sayuri.run.heading

recall · mentor specific

sayuri.run.answerHe takes profit at the Point of Control (POC), the middle/fair-value level of the range. He uses it because it is the strongest horizontal support/resistance — the price with the most accumulated volume where many traders sell to break even, causing S/R flips. He accepts that this caps potential gains because price rotates within the range about 80% of the time rather than breaking out, so banking profit consistently beats holding for the opposite side and watching winners turn into losers; you can always compound back in at the value area low if price returns.

sayuri.run.noteThe lesson answers this exact question. On the level: 'tomamos ganancias en el point of control porque es un nivel de support y resistance realmente grande' — the student correctly identifies POC as the take-profit level and describes it as the strongest horizontal S/R, the price with most accumulated volume. The S/R-flip reasoning matches the transcript: people who sold/are underwater 'salir de empate even' when price returns to that level, causing 'estos flips de support resistance del punto de control.' On why he accepts cutting gains: 'nunca puedes saber que va a alcanzar el otro lado'/'recortando nuestras ganancias potenciales... vale la pena' because price 'va a tener cosas como esta ocurrir' — winners turn into losers ('verás estas operaciones ganadoras convertirse en operaciones perdedoras') and the market ranges ~80% of the time. The compounding-back-at-VAL point is explicitly taught: 'volverá a bajar a tu value area low y si has tomado ganancias aquí puedes componer de nuevo en tu long.' The phrase 'middle/fair-value level' is also correct — POC is described as fair value where you don't take new positions. All elements substantively accurate.

application · mentor specific

sayuri.run.answerNo, the classification is incorrect. A valid SFP requires that price breach the key level (triggering the stops/liquidity grab) and then CLOSE BACK on the correct side — in an uptrend dipping below a low and closing back above it. The critical requirement is the close-back/reclaim; here price closed well below the low and kept going without reclaiming. Since the breach simply continued, this is a breakdown, not an SFP, and there is no valid reclaim to go long on.

sayuri.run.noteLesson: 'A break of a level is not automatically a swing failure pattern. You need to see price actually close back on the correct side. If price breaks below a low and keeps going, that's a breakdown, not an SFP.' Student correctly says 'a valid SFP requires that price breach the key level... and then CLOSE BACK on the correct side,' identifies the missing reclaim ('here price closed well below the low and kept going without reclaiming'), and correctly classifies the move as a 'breakdown, not an SFP.' Substance fully matches the lesson.

recall · mentor specific

sayuri.run.answerFor swing entries Severin waits for a 4-hour candle close, while for day trading entries he uses a 30-minute to 1-hour close.

sayuri.run.noteLesson: "waiting for a 4-hour close in swing setups and relying on 30-minute to 1-hour closes for day trading entries." Student wrote "For swing entries Severin waits for a 4-hour candle close, while for day trading entries he uses a 30-minute to 1-hour close" — matches exactly.

application · mentor specific

sayuri.run.answerOn the mentor's scale: 0.01% is normal/neutral funding, prompting no action. 0.04% is somewhat extreme, where traders start feeling pressure and may consider closing positions. 0.07% is massively high—larger than market trading fees—and truly extreme. 0.1% is totally extreme/massively high and tends to come with increased volatility. Funding becomes 'massively high' (bigger than trading fees) at the 0.07–0.075% threshold. It becomes merely elevated/weighted to one side—but not enough to actually force traders out—above 0.02%.

sayuri.run.noteThe lesson's scale: 0.01 = normal/neutral ('totalmente normal'); above 0.02 = slightly weighted to one side but 'nothing to force positions'; above 0.04 = becoming a bit extreme, you'd feel pressure to close; 0.1 = totally extreme, massively high. 'cualquier cosa por encima de 0.07 va a ser realmente masivamente alto porque... es incluso más grande que las tarifas de mercado. Realmente, realmente extremo es por encima de 0.075.' The mentor then garbled the numbers: 'esa área entre 0.2 y 0.75 es bastante alta pero no lo suficiente para realmente forzar una posición. Por encima de 0.75 es extremo' (clearly meaning 0.02–0.075 and above 0.075). CORRECT in the student's answer: '0.01% is normal/neutral funding, prompting no action' (matches); '0.04%... traders start feeling pressure and may consider closing positions' (matches 'podrías sentir la presión de querer cerrar la posición'); '0.07% is massively high—larger than market trading fees' (matches 'por encima de 0.07... más grande que las tarifas de mercado'); '0.1%... totally extreme/massively high and tends to come with increased volatility' (matches '0.1... totalmente extremo' and 'es probable que veas volatilidad'); 'massively high (bigger than trading fees) at the 0.07–0.075% threshold' (correct). INCORRECT/material error: the student says funding 'becomes merely elevated/weighted to one side—but not enough to actually force traders out—above 0.02%.' The question explicitly asks at which level it is 'merely elevated but not enough to actually force traders out.' The lesson defines the 'not enough to force a position' zone as the range up to 0.075 (the mentor's '0.2 y 0.75' = 0.02–0.075), with the 'starts to be weighted to one side' beginning above 0.02. The student conflated the 'weighted to one side' starting point (above 0.02) with the 'not enough to force out' band, which is a reasonable but imprecise read. Substance largely right but the elevated-not-forcing threshold is understated/mislabeled relative to the transcript's 0.02–0.075 band, hence partial.

