C wave). He notes these observations especially in crypto.
sayuri.run.noteThe lesson states the two outdated rules: (1) "you cannot find triangles in wave two" — mentor has research showing triangles in wave two can be "a very profitable Elliot wave count"; and (2) "a flat has to be a three, three, five" — mentor's research shows "a flat is acceptable and plays out with a three, three, three... or a three, three, then there's not even a subdivision in that... final C wave." The student captures both rules accurately: "cannot find a triangle within wave two" but "can indeed form in wave two and still produce a profitable count," and "a flat must subdivide as 3-3-5" but "can play out as 3-3-3 (or with only a small subdivision then continuation in the final C wave)." Also correctly notes "especially in crypto," matching the transcript's "especially in cryptocurrency."
The mentor identifies one specific condition under which a stop loss should be moved, and insists it should never be moved at any other point. What is that single condition, and why does he reject moving the stop to break-even simply because a quick take-profit-one (e.g. at the VWAP) has been hit?
100recall · mentor specific
sayuri.run.answerThe single condition is when the actual invalidation of the trade genuinely changes (a real structural shift); at no other time should the stop be moved. He rejects moving the stop to break-even just because a quick TP1 (e.g. at the VWAP) was hit because hitting a take-profit does not by itself change the invalidation. Moving the stop to entry prematurely simply trades money risk for the risk of being shaken out on a small pullback and then missing the move, since a truly risk-free trade is a myth.
sayuri.run.noteLesson: 'you should only be moving the stop loss when the invalidation changes. In no other point should you be moving this up.' The student's single condition — 'when the actual invalidation of the trade genuinely changes' — matches exactly. Their rejection reasoning also matches the transcript: hitting VWAP TP1 'is not move[d]' the invalidation, and 'truly risk-free doesn't exist' since you risk getting 'stopped out and price rises' / 'missing the move.' Student wrote 'hitting a take-profit does not by itself change the invalidation' and 'a truly risk-free trade is a myth' — both faithful to the lesson.
In this lesson, a viewer asks how to interpret price when the larger timeframe is trending one way but a smaller timeframe takes out a high/low against it (the 'one-time framing' confusion). The mentor says this is the wrong question to focus on. What does he say a trader should ask FIRST instead, and how does he say one-time framing should actually be used (i.e., what role does he assign it rather than as an entry signal)?
100recall · mentor specific
sayuri.run.answerThe mentor says the first question a trader should always ask is 'What is the trend?' (or 'where am I on the chart?') — recognizing the trend is the trader's main job, not fixating on the perfect entry or on conflicting one-time framing signals. One-time framing itself should be used only as a tool to gauge the trend's strength, direction, and conviction across multiple timeframes (1m/5m/15m/30m), and to help manage trades and keep you from getting wrecked — not as an entry signal in itself.
sayuri.run.noteThe lesson explicitly states: 'the first question you always ask yourself as a trader... What is the trend?' and frames the wrong question as fixating on one-time framing confusion ('That's the wrong question to ask. The right question to ask is... where you are in the chart'). The answer's 'What is the trend? (or where am I on the chart?)' captures this exactly. On the role of one-time framing, the lesson says it 'is just a tool. It is not the absolute answer' and 'is just a method in order for you to see how strong the trend is... where the direction is going... and if there's conviction in the move' — the answer's 'used only as a tool to gauge the trend's strength, direction, and conviction' matches verbatim. The lesson also says the trend tools are 'to keep yourself from getting absolutely wrecked and how to manage a trade' — matching the answer's 'help manage trades and keep you from getting wrecked... not as an entry signal.' The multi-timeframe framing (1m/5m/15m/30m) is consistent with the lesson's repeated cross-timeframe analysis. Strong, accurate answer.
You hold 1 BTC in an offline wallet and 1 BTC on your Bybit exchange account, with Bitcoin trading at $10,000. You want to hedge your entire portfolio one-to-one so you neither gain nor lose dollar value on a drop. What dollar-size short position must you open, and what leverage does that require given what you have available on the exchange?
100application · mentor specific
sayuri.run.answerYour combined portfolio is $20,000 (1 BTC offline + 1 BTC on exchange at $10,000 each), so you must open a $20,000 short to fully hedge one-to-one. Since you only have 1 BTC ($10,000) on the exchange, you need 2x leverage to open that $20,000 short.
sayuri.run.noteThe lesson teaches exactly this: "if we have offline, what, $10,000 on the exchange, $10,000, Bitcoin's trading at $10,000, a one-to-one of the overall portfolio value is, of course, a $20,000 short." And "I only have one Bitcoin on an exchange, I'd have to enter a times two leveraged short position giving me a position size of $20,000." Student's answer — "$20,000 short to fully hedge one-to-one" and "you need 2x leverage" — matches both the size and leverage taught.
The mentor lists the specific negative Fibonacci levels he personally adds beyond the standard set. Which negative levels does he say he adds, and which one does he say he prefers (and substitutes for one of the others) specifically when trading the stock market?
0recall · mentor specific
sayuri.run.answerHe adds the negative 0.236, negative 0.5, negative 0.618, negative 1, and negative 1.618 levels. When trading the stock market he often prefers the negative 0.272 (and sometimes references the negative 0.382) substituting it for the negative 0.236, comparing which level shows more confluence.
sayuri.run.noteThe lesson clearly states the four negative levels he adds: 'el 0.236 negativo... el 0.618 negativo, el uno negativo... y el 1618 negativo okay so esos son los cuatro que agregaría.' The student lists FIVE levels: 'negative 0.236, negative 0.5, negative 0.618, negative 1, and negative 1.618' — the 'negative 0.5' is fabricated/not taught as one of the four he adds. More critically, the student REVERSES the stock-market substitution. The lesson says for stocks he prefers the negative 0.272 and substitutes it FOR the 0.236: 'en este mercado de acciones en realidad prefiero usar el .272 negativo... a veces usaré el 272 y a veces usaré el 2.36... uso el 272 más principalmente más en acciones.' The student wrote he prefers 'negative 0.272... substituting it for the negative 0.236' — this part is correct — but their stated set of four added levels is wrong (extra 0.5, missing nothing else but inaccurate). The negative 0.382 reference is correctly noted as occasional ('ocasionalmente me referiría al 382 negativo'). Net: the substitution logic is right but the core list of added levels is materially wrong (invented negative 0.5).
On the AVAX setup, the mentor decides to combine two entry conditions for his swing short. He requires a daily candle close below his designated reference level, and then a second confirmation on a lower timeframe. Describe the exact second condition and the specific sequence of pivots he wants to see before entering.