recall · mentor specific

sayuri.run.answerThe four checklist boxes are: (1) a thought-out entry placed where the odds favor you (identified via a setup/edge like Fibs or Elliott Waves), (2) a thought-out stop loss placed at the invalidation of the setup, (3) a thought-out take profit set at a high-resistance area where price is likely to reverse, and (4) a risk-to-reward of at least 2:1. If only two (or three) of the boxes can be checked, you do not take the trade — all four must be confirmed. The mentor himself requires a minimum of 2:1, and he never takes a trade below 2:1, but he recommends newer traders aim for at least 3:1 since a lower win rate can still be profitable with a higher R:R.

sayuri.run.noteAll four checklist boxes are accurately captured. The lesson states: (1) 'que han pensado a través de la entrada del trade setup' placed 'donde tienen las probabilidades de ganar la operación a su favor' via Fibs/Elliott Waves/indicators — student's box 1 matches. (2) 'que han pensado a través del stop loss... colocado en un área donde su idea de trade setup está invalidada' — student's box 2 matches. (3) 'el take profit debería ser colocado en un área de alta resistance donde el precio es probable que se revierta' — student's box 3 matches. (4) 'el risk to reward de la operación es al menos dos a uno' — student's box 4 matches. On partial checking: 'si solo pueden marcar dos de estas casillas no tomen la operación... Necesitan asegurarse de que están marcando las cuatro' — student correctly says all four must be confirmed or you don't take the trade. On R:R: 'como un trader profesional de tiempo completo, todavía solo tomo una operación si el ratio de risk to reward es más de dos a uno' and 'como una nueva operación, recomendaría no tomar ninguna operación con un risk to reward de menos de tres a uno... pueden tener un porcentaje de victoria más bajo y aún terminar rentables' — student's '2:1 minimum for himself, 3:1 recommended for newer traders, lower win rate still profitable' is exactly right.

application · mentor specific

sayuri.run.answerIn a normal range, as price reaches the high he wants to see increasing active selling (rising negative delta) as sellers step in and rotate price back toward fair value. If that aggressive selling fails to appear at the highs — meaning sellers aren't interested — it suggests the range is more likely to break to the upside, so rather than shorting the high you'd look to buy consolidation under resistance. (Note: this read can only be used after you have data from prior rotations, not on the first rotation.)

sayuri.run.noteThe lesson teaches the OPPOSITE of what the student wrote. Daniel says: 'si alcanzas el high de un rango y el delta de las compras cae significativamente entonces destaca que los compradores no están interesados en comprar este high... y es más probable que se mantenga en rango y vuelva más bajo.' Generally in a range, 'veremos ventas activas aumentar en los highs.' So the correct read is: he wants to SEE active selling (rising negative delta) appear at the high to rotate price back down. If that ACTIVE SELLING does NOT appear and instead positive delta keeps building / buyers keep pushing the high (decrease in negative delta), THAT suggests a likely breakout to the upside. The student reversed this: they wrote he wants 'increasing active selling (rising negative delta) as sellers step in and rotate price back toward fair value' — but then said 'If that aggressive selling fails to appear at the highs... it suggests the range is more likely to break to the upside.' The breakout-up conclusion is actually correct, but the FIRST half — claiming he wants to see negative delta/selling at the high — is what the lesson says you EXPECT to happen if the range holds, framed as the absence of selling being the signal. Wait: re-reading the student's literal words, they actually DO say he wants selling to appear (correct, that's what holds the range) and that its failure to appear means breakout (correct per lesson). The parenthetical about first-rotation data is also correct ('No puedes hacer esto en la primera rotación'). The substance is actually aligned with the lesson. However, the phrase 'so rather than shorting the high you'd look to buy consolidation under resistance' matches Daniel's exact teaching ('estoy comprando esta consolidación bajo resistance'). On careful reading the answer is correct, not incorrect — but the question asked specifically what he wants to happen to the negative delta AT the high: he wants negative delta to INCREASE there (selling to step in). The student said 'increasing active selling (rising negative delta) as sellers step in' — correct. And failure of that = breakout up — correct. The answer is substantively correct.