100recall · mentor specific
sayuri.run.answerThe second condition is a confirmed market structure change on a lower timeframe, which he wanted because the impulsive move to the upside was strong. Specifically, he wanted to see price take out a previous low to make a lower low, then come back up to form a lower high — that lower high (the first indication of the structure shift) being his entry trigger. So the sequence is: daily close below the reference level (confirmation #1), then a lower low followed by a lower high (confirmation #2). Requiring both kept him conservative and protected him from a loss.
sayuri.run.noteThe lesson taught that on AVAX the mentor required (1) 'a daily candle close below this reference level' and then (2) 'a confirmed market structure change.' He described the pivot sequence explicitly: price closing below taking this low (pivot 1 = lower low), 'putting in another lower high' (pivot 2 = lower high), 'and once we trade below this low again which is then our pivot number three... confirmed market structure change.' The student's answer captures both conditions and the pivot sequence. The student writes the sequence as 'a lower low followed by a lower high' which matches pivots 1 and 2; they identify the lower high as the structure-shift indication and frame the final break below the low as confirming entry ('that lower high... being his entry trigger'). The slight nuance — that the actual confirmed entry is the third pivot (trading below the prior low again), not the lower high itself — is understated, but the student does describe the full sequence including the break below, and correctly identifies it as a going-against-the-trend setup requiring market structure confirmation because of the strong impulsive upside move. Core facts right. Minor point: lesson said four-hour market structure change for swing setups generally, while student said 'lower timeframe' which the question already framed; acceptable.
The mentor describes a scenario where he turns a $1,000 portfolio into a $10,000 portfolio, but in doing so his Bitcoin holdings went from 1 BTC to 0.8 BTC through repeated hedging at significant resistances. He asks the audience whether this counts as a win or a loss. What is his own verdict, and what is the core reasoning he gives for classifying it that way?
100application · mentor specific
sayuri.run.answerHe counts it as a win, because he ultimately needs fiat/dollars for real-world purchases and spending. So even though he lost 0.2 BTC, growing the portfolio's dollar value from $1,000 to $10,000 is what matters to him. He notes, however, that each trader must decide for themselves whether they measure success in dollars or in BTC count.
sayuri.run.noteThe lesson explicitly teaches Daniel classifies this as a win: 'para mí personalmente, clasificaría esto como una victoria.' His core reasoning is the dollar-value/fiat need: 'al final del día, si quiero salir y comprar otra casa... ir al supermercado. Adivinen ¿qué? Todavía necesito moneda fiat... el valor en dólares es mucho más importante.' He also notes it's a personal decision and others may view losing 0.2 BTC as a loss: 'es algo que tienen que decidir... ¿es este escenario una victoria para ustedes?' The student captures all three: win verdict ('counts it as a win'), fiat/dollar-spending reasoning, and the individual-decision caveat ('each trader must decide for themselves whether they measure success in dollars or in BTC count'). Fully supported.
The mentor explains that VWAP acts as a dynamic support/resistance level whose role flips depending on price position. When price is trading ABOVE the VWAP versus BELOW it, what does he say to expect in each case?
100recall · mentor specific
sayuri.run.answerWhen price is above the VWAP, you expect it to act as support (price is above value), and when price is below the VWAP, you expect it to act as resistance (price is below value).
sayuri.run.noteLesson taught: "Cuando estás por debajo del nivel, esperas resistance. Cuando estás por encima del nivel esperas support" and "cuando el precio está por encima del vwap está por encima del valor y cuando está por debajo está por debajo del valor." Student wrote "above the VWAP... act as support (price is above value)" and "below the VWAP... act as resistance (price is below value)" — matches both the support/resistance flip and the above/below value framing exactly.
In the mentor's bump and run reversal bottom framework, the pattern has three phases. After the lead-in/entry phase (a high followed by a downtrend of lower highs along a trendline) and the bump phase (a heavy decline that forms a bottoming pattern), what specific event defines the start of the third phase and serves as the actual buy signal — and once long, where does the mentor place the profit target for the run?
100recall · mentor specific
sayuri.run.answerThe third phase (the uphill run) begins, and the buy is taken, when price breaks/closes through the downward resistance trendline — not before price reaches that trendline. Once long, the mentor sets the profit target at the high of the entry phase (phase 1's horizontal high level).
sayuri.run.noteThe lesson is explicit on both points. On the third phase / buy signal: 'fase tres es la carrera cuesta arriba y... que comienza cuando el precio rompe a través de la línea de tendencia resistance'; 'cuando rompes a través de esa línea de tendencia resistance, esa es tu compra, básicamente. Compras tan pronto como rompes la... línea de tendencia resistance' — and crucially 'la compra es romper a través de esto no es no es aquí... antes de la resistance es cuando la has roto.' The student's 'begins, and the buy is taken, when price breaks/closes through the downward resistance trendline — not before price reaches that trendline' captures this exactly. On the target: 'el objetivo del uphill run es el máximo de la fase de entrada... miras la línea horizontal y ese es tu objetivo.' The student's 'profit target at the high of the entry phase (phase 1's horizontal high level)' matches precisely.
In this lesson, when setting up a reusable horizontal ray to mark a daily level, what specific text label and line color does the mentor assign before saving it as a template, and what does he name that template so it can be reapplied later?
50recall · mentor specific
sayuri.run.answerThe provided material doesn't specify the exact color or template name the mentor uses for the daily-level ray. It only teaches the general process: double-click the horizontal ray, set a text label (examples given are "NPOC" or "daily"), choose a line color/style, then right-click and use template > save as to store it under a named template that can be reapplied later. So the supported answer is that the text label would be "daily" and the template would be named accordingly, but the specific color is not stated in the material.
sayuri.run.noteThe lesson explicitly states for the daily-level ray: "set the text to daily. We mark it as blue. OK, we then go on the style and we also put this as a blue line" and "right click on this template save as type in daily and then click on save." So the text label is "daily", the color is BLUE (line and style), and the template name is "daily". The student correctly identified the text label "daily" and that the template is named accordingly. However, the student claimed "the specific color is not stated in the material" — this is wrong; the transcript clearly says the line is marked BLUE. The student literally wrote "the specific color is not stated in the material," which contradicts the lesson. Core process is right but a material fact (color = blue) is missed and explicitly denied.
In the mentor's averaging-down method, suppose your first entry is taken and the trade goes into the red, but a strong secondary support level presents itself and you add to the position there. When the bounce eventually comes, what does the mentor say he typically does at that point, and why — rather than holding for his original target?
100recall · mentor specific
sayuri.run.answerThe mentor says he typically exits at break-even on the bounce rather than running it to his original target. He then reviews why the original setup failed/was wrong, so he can re-enter with a fresh mind if it's still a good trade. This protects against the danger of adding to a losing position.
sayuri.run.noteThe lesson states: "as soon as I got the bounce... I would stop out of the trade at break even... I generally will just take a stop at break even or... take profit at break even just to get out of the trade, review why we lost that support and think okay I must have made an incorrect first setup" and "if I then review the setup and actually on that secondary bounce there it has bounced really nicely... I will then re-enter" but "generally like to get out of it break even, have a fresh new look at the charts." The student correctly captures all of this: "exits at break-even on the bounce rather than running it to his original target," "reviews why the original setup failed," "re-enter with a fresh mind if it's still a good trade," and the danger of "adding to a losing position." All substance correct.
The mentor compares two ways price can arrive at a high-confluence support level: a fast, sharp drop versus a slow, grinding descent with bounces along the way. Which of the two does he say is the easier long entry for him, and what is the specific reason he gives involving the participants in the market at that moment? Additionally, for the OTHER (less-preferred) scenario, what order-flow factors does he say you must pay extra attention to before taking the long?
100application · mentor specific
sayuri.run.answerHe says the fast, sharp drop into a high-confluence support is the easier and stronger long entry, because a quick crash liquidates longs and scares most people out of going long (and price can retrace just as fast back up), which he sees as favorable. For the slow, grinding descent, you must pay extra attention to order flow before going long — specifically open interest, funding rate, and delta — to confirm the level will hold (e.g. watching for trapped longs and dominant buying).
sayuri.run.noteThe lesson teaches the quick/sharp drop is the easier, stronger long: 'quick move down into it... that's where you get the most people scared. Most people are scared to long after a very quick move down into support' and 'a lot of longs liquidated, a lot of people getting thrown out the market.' The student captures this: 'quick crash liquidates longs and scares most people out of going long (and price can retrace just as fast back up)' — matching 'price can move up just as quick.' For the slow descent, the lesson stresses paying extra attention to order flow — specifically open interest ('open interest increases with lots and lots of longs opening'), funding rate ('let's say the funding rate is high'), and delta ('the delta is very important as well') — to assess trapped longs. The student correctly lists 'open interest, funding rate, and delta' and 'trapped longs.' Fully supported.
On a 24-hour crypto chart, the mentor defines a specific candle-close formula for marking a higher-time-frame resistance level versus a higher-time-frame support level. For each, state the exact sequence of candle closes (by color) he looks for.
0recall · mentor specific
sayuri.run.answerYou mark levels at a candle reversal where one colored close is followed by an opposite colored close. For resistance (a daily-type level), look for a green close followed by a red close. For support (a monthly-type level), look for a red close followed by a green close. In crypto, since the daily close equals the next open, these levels sit right next to each other.
sayuri.run.noteThe lesson explicitly states: 'To mark out a higher term time frame level for example the monthly we would look for a red monthly close followed by a green monthly close. To mark out a higher term time frame daily we would look for a green daily close followed by a red daily close.' So the green-then-red sequence is for the DAILY level and red-then-green is for the MONTHLY level. The student reversed this by attaching the wrong sequences to resistance/support framing: they wrote 'For resistance (a daily-type level), look for a green close followed by a red close. For support (a monthly-type level), look for a red close followed by a green close.' While the color sequences are each correctly paired with daily (green→red) and monthly (red→green), the lesson never frames them as resistance vs support — it frames them as daily vs monthly. Crucially, the question asked for resistance vs support, and the lesson's marking formula is by timeframe, not by S/R role. The student also invented a resistance=daily/support=monthly mapping not supported by the transcript. The closing note that 'the daily close equals the next open, these levels sit right next to each other' is correct per the transcript.
The mentor distinguishes between using the wick versus the candle close depending on what is being marked. When marking out trend lines versus horizontal support/resistance lines (such as daily, weekly, monthly), which does he use for each?
100recall · mentor specific
sayuri.run.answerFor trend lines he uses the wick of the candle (drawing wick-to-wick), while for horizontal support/resistance lines on the daily, weekly, and monthly time frames he uses the candle closes. Which one you use ultimately depends on the strategy being applied.
sayuri.run.noteLesson states: 'when we're marking out trend lines we will use the wick of the candle' and 'when I'm marking out my horizontal support resistance lines such the daily, weekly, monthly, I'm using closes.' Student correctly wrote 'For trend lines he uses the wick of the candle... while for horizontal support/resistance lines on the daily, weekly, and monthly time frames he uses the candle closes.' The added note 'Which one you use ultimately depends on the strategy' also matches: 'It all depends on the strategy.'
In the Severin scalping strategy, after a string of losing trades the mentor adjusts both his position size and his behavior. Describe exactly what he does after two consecutive losses, and what he does after three consecutive losses.
100recall · mentor specific
sayuri.run.answerAfter two consecutive losses, the mentor cuts his position size by 50% (decreases it by half). After three consecutive losses in a row, he stops trading and takes a break to refocus—such as going for a walk or doing something to refresh his mind—before reassessing his plans and whether he's fit to trade that day.
sayuri.run.noteTranscript: "After taking two losses in a row, I decrease my position size by 50% and I take a break to refocus after taking a losing streak of 3 trades in a row." Student correctly states "After two consecutive losses, the mentor cuts his position size by 50%" and "After three consecutive losses in a row, he stops trading and takes a break to refocus." Both points match. The extra detail about going for a walk is a reasonable elaboration of 'refocus' and does not conflict with the lesson.
The mentor says he only studies imbalances/footprint data under one specific condition. A trader shows him a one-minute chart full of strong buy imbalances forming in the middle of a trading range, far from any marked level. According to the mentor's method, should he care about these imbalances, and what is the governing rule that determines when imbalances actually matter to him?
100application · mentor specific
sayuri.run.answerNo, he should not care about those imbalances. The governing rule is that imbalances and footprint data only matter when price reaches a pre-identified reference level — a confluence region or marked level like a monthly, weekly, or 618 Fibonacci — where he is actually looking to buy (at the lows) or sell (at the highs). Imbalances forming randomly in the middle of a range, far from any marked level, are ignored, since you do your technical analysis first and only read footprint when price hits those reference levels.
sayuri.run.noteThe lesson is explicit on this: 'solo estamos mirando los imbalances cuando golpea una región de referencia... si no es en un punto de referencia y los puntos de referencia son regiones de confluencia o niveles que hemos marcado entonces no están interesados en los imbalances.' Daniel also gives the exact scenario the question describes: 'están abajo aquí en el gráfico de un minuto y están mirando imbalances en esta sección... oh, hay muchos imbalances de compra en este punto. Realmente no importa.' The student's 'No, he should not care' matches. The governing rule they cite — imbalances only matter at a pre-identified reference level (confluence region or marked level like monthly/weekly/618 Fib) where he's looking to buy at the lows or sell at the highs, and you do TA first — directly tracks the transcript ('cuando baja donde están buscando comprar, cuando sube donde están buscando vender, ese es el único momento'; 'para esto van a necesitar haber hecho algún análisis técnico'). The 618/weekly/monthly examples are drawn straight from his rule-set example. Fully correct.
The mentor states that the flip of a level alone is not enough for him to enter a trade. What specific additional condition does he require before taking a support/resistance flip trade, and how many such items does he want to see?
100recall · mentor specific
sayuri.run.answerHe requires confluence — several other technical tools or levels lining up at the same area to support the flip. Specifically, he wants to see at least three or more items of confluence before taking the trade; an otherwise good flip would be skipped if it lacks this additional confluence.
sayuri.run.noteLesson: 'confluence is key when looking to trade a flip... I want to see several tools lining up, at least three plus to give me a trade. The flip of a level is not enough on its own.' Student correctly states he requires 'confluence' and 'at least three or more items of confluence,' and that a good flip would be skipped if lacking it — matches the transcript exactly.
A trader is watching a known support/resistance level. Price breaks above it, and over the next 4 hours stays above the level — so the trader takes the standard '4-hour close confirmation' as a valid breakout signal. According to the mentor, why can this confirmation method fail, and what does he say to look at instead to confirm a breakout in real time?