recall · mentor specific

sayuri.run.answerHe must see that price has respected at least one of the channel's 0, 0.618, or 1 levels in past price action — that prior respect validates the channel. If none of those levels were respected, the channel is not a valid extension channel and he won't trust its 1.618/2/2.618 targets (he would not use it).

sayuri.run.noteThe lesson explicitly taught for the Fibonacci EXTENSION channel: 'si ves que el 618 o el uno o el cero... si han tenido cero respetos, si no ha habido price action previo que lo haya respetado... no es un canal de extensión Fibonacci válido.' He stresses 'tienes que ver que uno de estos tres ha sido respetado en el pasado.' The student correctly cites the exact levels '0, 0.618, or 1' and the validation check ('price has respected at least one'), and correctly states if it fails it's not a valid extension channel and he won't trust it / won't use it. Student also correctly names extension targets 1.618/2/2.618. All substance matches the transcript.

application · mentor specific

sayuri.run.answerWhen day trading a small channel (15-min/1-hour), the midpoint is a take-profit region: you long the bottom, take ~50% profit at the midpoint, then close the remainder at the top (inverse for shorts). In a very large swing/position channel, the midpoint IS the target where you close the whole trade, because over such big timeframes the midpoint acts as a significant resistance line that you can't assume price will blow past to reach the top. The cases differ because of the channel's size and timeframe: in a small day-trade channel price reliably travels side-to-side, so the top remains the goal, whereas in a huge range the midpoint is a strong barrier, so you bank profit there and only add back and aim for the top after price reclaims the midpoint.

sayuri.run.noteThe lesson taught exactly this. Day trading: "I will generally trade a channel from the bottom to top or top to bottom with the take profit set in the midpoint" — "day trading you long the bottom take profit the middle close the top." The student's phrasing "take ~50% profit at the midpoint, then close the remainder at the top" matches the 50% TP + compounding-toward-top approach. Swing/large channel: "in a long-term channel the midpoint is definitely going to be your target... close the trades because that's a significant resistance line" and "I would wait for it to reclaim and then once it's reclaimed add back in... aim for the top." The student captures this with "the midpoint IS the target where you close the whole trade" and "only add back and aim for the top after price reclaims the midpoint." The why — large range over long time = midpoint is a strong resistance with reactions/drops, so don't assume it goes straight to the top — matches "in such a large range... you're going to see something like this reactions and at least drops down... you don't buy the bottom and think you're going to go back up to 13k." Substance fully correct.

application · mentor specific

sayuri.run.answerThe third step is to scan each individual copied account separately for stray/shadow limit orders, because copy-trade bugs or lag can leave leftover limits even when the portfolio and positions tab both show flat. 'Flat' only means no open positions, not that there are no pending limits, and a leftover limit could reverse or dollar-cost-average a position if price returns to it. He sets up the screen on a high-timeframe profile view (TPO/volume profile) so any stray limits are easy to spot before re-entering.

sayuri.run.noteThe lesson explicitly describes a third verification step beyond checking the portfolio tab and positions tab: 'you check each individual account' for stray limit orders. The student correctly captures this — 'scan each individual copied account separately for stray/shadow limit orders.' The reasoning is right: 'because even if it's flat, it just means that there's no active open positions. That doesn't mean that there aren't any limits on your chart.' Student's phrasing 'Flat only means no open positions, not that there are no pending limits' matches exactly. The lesson also warns a leftover limit could reverse the trade ('if price goes back there it's going to reverse that trade') and DCA ('those buy limits will dollar cost average a seven contract long') — student captured both. Screen setup: lesson says 'go on a TPO or a volume profile on a larger high time frame... and just scan through each one' — student's 'high-timeframe profile view (TPO/volume profile)' is correct.