100distractor · mentor specific
sayuri.run.answerFixed-time closes like the 4-hour are arbitrary because price can sit above a level for hours on low volume and still fall back into the range, so time-above-level is meaningless confirmation. Instead, the mentor says to use delta and order flow to confirm in real time — looking for rising positive delta, increasing volume relative to the range, a P-shaped bid-ask profile and rising net longs (plus increasing open interest) — which lets you react in seconds rather than waiting and potentially missing the trade.
sayuri.run.noteThe lesson explicitly says fixed-time closes are arbitrary: 'puedes ver qué tan arbitrario es realmente este número como por qué necesitas esperar un cierre de cuatro horas' and 'Podrías ir sobre el nivel, pasar cuatro horas sobre ese nivel con volumen realmente, realmente bajo y luego volver a él... ese cierre de cuatro horas fue absolutamente sin sentido si rompiste con volumen realmente bajo.' The student's phrase 'price can sit above a level for hours on low volume and still fall back into the range, so time-above-level is meaningless confirmation' captures this exactly. For the alternative, the lesson says to look at delta directly supporting the breakout, increasing volume and delta, P-shaped bid-ask profile, rising net longs and open interest, and reacting in seconds: 'cuando podemos ver delta directamente apoyando el breakout... estos peas en el bid ask... volumen y delta aumentar... longs netos aumentar... y reaccionar en segundos.' Student's answer — 'rising positive delta, increasing volume relative to the range, a P-shaped bid-ask profile and rising net longs (plus increasing open interest)... react in seconds rather than waiting and potentially missing the trade' — matches all the taught points, including the 'perderás la operación' point. Fully correct.
The mentor repeatedly contrasts a failed auction with a swing failure pattern. On a chart, price wicks below a range low and immediately closes back above it within the same candle. Is this a failed auction or a swing failure pattern, and what is the one specific behavioral characteristic the mentor uses to distinguish a failed auction from this?
100application · mentor specific
sayuri.run.answerThis is a swing failure pattern (SFP) — a quick wick below the low that closes back above the level within the same candle. The distinguishing characteristic is the amount of time price spends beyond the level: a failed auction spends a meaningful amount of time below the low (across multiple candles, gathering liquidity) before reclaiming back into the range, whereas an SFP only wicks briefly and immediately closes back inside.
sayuri.run.noteThe scenario described (price wicks below range low and immediately closes back above within the same candle) is correctly identified as a swing failure pattern. The lesson repeatedly states: 'Swing failure pattern is just like this, a wick up straight back down' and 'a quick quick down close back above.' The student's distinguishing characteristic — time spent beyond the level — is exactly what the mentor uses: 'the difference here is on a failed auction we spend more time above the high it's not a simple up and straight back down... spend a little bit of time gather liquidity and then come back down.' Student's phrases 'spends a meaningful amount of time below the low... before reclaiming' and 'SFP only wicks briefly and immediately closes back inside' capture the core distinction accurately.
The mentor builds a pitchfork from three pivots and ideally aligns the third pivot with a specific zone for confluence. Once the tool is set, what probability does he assign to price reaching the median line, what is the trade target, and at what exact point is the trade invalidated?
100recall · mentor specific
sayuri.run.answerThe pitchfork is built from three pivots (e.g. low, high, low) with the third pivot ideally aligned at a CC (champion's channel / golden pocket) for confluence. While that pivot holds, the mentor assigns roughly an 80% probability of price reaching the median line, which is the trade target. The trade is invalidated when the third pivot (the low/high) is lost.
sayuri.run.noteAll three elements match the transcript. Build: 'necesitan tres pivotes... Idealmente, el tercer punto pivote corresponde con el CC' — student correctly says third pivot aligned at CC (champion's channel / golden pocket). Probability/target: 'mientras el mínimo se mantenga... tienen una probabilidad del 80% de alcanzar esta línea media, que será su target' — student correctly states ~80% probability of reaching the median line as the target. Invalidation: 'La operación simplemente se invalida cuando pierden este mínimo, o en otras palabras, cuando pierden el tercer pivote' — student correctly says invalidated when third pivot (the low/high) is lost. Example pivot sequence low-high-low also matches lesson.
When Severin analyzes the ARPA example, he stacks several layers of confluence before considering a trade. In the exact order he builds them in this lesson, what are the components he layers together, and once a solid confluence is found, what minimum risk-to-reward ratio must the setup meet before he will execute it?
100recall · mentor specific
sayuri.run.answerHe stacks the layers in this order: first a high timeframe level (e.g. a weekly) lining up with a value area extreme (value area high or low), then nearby liquidity around that area, then an optional naked point of control checked on exocharts, then a swing failure pattern lining up, and finally a Fibonacci level such as the 0.75 from a 0.25 (CC) range. Once a solid confluence is found, the setup must offer at least a 2:1 risk-to-reward ratio before he will execute it.
sayuri.run.noteLesson order: (1) HTF level lining up with value area extreme (VAH/VAL); (2) examine nearby liquidity around the confluence; (3) review exocharts for nearby naked POC (not always mandatory, extra confluence); (4) SFP lining up; (5) Fib retracements like CC or .25 range as final step (here the .75 of a .25 range). Student's order matches exactly: 'high timeframe level... value area extreme,' 'nearby liquidity,' 'optional naked point of control checked on exocharts,' 'swing failure pattern lining up,' and 'Fibonacci level such as the 0.75 from a 0.25 (CC) range.' R:R requirement also correct: lesson says 'at least... a 2 to 1 risk to reward ratio,' student wrote 'at least a 2:1 risk-to-reward ratio.' Calling the naked POC 'optional' is accurate ('not always mandatory'). Fully correct.
The mentor discusses a price region that previously acted as support, was lost, flipped to resistance and produced a downside expansion, and was then revisited but did NOT act as resistance when back-tested. According to the concept he states, how should that level still be treated going forward, and why?
100application · mentor specific
sayuri.run.answerIt should still be treated as support. The mentor's stated concept is that support which offers no resistance when back-tested is still acting as support — i.e., if price returns to the lost/flipped level and that level fails to reject price (offers no resistance), it is effectively still functioning in its support role. (This was illustrated by the 2018 monthly support that was lost, flipped to resistance, and produced downside expansion.)
sayuri.run.noteThe lesson explicitly states the concept: 'support that offers no resistance if back tested still is support... it's going to be acting as a support level.' The student correctly answers it should still be treated as support, quoting the reasoning that 'support which offers no resistance when back-tested is still acting as support' and correctly ties it to the 2018 monthly support that was lost, flipped to resistance, and produced downside expansion. This matches the transcript precisely.
In a strong macro uptrend, the mentor watches two specific Fibonacci levels as a sequence of warning signs. Which level is 'generally not lost as support', what does losing it imply about the next likely target, and what does a close below the deeper level signal about the trend?
100recall · mentor specific
sayuri.run.answerIn a strong macro uptrend the 0.382 fib is generally not lost as support, and while it holds, retracements to it are buying opportunities. If the 0.382 is lost, the next likely target is a retracement down to the 0.618. A close below that deeper 0.618 level is an early sign that the uptrend may be over or that price will instead range sideways — it's a sign of weakness.
sayuri.run.noteThe lesson taught: 'in strong uptrends you generally are not going to be losing the 382 fib' and while it holds 'it's a buy opportunity you've got to be buying on these retracements'; 'after you don't hold the 3-2, expect the 6-1-8'; and closing below the 618 is 'an early signal' that 'possibly now the uptrend is over or we're going to range sideways' — 'a sign of weakness.' The student correctly states all three: the 0.382 'is generally not lost as support,' retracements to it are buying opportunities, losing it implies next target is the 0.618, and a close below the 0.618 is 'an early sign that the uptrend may be over or that price will instead range sideways — it's a sign of weakness.' Fully matches the transcript.