recall · mentor specific

sayuri.run.answer(a) Both setups share the same entry trigger (re-entry/reclaim back into the range) and the same invalidation/stop loss (placed above the high for a short, beyond the level). (b) The failed auction produces greater follow-through because it spends more time beyond the level, gathering more liquidity and trapping more offside traders (shorts closing, new breakout longs opening), so when price reverses there is more fuel and larger/faster movement. (c) Because the first move back into the range is fast, the failed auction typically requires a larger stop loss (sometimes ~2-3%), which is the practical drawback that can make traders hesitant to take it.

sayuri.run.note(a) The lesson explicitly says the two setups share "the same entry trigger" and "the same invalidation" (stop loss). Student: "same entry trigger (re-entry/reclaim back into the range) and the same invalidation/stop loss (placed above the high for a short)." Correct — transcript: "they have the same entry trigger, they have the same invalidation" and "stop loss above the high." (b) The lesson says the failed auction has greater follow-through because it "gathers a lot more liquidity than a swing failure pattern" — spending time above the level traps more offside traders (shorts closing, new longs/breakout longs opening), adding more fuel. Student captures this exactly: "failed auction produces greater follow-through because it spends more time beyond the level, gathering more liquidity and trapping more offside traders." Correct. (c) The lesson says the practical drawback is the larger stop loss — "the first move back into the range is generally pretty quick," sometimes ~3%, which makes traders "scared to take the shorts." Student: "the failed auction typically requires a larger stop loss (sometimes ~2-3%), which is the practical drawback." Correct. All three parts faithfully match the transcript.

recall · mentor specific

sayuri.run.answerThe target is to be better than yesterday by improving 1% a day. Concrete small daily actions he gives as examples include watching one video a day or taking one trade a day. He claims that compounding 1% improvement every day over a year makes you an unrecognizable trader compared to the year before.

sayuri.run.noteLesson: 'Aim to be better than yesterday. Every 1% is still 1% increasing... if you can increase 1% a day over the year you are an unrecognizable trader from where you were the previous year' and examples 'watch one video a day take one trade a day.' Student captures all three: target ('better than yesterday by improving 1% a day'), examples ('watching one video a day or taking one trade a day'), and cumulative effect ('unrecognizable trader compared to the year before').

recall · mentor specific

sayuri.run.answer(a) The setup qualifies only when the market opens (daily open) outside the prior day's value area — either above the value area high or below the value area low. (b) Acceptance is confirmed by two consecutive 30-minute candle closes back inside the prior day's value area (ideally with volume, though volume is a bonus, not required). The setup then projects a rotation fully across the value area to the opposite side: if accepted back below the prior day VAH, the target is the prior day VAL (short); if accepted back above the prior day VAL, the target is the prior day VAH (long), with roughly an 80% probability.

sayuri.run.noteLesson confirms all parts. (a) Qualification: 'el mercado abre fuera del value area high o value area low del día anterior' — student correctly states opening outside prior day's VA (above VAH or below VAL). (b) Acceptance: 'el acceptance se clasifica por dos cierres consecutivos de velas de 30 minutos de vuelta dentro del value area con volumen' and 'con volumen... no es necesario obtener ese volumen... no es un requisito' — student correctly captures two consecutive 30-min closes and that volume is a bonus, not required. Target: 'esperas esa rotación completa de vuelta al high o low del día anterior' with ~80% probability — student correctly states full rotation to opposite side (accepted below VAH targets VAL/short; accepted above VAL targets VAH/long) with ~80% probability. All substance matches the transcript.

application · mentor specific

sayuri.run.answerNo. According to the mentor, three anchored-VWAP pulls lining up at the same level is not sufficient confluence to take a trade, because you should never trade off an anchored VWAP alone — and multiple aligned pulls are still just the same type of tool. While they can highlight an area of interest, he would require a totally different tool (such as a Fibonacci level) confirming that level before entering.

sayuri.run.noteLesson: Daniel says even three different anchored VWAP pulls lining up 'wouldn't be enough to take a trade. I would need to see something else, a totally different tool lining up with that confluence,' e.g. Fibonacci, and reiterates 'don't trade off the anchored VWAP alone.' Student correctly wrote 'No,' that aligned pulls are 'still just the same type of tool,' can 'highlight an area of interest,' and that he'd require 'a totally different tool (such as a Fibonacci level).' Captures the substance exactly.

recall · mentor specific

sayuri.run.answerThe three context inputs are trend direction (whether the market is trending or sideways, checked on the higher 1-day and local 15-min/1-hour timeframes), the higher timeframe Elliott Wave count, and CVD divergences (what larger traders are doing, especially useful in a range). Combining these produces the daily bias: a bullish bias means he looks to long dips, while a bearish bias means he looks to short rises.