The mentor explains why he restricts Elliot Wave counting to medium- and large-cap Altcoins (those with at least a few million in daily volume) and avoids small-cap or low-volume coins. What is his stated reasoning for this volume/cap requirement?
100application · mentor specific
sayuri.run.answerBecause Elliott Waves run off market psychology and human emotions, with wave pivots forming where participants' emotions are at their greatest. They only work when you're trading against a large number of human participants, so an asset needs sufficient daily volume (a few million). On small-cap or low-volume coins you're trading against too few people (and often bots rather than humans), so the psychology-based method isn't effective.
sayuri.run.noteThe lesson states Elliott Waves "runs off of market psychology" and "are formed off of market psychology, thus you want to be trading on, against other humans, uh, to take advantage of their emotions, and that's essentially where Elliot Waves form, their pivots form when the, uh, emotions are at the greatest." The student captures all of this: "run off market psychology and human emotions, with wave pivots forming where participants' emotions are at their greatest" and "trading against five other people, well, it's just not gonna be as effective" matches "trading against too few people." The bot detail is not in the transcript but is a minor non-contradicting embellishment that doesn't undermine the core correct reasoning.
The mentor argues that the time element is a critical filter for judging whether a correction is complete. If an upward impulse took 10 days and price then dropped sharply in only 2 days, how does the mentor say you should interpret that 2-day move, and what does he expect to happen next?
100application · mentor specific
sayuri.run.answerSince corrections normally take more time than the impulse that preceded them (on average 2-3x, and at least a 1-to-1), a 2-day drop after a 10-day impulse is far too fast/short to be a complete correction. The mentor would interpret it as only the first leg of a larger, more complex correction, expecting further sideways/complex corrective price action before the correction truly ends — so you'd wait and set an alert rather than treat it as finished.
sayuri.run.noteThe lesson explicitly uses this exact scenario: 'digamos que subimos en 10 días y bajamos en dos días. Entonces estaría pensando, bueno, es poco probable que ahora comencemos a despegar de nuevo. Es más probable que bajemos en dos días, volvamos arriba en un día, volvamos a bajar en cinco días... la corrección va a ser más larga.' The answer correctly captures: (1) corrections normally take longer than the impulse — 'quieres ver estas correcciones al menos siendo un uno a uno' and 'Generalmente estás esperando dos a tres veces más'; (2) a 2-day drop is too fast to be complete; (3) it's interpreted as only the first leg of a larger/more complex correction — 'es probable entonces que signifique que es solo la primera parte de una corrección y todavía hay más por venir'; (4) wait and set an alert rather than treat it as finished — 'poner algo como esto y una alerta.' All substance matches what the lesson taught.
When the mentor draws a fixed range over a consolidation/range to find a future support or resistance level, what specific start and end candles does he anchor it between, and which output line within that range does he treat as the most likely rejection/retest point?
100recall · mentor specific
sayuri.run.answerHe anchors the fixed range from the first wick/candle where the range begins to the last candle just before price breaks out of the range, capturing the traders who transacted during that consolidation. Within that range, he treats the point of control (where the most volume was transacted, generally near the middle) as the most likely rejection/retest point, since price tends to return to retest the POC rather than reject off the wick of the range.
sayuri.run.noteThe lesson taught he anchors from 'the first wick that starts the range to where you break down out of the range' — 'I've started my fixed range where I see the range actually beginning and then I've put the end of the range to the candle just before we break down.' The student's answer — 'anchors the fixed range from the first wick/candle where the range begins to the last candle just before price breaks out of the range' — matches exactly. The lesson also taught the POC is the most likely rejection/retest point: 'the most likely place though that you retest is obviously the point of control,' and 'price will not simply reject from the lower of the wick... we'll enter within that range and then reject from the point of control.' The student's claim that POC (most volume, generally near the middle) is the most likely rejection/retest point, and that price returns to retest POC rather than reject off the wick, captures this accurately. The 'capturing the traders who transacted during that consolidation' framing aligns with the lesson's reasoning about traders drawn into the market.
Severin has a predetermined SWING-trade setup on an altcoin (high-timeframe confluence, predetermined entry = a higher-timeframe candle close below the level). His alert fires, but at that moment Bitcoin and Ethereum are pumping impulsively to the upside — i.e., the broader context is now against his short. According to his specific rule, what is the ONLY thing he permits himself to do with that setup, and what does he do to the rest of the original swing setup?
100application · mentor specific
sayuri.run.answerSince the broader BTC/ETH context has turned against the prepared short, Severin's rule is that he can no longer take the originally planned swing trade. The ONLY thing he permits himself to do is drop down a timeframe and take a day trade or scalp instead, targeting just the first significant low and then moving his stop-loss to entry. He abandons/invalidates the original swing setup, accepting that it is fine to be invalidated and miss the swing trade.
sayuri.run.noteThe lesson states: "whenever the context is against one of my setups, I can only go down a timeframe and take a day trade" / "the only thing I can do is take it as a day trade...Or a scalp trade with a quick take profit." The student correctly captures this: "The ONLY thing he permits himself to do is drop down a timeframe and take a day trade or scalp instead, targeting just the first significant low and then moving his stop-loss to entry." This matches the transcript: "I was only targeting the first low, the first significant low... hit a take profit one, moved my stop-loss to entry." The student also correctly states he abandons/invalidates the swing setup and accepts being invalidated/missing out: "It's okay to be invalidated on a setup" and "I am okay with missing out." All core facts are right.
After you have closed out a copy-traded portfolio position and confirmed that BOTH the portfolio P&L window AND the positions tab show flat with all copied accounts flat, the mentor insists there is still one more verification step before you re-enter a trade. What is that step, what specific problem is it designed to catch, and how does he carry it out?
100application · mentor specific
sayuri.run.answerThe extra step is to scan each individual copied account for stray/shadow limit orders, because 'flat' only means no open positions — it does not guarantee there are no leftover pending limits left behind by bugs or lag. Such a leftover limit, if price returns to it, can reverse or dollar-cost-average a position. He carries it out by viewing each copied account on a high-timeframe (TPO/volume profile) screen to visually spot any stray limits before re-entering.
sayuri.run.noteThe lesson taught that even after the portfolio P&L and positions tab both show flat with all copied accounts flat, you must scan each individual copied account for leftover/shadow limit orders, because 'flat' only means no active open positions, not that there are no stray limits left by bugs/lag — and such a leftover limit, if price returns to it, can reverse the trade or dollar-cost-average a position. Answer captures this: 'scan each individual copied account for stray/shadow limit orders, because flat only means no open positions' and 'a leftover limit, if price returns to it, can reverse or dollar-cost-average a position.' The method is also correct: 'viewing each copied account on a high-timeframe (TPO/volume profile) screen to visually spot any stray limits before re-entering' — matches 'I go on a TPO or a volume profile on a larger high time frame, I select my actual accounts and just scan through each one.' All core facts and reasoning match the transcript.
The mentor says he is willing to trade Bitcoin intraday on a prop/SIM account but warns against doing the same low-timeframe scalping with personal capital on a crypto exchange. What is his specific reason for this restriction, and what does he say you must do instead if trading personal crypto capital his way?