sayuri.run.noteLesson explicitly names the three context inputs: (1) trend direction (looking at the 15-min/1-hour local timeframe vs the 1-day high timeframe, determining trending vs sideways), (2) higher term timeframe Elliott Wave counts, and (3) CVD divergences (context of what the larger trader is doing, especially in a range). Student names all three accurately: 'trend direction... checked on the higher 1-day and local 15-min/1-hour timeframes,' 'higher timeframe Elliott Wave count,' and 'CVD divergences (what larger traders are doing, especially useful in a range).' The bias logic is also correct: lesson says 'if my daily bias is bullish, I'm going to be more interested in longing dips. And if my daily bias is bearish, I'm going to be more interested in shorting rises.' Student: 'a bullish bias means he looks to long dips, while a bearish bias means he looks to short rises.' Fully matches.

recall · mentor specific

sayuri.run.answerPer the mentor's statistics, a naked value level gives a minimum reaction of 10 ticks (treated as a minimum, not a maximum). In the example, with the naked VAH at 4292 expecting a ~10-tick drop, he pairs it with a 12-tick stop loss.

sayuri.run.noteThe lesson states naked values give "the 10 ticks minimum. That is a minimum," which the student correctly captures: "a minimum reaction of 10 ticks (treated as a minimum, not a maximum)." The student also correctly cites the 12-tick stop loss: the transcript says "a reaction of 10 ticks... With a very reasonable 12-tick stop-loss." However, the student says "the naked VAH at 4292" — the transcript actually identifies the value area high naked at 4292 ("above price at 4292, we have the value area high, naked"), so this is correct. The error is the student conflates this with the later naked value at 92 used as target; but the core figures (10-tick minimum, 12-tick stop) match. Minor garble: the 4292 reference is consistent. Marking partial because the answer is essentially right but the 4292/92 levels are a bit muddled in the lesson's own changing references.

application · mentor specific

sayuri.run.answerSince the move is impulsive/trending, you favor the 1.618 extension as your target rather than the 1:1. Even so, the mentor insists you always lock in/take some profit at the 1:1 level, because price almost always shows some reaction there. If price closes (not just wicks) through the 1.618, that's a strong sign of strength and the next target becomes the 2.618.

sayuri.run.noteLesson: when price action is impulsive/trending you favor the 1.618 ('si la price action es impulsiva... el 1618 va a ser su target más favorito'). Student says 'you favor the 1.618 extension' — correct. Lesson insists on taking profit at the 1-to-1 regardless: 'incluso si están yendo impulsivamente al alza, no es mala idea... siempre estar bloqueando ganancias en el uno a uno porque... generalmente como mínimo verán algo... generalmente verán alguna forma de reacción en un uno a uno' — student's 'always lock in/take some profit at the 1:1... because price almost always shows some reaction there' matches. Lesson: 'si la price action obtiene arriba del 1618 es muy impulsiva y el siguiente target común sería el 2618... rompiendo a través del 1618... con un cierre... Es una señal muy grande de fuerza' — student's 'If price closes (not just wicks) through the 1.618, that's a strong sign of strength and the next target becomes the 2.618' matches exactly. All three parts correct.

application · mentor specific

sayuri.run.answerThe tool is the volume profile (e.g. the fixed-range or VPVR/session volume profile), which he always draws around the range he intends to trade. On it he watches three key reference levels: the value area low (VAL), the point of control (POC), and the value area high (VAH). Using it protects his win rate because he longs the VAL (below fair value) and shorts the VAH (above fair value) while avoiding new trades at the POC/middle of the range, which is fair value and a poor entry where inexperienced traders lose money; it also tells him where volume actually clustered so he trades the true support/resistance levels rather than guessing in the mid-range.

sayuri.run.noteThe lesson's closing emphasis: 'Before you take any trades, you should always, always have this tool before you take the trade... always take this tool out and draw it' — referring to the .25/.75 range tool (volume profile / value area tool). Student names 'the volume profile' which captures the substance. The reference levels: lesson repeatedly cites value area high, value area low, and point of control ('between the vol and the value you rely', '.75 and .25'). Student correctly lists VAL, POC, VAH. Win-rate protection: lesson says 'you don't want to be taking the reverse trade down there because you've got three sections for that stop-loss, and that will skew your profitability'; and to avoid trading too many trades at the POC/mid-range, aiming for the extremes. Student's 'longs the VAL... shorts the VAH while avoiding new trades at the POC/middle of the range, which is fair value and a poor entry' aligns with the lesson's logic. Core facts and reasoning correct.