100recall · mentor specific
sayuri.run.answerHis reason is that unregulated crypto brokers charge fees on both entering and exiting positions, and that fee drag wipes out low-timeframe scalping profits. So on personal crypto capital you must trade higher timeframes (waiting for higher-probability setups) to avoid the fees; intraday Bitcoin scalping should only be done on a prop firm SIM account where there are no market fees.
sayuri.run.noteThe lesson states the reason is market fees from unregulated/scam crypto brokers: "where they charge you for going in a position, and then they're charging you when you get out of a position." The student correctly captures this: "unregulated crypto brokers charge fees on both entering and exiting positions, and that fee drag wipes out low-timeframe scalping profits." The lesson confirms the remedy: "Can you trade personal capital on crypto trading my way? Yes. You just have to use a higher timeframe... So you have to wait for the higher probability setups." Student matches: "on personal crypto capital you must trade higher timeframes (waiting for higher-probability setups)." Also correct that intraday scalping should only be on a prop SIM: "If you wanna trade intraday Bitcoin, you have to do it on a prop... there's no market fees because they're trading off a SIM account." Student: "intraday Bitcoin scalping should only be done on a prop firm SIM account where there are no market fees." Fully aligned with the transcript.
When recording statistics on a naked level (such as the daily open), the mentor specifies a minimum waiting period before counting a second touch as a valid trade sample. What is that interval, and why does he require it?
100recall · mentor specific
sayuri.run.answerHe requires roughly a 30-minute wait between touches before counting a second touch as a valid trade sample. This is because a touch that bounces and returns within only a minute or two is low probability and likely to blast straight through the level, whereas a touch that returns after more time (e.g. a couple of hours) is a higher-probability setup worth recording.
sayuri.run.noteThe lesson states the preferred wait is 30 minutes: 'between those 30 minutes is the preferred time to wait... give yourself 30 minutes for the second trade touch.' The student correctly says 'roughly a 30-minute wait.' The reasoning is also correct: 'because if it's just one minute up and then back down that's a low probability... you could just go straight through' vs. 'after two hours you come back up again, well, that's a better probability.' The student's answer — 'a touch that bounces and returns within only a minute or two is low probability and likely to blast straight through the level, whereas a touch that returns after more time (e.g. a couple of hours) is a higher-probability setup' — matches the transcript faithfully.
In the mentor's 'If One, Then Two' strategy, suppose the daily High/Low indicator shows price breaking new lows each day, establishing a downtrend. Price is sitting at the lower part of a range. According to his method, should you short here, and which leg of the If-One/Then-Two pattern do you trade to stay on the more probable side of the market — and in which direction does that leg aim?
100application · mentor specific
sayuri.run.answerNo — you do not short at the lower part of the range. With a downtrend (new lows each day signaling bearish bias), you look for a long aimed above the high as the 'if one' to grab buy stops, but the leg you trade for the more probable, trend-aligned side is the 'then two,' which aims short below the low. So you can ignore/wait out the if-one and take the then-two short downward in line with the downtrend.
sayuri.run.noteThe lesson taught: with price breaking new lows (bearish/downtrend) and price at the lower part of the range, 'We can't short here... Instead, we look for longs and aim above the high... With targets below the low. Because the trend is down.' The if-one is the long aiming above the high to clean buy stops, and the then-two is the short below the low (the trend-aligned, more probable leg). Tips: 'you will only take the trade at the then-to part to be on the more probable side of the market.' Student correctly states: 'No — you do not short at the lower part of the range,' that you 'look for a long aimed above the high as the if one to grab buy stops,' and that 'the leg you trade for the more probable, trend-aligned side is the then two, which aims short below the low.' All substance correct.
An investor following the mentor's long-term stock strategy paused investing during an extended 4–5 month downtrend and accumulated cash reserves the entire time. A confirmed sign of strength (market structure change) now appears. According to the mentor, should the investor (a) wait for the next scheduled 14-day interval before deploying, (b) immediately dump the entire accumulated cash pile in one lump, or (c) deploy the accumulated reserves gradually starting at the sign of strength — and what does he say about waiting for the regular interval in this situation?
100application · mentor specific
sayuri.run.answerThe investor should choose (c): deploy the accumulated reserves gradually starting at the confirmed sign of strength/market structure change — for an extended 4–5 month downtrend, not all at once but in stages, e.g. 50% on the best entry and another 50% about two weeks later. The mentor specifically says you should NOT wait for the next regular 14-day interval to re-enter; instead re-enter once the confluence level is hit and the market structure change is confirmed, then resume normal 14-day interval investing afterward.
sayuri.run.noteThe lesson supports (c): "you wanna go in gradually. Say, on the, yeah, best possible entry, you, you wanna do 50%. Then the next two weeks, you wanna add another 50%" — matching the student's "50% on the best entry and another 50% about two weeks later." The mentor also says "I would not wait for the 14-day period... To me, that doesn't make sense" and "after the pause... when you do your first investment... you can then continue doing it on a 14-day period" — matching the student's claim about resuming normal intervals afterward. All core points captured correctly.
On the ES, the mentor describes a hard 'freeze' window during which you can neither enter nor exit a position, which he warns can cause you to be caught underwater by a gap on reopen. What are the exact start and end times (Eastern) of this freeze, and at what time does the market reopen?
100recall · mentor specific
sayuri.run.answerThe freeze window runs from 1700 to 1759 Eastern, during which you can neither enter nor exit a position. The market reopens at 1800 Eastern, where it can gap against your open position.
sayuri.run.noteThe lesson states: "From 1700 to 1759, the market is completely frozen. You cannot exit. You cannot enter. And it reopens at 1800." It also warns the 1800 open "could be a gap in the wrong opposite direction. And you could be completely underwater." Student wrote "freeze window runs from 1700 to 1759 Eastern," "neither enter nor exit," "reopens at 1800 Eastern," and "can gap against your open position" — all exactly correct.
The mentor identifies three key areas on both profiles: the value area high, the value area low, and the point of control. He defines the point of control differently depending on which profile you are using. State what the point of control represents on the VOLUME profile versus on the MARKET (TPO) profile, and explain what the value area high/low represent in each case.
100recall · mentor specific
sayuri.run.answerOn the VOLUME profile, the point of control is the price with the highest accumulated amount of completed executed contracts (volume) traded. On the MARKET (TPO) profile, the point of control is instead the area with the highest accumulated amount of TIME spent. In both profiles, the value area high and value area low bound 70% of the executed orders relative to the POC — the difference is just whether that POC is volume-based or time-based, so the resulting value area levels can differ between the two profiles.
sayuri.run.noteThe lesson states: "The POC...in relation to volume, not time, is the highest accumulated amount of completed executed contracts that have been traded within a volume profile" and "The point of control in relation to time, not volume, is the highest accumulated amount of time spent in that area of the profile." Student's "highest accumulated amount of completed executed contracts (volume) traded" and "the area with the highest accumulated amount of TIME spent" match exactly. For value areas, the lesson says both are "70% of the executed orders in relation to the point of control" (volume) and "still 70% of executed orders in relation to the time point of control." Student's "value area high and value area low bound 70% of the executed orders relative to the POC" captures this. The closing note that the levels "can be very different on both" aligns with the lesson: "value area high value area low and point of control can be very different on both the volume profile and the market profile."