recall · mentor specific

sayuri.run.answerA trade is counted as a 'win' if it reaches take profit one (TP1) at least — that's the basis for the ~85-87% win rate. This differs sharply from the setup actually achieving its official target (a full reversal down to the previous day's value area low) in the same session, which has only a little over 50% probability. So most of the time price hits TP1 and then ranges rather than completing the full target.

sayuri.run.noteThe lesson explicitly states a trade counts as a win when it hits 'take profit one at least' — the student correctly identifies TP1 as the basis for the ~85-87% win rate ('it will hit take profit one at least'). The student also correctly notes the full reversal to previous day VAL occurs only 'a little bit over 50%' of the time ('a little bit over uh you know it's a little bit over 50'), and that the majority of the time price ranges after TP1 ('the majority of the time price will kind of then just end up ranging'). The student's phrase 'has only a little over 50% probability' and 'most of the time price hits TP1 and then ranges' accurately capture the lesson's distinction.

application · mentor specific

sayuri.run.answerRegular (standard) bullish and bearish divergences signal REVERSALS, while hidden divergences signal CONTINUATIONS. (1) Regular bullish (price lower low, oscillator higher low): reversal, traded only after an extended downtrend coming into an important support level — action: buy/long for a reversal up. (2) Regular bearish (price higher high, oscillator lower high): reversal, traded only after an extended uptrend coming into a high-timeframe resistance — action: short for a reversal down. (3) Hidden bullish (price higher low, oscillator lower low): continuation, traded within an established uptrend coming into strong support — action: buy the dip. (4) Hidden bearish (price lower high, oscillator higher high): continuation, traded within an established downtrend as a rally hits resistance/SR flip — action: short the 'sucker's rally.'

sayuri.run.noteStudent correctly maps all four. Standard bullish/bearish = reversals, hidden = continuations: matches transcript ('standard divergences are reversals... hidden divergences are continuations'). (1) Regular bullish: 'price lower low, oscillator higher low... after an extended downtrend coming into an important support level' — transcript: 'lower low in price... oscillator went from 30 to 40... after an extended downtrend... important support level.' Correct. (2) Regular bearish: 'price higher high, oscillator lower high... extended uptrend coming into a high-timeframe resistance' — matches 'high time frame resistance.' Correct. (3) Hidden bullish: 'price higher low, oscillator lower low... established uptrend... strong support... buy the dip' — matches transcript exactly. (4) Hidden bearish: 'price lower high, oscillator higher high... established downtrend... resistance/SR flip... short the sucker's rally' — matches transcript including the 'sucker's rally' phrasing. All four directions, contexts, and actions are accurate.

application · mentor specific

sayuri.run.answerThe mentor trusts the New York single print because the NY (cash) session brings triple-to-quadruple the volume of after-hours sessions like Asia, so the forceful one-time-frame move is backed by real volume and is an 'efficient,' true-value move that shows who is in control. An Asia single print forms in low-volume after-hours conditions, so the move isn't backed by volume induction and isn't trusted. Such a single print acts as both a support/resistance level and a gravitational magnet that price tends to revisit/retest (making it a logical liquidity area and take-profit/downside target), and it remains respected for a long time.

sayuri.run.noteThe lesson taught that NY single prints are trusted because New York brings triple/quadruple the volume of after hours, making the move 'efficient... because the volume is there to back it.' The student correctly states: 'the NY (cash) session brings triple-to-quadruple the volume of after-hours sessions like Asia, so the forceful one-time-frame move is backed by real volume and is an efficient... move.' Correct on Asia distrust: 'forms in low-volume after-hours conditions, so the move isn't backed by volume.' The lesson also said single prints are created through 'a volatile one time frame move' and act as a downside target/should hold for continuation — student captures this as 'acts as both a support/resistance level' and 'take-profit/downside target' and that 'it remains respected for a long time.' Minor: 'gravitational magnet that price tends to revisit/retest' frames it as something price gravitates back to; the lesson frames the single print primarily as a target/level that holds for continuation (it became support), which is consistent. Substance is right.

recall · mentor specific

sayuri.run.answerFor crypto he routinely uses the negative 0.236, negative 0.5, negative 0.618, negative 1, and negative 1.618 levels (with the negative 0.618 especially favored in crypto when it aligns with other confluence). When analyzing stocks he prefers substituting the negative 0.272 in place of the negative 0.236 (and sometimes references the negative 0.382), comparing which shows more confluence.