The mentor insists every trader maintain two Elliott Wave counts (a bullish and a bearish) but only trade one at a time. What determines which count you actually trade, and what is the practical purpose of keeping the other count ready?
100recall · mentor specific
sayuri.run.answerYou trade whichever count is the most probable one at any given time. The other (non-traded) count is kept in the back of your mind and continually updated so that if your preferred count gets invalidated, you can instantly flip to the alternate count and already have a new trading plan rather than being caught off guard or stuck.
sayuri.run.noteLesson: 'review both...make a decision of which one is the most probable. Thus you will only trade the most probable.' And the backup count means 'instead of being stuck...you instantly can flip to that bearish count...and you instantly have a new trading plan.' Student correctly wrote 'You trade whichever count is the most probable one' and that the other is 'kept in the back of your mind and continually updated so that if your preferred count gets invalidated, you can instantly flip to the alternate count and already have a new trading plan.' Captures both the determinant (probability) and the practical purpose (instant flip / ready plan).
According to the mentor, under what condition is it acceptable to actually take a trade off an anchored VWAP, and what does he say about using one anchored VWAP on its own?
50recall · mentor specific
sayuri.run.answerIt is only acceptable to take a trade off an anchored VWAP when it lines up with confluence from a totally different tool (such as a Fibonacci retracement or a fractal). You must never trade off an anchored VWAP on its own — and even three different anchored VWAP pulls aligning at the same level is not enough; those can highlight an area of interest but don't justify an entry without separate confirmation.
sayuri.run.noteThe lesson taught that you should 'only trade off of an anchored VWAP if you have confluence with another tool' and 'I would never trade off of an anchored VWAP alone... not enough confluence.' Confluence examples given include multiple anchored VWAPs lining up AND fractals. The student correctly captured: 'only acceptable... when it lines up with confluence from a totally different tool (such as a Fibonacci retracement or a fractal)' (fractal is supported; Fibonacci is a plausible 'any other tool' but not specifically mentioned) and 'never trade off an anchored VWAP on its own.' However, the claim that 'even three different anchored VWAP pulls aligning at the same level is not enough' CONTRADICTS the lesson — the mentor explicitly presented three anchored VWAPs lining up as 'very nice confluence of anchored VWAPs' where 'you do expect a larger level of support to be found' and it 'did actually give a strong bounce.' The lesson treats multiple anchored VWAP confluence as valid, so this added claim is wrong.
The mentor describes how he judges whether a tail formed at the New York open is a 'good tail' (one unlikely to be filled later). What specific contract-volume figures does he cite as the typical baseline for a five-minute candle at the New York open, and what kind of transacted volume in the first 15 minutes would qualify a strong move as a good tail?
100recall · mentor specific
sayuri.run.answerHe cites that a five-minute candle at the New York open typically averages about 30,000 to 50,000 contracts. A transaction of roughly 150,000 contracts within the first 15 minutes, accompanied by a strong directional move backed by strong delta (time-times-force), qualifies as a good tail that is unlikely to be filled.
sayuri.run.noteThe lesson states: 'in a five-minute candle, right when New York opens, you average around 30 to 50,000 contracts' and 'if... you have a transaction of 150,000 contracts within the first 15 minutes and you get a strong move somewhere... that, to me, is a good tail.' The student's answer captures both figures (30,000–50,000 contracts baseline; 150,000 contracts in first 15 minutes with a strong directional move) accurately. The 'times force, backed by volume' framing also matches the transcript ('you're basing it off times force, backed by volume') and the delta confirmation point.
In the mentor's CCTR journal spreadsheet, when accounting for trading fees on a position that gets stopped out, what specific adjustment must you make manually to the fee figure, and what is his reasoning for it?
100recall · mentor specific
sayuri.run.answerIf you get stopped out, you must manually add the fees times two (not just once), because you pay market fees both to enter and to exit the trade. The journal otherwise calculates maker/taker fees, but the stop-out fee must be doubled manually — for example, 75 to get in and 75 to get out — which makes the net result worse (e.g. turning a ~$60 loss into roughly an $82 loss).
sayuri.run.noteThe lesson taught: 'If you get stopped out, then you have to add the fees manually... 75 times 2. So you have to put that times 2. Why? Because it's 75 to get in and 75 to get out.' Reasoning given: people thought it wasn't working because 'they weren't taking into account that you have to pay market fees if you also get out so it's times two not one.' The student captured all of this: 'you must manually add the fees times two... because you pay market fees both to enter and to exit,' '75 to get in and 75 to get out,' and the worse net result. The example of turning a ~$60 loss into ~$82 maps to the transcript's 'this trade would actually take you 82 dollars... because of the fees' from a ~$60 loss. Substance fully correct.
The mentor compared TradingView's Fibonacci Speed Resistance Fan to the same tool in professional-grade packages (Trading Technologies, Sierra Charts, etc.) and concluded TradingView had coded it incorrectly. Specifically, what is wrong with how TradingView labels the fan lines, and which two ratios does he treat as the most important ones to verify line up correctly?
100recall · mentor specific
sayuri.run.answerTradingView's fan labels are essentially reversed compared to professional software: instead of counting down in Fibonacci numbers like a retracement (with the 618 lower), TradingView mislabels what should be the 618 as the 382. The two ratios he treats as the most important to verify line up correctly are the 50% (0.5) and the 618.
sayuri.run.noteThe lesson taught both points. On labeling: the mentor says TradingView's fan is 'al revés' (backwards) compared to professional software where 'me gusta tener como el 618 más bajo so bajarías en números Fibonacci muy parecido a como bajarías en Fibonacci retracements' — and specifically 'esta es la línea del 618 pero está etiquetada 382.' The student's claim that TradingView 'mislabels what should be the 618 as the 382' matches exactly ('está la línea del 50%... Esta es entonces la línea del 61.8%... el 382 no debería estar aquí'). On the two key ratios: the mentor explicitly says 'Literalmente estás mirando 50 por ciento, 618. OK, estos son los dos números importantes para mí.' The student's '50% (0.5) and the 618' is precisely correct. The framing of TradingView counting wrong relative to a retracement is well-supported.
A trader on a losing streak applies the mentor team's stated approach: reduce position size to a tighter risk-per-trade and tighten risk management. If that still isn't working and they 'just aren't reading' the asset that day, what specific further actions does the lesson recommend they take, and what is the stated psychological benefit of cutting a conflicting losing trade?
100application · mentor specific
sayuri.run.answerIf reducing position size (e.g. from 1% to 0.5% risk per trade) still isn't working and they can't read the asset, the lesson says to stop trading for the day or for a few hours, get fresh air, and refresh the mind, and to close any trades that feel conflicting without being afraid to take the loss. The stated psychological benefit of cutting a conflicting losing trade is that it removes a weight from your judgment so you can see the chart clearly/differently.
sayuri.run.noteThe lesson (Victor's answer) states: after reducing position size and tightening risk and 'still... simply not understanding the asset,' he says 'paro por el día... o al menos por unas horas, salgo fuera, obtengo algo de aire fresco, tal vez voy a correr solo para refrescar completamente mi mente' and 'cerrar todas las operaciones que se sientan conflictivas. Y no tener miedo de tomar una pérdida.' Student captures all of this: 'stop trading for the day or for a few hours, get fresh air, and refresh the mind, and to close any trades that feel conflicting without being afraid to take the loss.' For the psychological benefit, Daniel said cutting a losing trade is 'un peso fuera de vuestros hombros y podéis ver el gráfico de una manera completamente diferente' — student's 'removes a weight from your judgment so you can see the chart clearly/differently' accurately reflects this (Victor also noted it can 'nublar vuestro juicio'). Substance fully correct.