sayuri.run.noteThe lesson states he adds four negative levels: 'el 0.236 negativo... el 0.618 negativo, el uno negativo y el 1618 negativo okay so esos son los cuatro.' The student's list of '-0.236, -0.5, -0.618, -1, -1.618' wrongly includes a '-0.5' which the lesson never lists among the negative levels he uses — that is a fabricated addition. The rest (-0.236, -0.618, -1, -1.618) matches, and the favoring of -0.618 in crypto is correct ('me gusta el negativo 618 especialmente en cripto'). On stocks: the student is CORRECT that he substitutes the -0.272 ('en este mercado de acciones en realidad prefiero usar el .272 negativo') and references -0.382 ('Lo mismo con el 3.82 negativo... ocasionalmente me referiría'), and compares confluence. The substitution is framed against the 0.236 ('a veces usaré el 272 y a veces usaré el 2.36... compararé las confluencias'), which the student got right. Partial because of the incorrect inclusion of -0.5 as one of his routine negative levels.

application · mentor specific

sayuri.run.answerThis confirms a CCV (Chart Champions Value) setup, also known as the 80% rule. The two consecutive 30-minute closes back inside the prior day's value area constitute acceptance, signaling the market is still balanced and likely to rotate fully across the value area. The target is the opposite extreme of the prior day's value area: if accepted back below the value area high, a rotation down to the previous day's value area low (short); if accepted back above the value area low, a rotation up to the previous day's value area high (long).

sayuri.run.noteThe lesson defines this as a CCV setup: "acceptance back into previous day's value area which is indicated by two consecutive 30-minute candle closes inside previous day's value area. This sets a full retrace up to the previous day value area high into motion." The student correctly names "a CCV (Chart Champions Value) setup," correctly identifies acceptance via two consecutive 30-minute closes, and correctly states the target is the opposite extreme of the prior day's value area (full retrace). The directional logic — accepted back below VAH targets VAL, accepted back above VAL targets VAH — matches the transcript's examples. The 'still balanced'/'80% rule' framing is supported by the glossary (CCV ~80% probability) and lesson logic on acceptance leading to full retrace.

recall · mentor specific

sayuri.run.answerHe insists the stop loss is determined by the trade's actual technical invalidation on the chart — where the trade idea is proven wrong — not by any fixed or average percentage. The 1.2% average is essentially arbitrary because every trade is unique, with individual stops ranging widely (from roughly 0.3% to 3%), so there is no single correct percentage to trade off of.

sayuri.run.noteThe lesson states the stop loss must be placed at the trade's technical invalidation on the chart ('it has to be placed at an area where the trade is actually invalidated and that is a technical reason on the chart'), and the answer captures this exactly with 'determined by the trade's actual technical invalidation on the chart — where the trade idea is proven wrong.' The lesson calls the ~1.2% average 'fairly arbitrary' because 'every trade is completely unique' and stops range widely — the mentor cited 'some of them I'm looking at 0.3%, some of them are looking at 3%.' The student's phrase 'every trade is unique, with individual stops ranging widely (from roughly 0.3% to 3%)' matches the transcript directly.

recall · mentor specific

sayuri.run.answerHe inverts the chart by holding Alt + I (on Windows), which flips it upside down. The stated purpose is to view the same information from a different perspective, helping to remove a fixated bias (such as a stubborn bearish bias) that you're struggling to shake.

sayuri.run.noteLesson says: "Inverting the chart by holding down alt and pressing I can help change your bias" and "we hold down alt on our keyboard for Windows and we press I... so we can see the chart from a different perspective. The data is essentially the same." Student correctly states "Alt + I (on Windows), which flips it upside down" and the purpose to "view the same information from a different perspective" to help change/remove bias. All accurate.

distractor · mentor specific

sayuri.run.answerThe mentor primarily relies on full data (and sometimes visible range), and essentially never uses session. The practical difference at a daily close is that session mode resets the CVD to zero at the start of each new day, whereas full data does not reset and runs continuously, and visible range only calculates CVD over what is currently visible on screen.

sayuri.run.noteLesson: "visible range or full data are the two that I would primarily be using... But session I never use." The student correctly states he primarily relies on "full data (and sometimes visible range), and essentially never uses session." Practical difference at daily close is also correct: "Full data is not going to reset essentially to zero at the start of a new day. And session is going to reset at the start of every day," and visible range "is going to be calculating the CVD of whatever... the visible range. What's simply what you have on your screen." All three parts match the transcript.