The mentor uses William's fractal concept but applies one specific modification to its standard rule. What is the change he makes, and what does he say happens if you don't make it?
100recall · mentor specific
sayuri.run.answerThe standard Williams fractal uses a 5-bar formation (two bars on each side of the middle bar), but the mentor modifies it to a 3-bar formation. He uses this shortened version because waiting for the full standard 5-bar pattern to confirm means you miss the action/move, since the fractal only prints after two more bars complete and the earliest entry would otherwise be the open of the third bar after the arrow.
sayuri.run.noteThe lesson says: "I use fractals... slightly different from the rules, being William Fractal Rule... As I will only look at three bars formation, or else, as you guessed it, you can miss majority of the action." The student correctly states the modification is using a 3-bar formation rather than the standard (described in the lesson as a low/high with two bars on each side), and correctly states that without it 'you miss the action/move.' The student also accurately cites the lesson's point that the fractal arrow only prints after the next two bars complete and the earliest entry is 'the open of the third bar after the arrow' ("the entry would be the open of the third bar after the arrow"). All substantive points match the transcript.
The mentor requires a minimum number of touches before he will trade a supply/demand zone flip. State that minimum, and explain his reasoning for why he does NOT simply prefer zones with the most touches (e.g. 10) despite those being better respected.
100recall · mentor specific
sayuri.run.answerThe mentor requires a minimum of three touches before he'll trade a supply/demand zone flip. While zones with more touches (4-6+) tend to be better respected and more probable, such high-touch zones are rare, so they yield very low observation counts and statistically unreliable data. Three-touch zones occur far more often, giving many more observations and therefore more reliable backtested statistics to trade from.
sayuri.run.noteThe lesson states the minimum is three touches: "a minimum criteria for me is to see three touches." The student correctly states "a minimum of three touches." The reasoning is captured well: the mentor acknowledges higher-touch zones (4,5,6) are "better respected" but "the observation count is much lower" — "it's not very often that you see a supply demand zone that was tested for 10 times," giving only ~10 observations versus ~100 observations on a three-touch zone, making the statistics more reliable. The student's answer — "such high-touch zones are rare, so they yield very low observation counts and statistically unreliable data. Three-touch zones occur far more often, giving many more observations and therefore more reliable backtested statistics" — accurately captures this reasoning.
When screening altcoins on Bybit by 24-hour trading volume, what minimum volume does the mentor currently look for, what absolute floor does he refuse to go below, and how does volume influence his choice when two coins show similar bullish price action?
100recall · mentor specific
sayuri.run.answerThe mentor prefers to see at least 20 million in 24-hour volume and tries never to go below an absolute floor of 10 million, because very low volume makes it hard to get filled. When two coins show similar (bullish) price action, he chooses the one with the higher volume.
sayuri.run.noteAll three parts match the transcript. Minimum: "I typically look at at least 20 million volume" — student says "at least 20 million." Floor: "I don't like to go below 10 million... volume within 24 hours" — student says "tries never to go below an absolute floor of 10 million" and correctly cites the fill difficulty ("I had a lot of difficulties... to get filled"). Similar price action: "when I have two... options, I would go with the one that has the higher volume" — matches student's answer.
The mentor states the CCV 2.0 setup has a win rate of roughly 85–87%, yet separately says the probability of the trade reaching the full official target in the same day is only a little over 50%. How does he reconcile these two figures — i.e., what specific outcome is he counting as a 'win' to arrive at the ~85% number, and what is the official target he uses?
100application · mentor specific
sayuri.run.answerHe counts a trade as a 'win' if it reaches at least Take Profit 1, which is why the win rate is ~85-87%. The full official target is a complete reversal down to the previous day's value area low (for a short), which only happens a little over 50% of the time. So most trades hit TP1 and then range rather than reaching the full target, reconciling the two figures.
sayuri.run.noteThe lesson reconciles the figures exactly as the student states. Mentor: 'this take profit one is now classed as a winning trade... if price pumps to the upside and that short trade gets stopped out, I would still class that as a winning trade' — student correctly says a win = reaching at least TP1, giving the ~85-87% rate. Mentor: 'your target really officially being the previous day value area low. That would be the official target' and 'the actual probability of a CCV 2.0... dropping down in the same day to previous day value area low is a little bit over 50' — student correctly identifies the full official target as a complete reversal to the previous day's value area low (for a short) hitting just over 50% of the time, with most trades hitting TP1 then ranging ('the majority of the time it will hit this and it will end up ranging'). Substance fully captured.
A triangle's longest wave is wave A. The mentor explains how to project a target from the triangle's breakout to judge whether a move was a genuine breakout or a fakeout. Describe the specific construction he uses and the percentage threshold below which he would call it a fakeout.
100recall · mentor specific
sayuri.run.answerTake the length of the triangle's longest wave (here wave A) and project that length from the breakout point. You should expect price to travel at least 66% of that wave's length from the breakout. If it fails to reach that ~66% target, it was a weak break / fakeout and a large retracement is expected (though it could still have been a valid triangle).
sayuri.run.noteThe lesson describes the third method: "take the length of the longest wave, take it to the breakout of the triangle, and look for 66% of the longest wave." The student correctly captures this: "project that length from the breakout point" and "expect price to travel at least 66% of that wave's length." The student also correctly notes that failing to reach the target means "it was a fakeout and very, very weak" with "a big retracement expected," matching "if it doesn't reach that target, then we could say yes, it was a fakeout." The added nuance "though it could still have been a valid triangle" matches the transcript's "it could still have been a triangle." All substance correct.
The mentor's Champions Channel uses the level 0.66 rather than the 0.67 figure that he says appears in published Gann literature. According to his explanation, what fraction does this level represent, and why does he choose to write it as 0.66 while the books write it as 0.67?
100recall · mentor specific
sayuri.run.answerThe level represents Gann's two-thirds (2/3) retracement. Two-thirds is a recurring decimal (0.666...), so published Gann books round it up to 0.67, whereas the mentor chooses to write it as 0.66.
sayuri.run.noteThe lesson states this level represents two-thirds (dos tercios), which Daniel got from Gann's thirds focus: 'aquí es donde obtuve la idea de probar el seis seis obviamente siendo dos tercios.' He explains it's '.66666666 recurrente' so books round it: 'en libros... dirán punto seis siete... vas a ver punto seis siete o todos los que he leído... son todos .67' whereas '...en lugar de ir .66666666 y redondearlo a .67 obviamente he ido por .66 para el Champions Channel.' The student's answer—'two-thirds (2/3) retracement... recurring decimal (0.666...), so published Gann books round it up to 0.67, whereas the mentor chooses to write it as 0.66'—captures all the substance exactly.