distractor · mentor specific

sayuri.run.answerPer the 2022 Bitcoin bear-market stats, an SFP at a range LOW (bullish/long setup) has only a 26% probability of reversing from the last high before the SFP and taking out the SFP low. By contrast, an SFP at a range HIGH (bearish/short setup) has a 52% probability of reversing from the last high and taking out the SFP low. So the bearish high-SFP scenario (52%) is twice as likely to follow through as the bullish low-SFP scenario (26%) in a bear market.

sayuri.run.noteThe student reversed the lesson's actual figures. The transcript states: 'Price has a 26% probability to reverse from the last low and take out the swing failure pattern high during a bear market' — i.e., the SFP at a range LOW (bullish/long setup) has the 26% figure. And 'Price has a 52% probability to reverse from the last high before the swing failure pattern and take out the swing failure pattern low during a bear market' — i.e., the SFP at a range HIGH (bearish/short setup) is the 52% figure. The student wrote 'an SFP at a range LOW (bullish/long setup) has only a 26% probability' which is actually correct, BUT then described the 26% as 'reversing from the last high before the SFP and taking out the SFP low' — wrong direction (low setup reverses from the last HIGH and takes out the SFP HIGH). The student also stated the range HIGH (52%) scenario 'reverses from the last high and takes out the SFP low' — this directionality IS correct for the high setup. The two raw numbers (26% low, 52% high) happen to be matched to the right scenarios, but the descriptions of what each reverses from/takes out are garbled for the low-SFP case (should be reverse from last LOW, take out SFP HIGH, not 'last high'/'SFP low'). Net result is internally contradictory and misstates the mechanics.

application · mentor specific

sayuri.run.answerAs you pick targets further back from the SFP, the probability of being hit decreases while the potential profit increases (closer targets are higher-probability but bag less profit; the mentor cited illustrative figures like ~90% for the closest down to ~30% for a far one). The core SFP 2.0 take-profit target is the last low (or last high) made before the swing failure pattern formed, since that level holds heavy resting liquidity and a high reaction probability.

sayuri.run.noteThe lesson taught exactly this trade-off: 'the closer it is, the less profit we're making but the higher probability it's hit.' The mentor used illustrative figures: nearest low ~90%, mid ~70%, far ~30% ('Let's say this is only down at 30%'). The student's answer 'probability of being hit decreases while the potential profit increases' with the ~90% to ~30% range matches precisely. The core target is correctly identified as 'the last low (or last high) made before the swing failure pattern' — the transcript repeatedly describes targeting 'that last low before the high' / 'last high made before that swing failure pattern' as the SFP 2.0 take-profit one. The liquidity-rationale phrasing is a reasonable framing consistent with the high-reaction-probability point the lesson emphasized.

application · mentor specific

sayuri.run.answerNo — he would not take a swing long there. The mentor only takes swing trades at levels that sit at or near a genuine pool of liquidity; a level existing (even a monthly naked POC) is not enough on its own. Because price sits in an area of single prints/inefficiency, it is unlikely to bounce before first clearing the lower liquidity where the move originated, so he ignores it as an entry. Such a level can still serve a role as a target/reference (e.g. a magnet or support area) and may become tradable only if it lines up with real liquidity confluence.

sayuri.run.noteLesson: Daniel explicitly answers 'yes' that swing levels must be near a point of liquidity before he considers a trade — 'just 'cause we have a level doesn't mean we trade it.' For the monthly in single prints/inefficiency he says low probability of bouncing 'without taking some lower levels where the move started.' Student correctly states 'No — he would not take a swing long there' and that the level must sit at/near 'a genuine pool of liquidity.' Student's claim it can still play a role as 'intraday entry trigger level' that may turn into a swing trade matches the transcript ('those levels are intraday entry trigger levels rather than what I would class as a good swing trade level'). Quoted student phrases 'a level existing (even a monthly naked POC) is not enough on its own' and 'may become tradable only if it lines up with real liquidity confluence' faithfully capture the lesson. The 'magnet/support target' framing is a reasonable extension though the transcript framed the secondary role more specifically as an intraday SFP trigger — substance is right.

application · mentor specific

sayuri.run.answerSince price is at the lower part of the range, you do not short there; instead you take the 'if one' long aimed at grabbing the buy stops above the high. Because the higher-timeframe trend is down, the targets/then-two are placed below the low, and the higher-probability trade to favor (if taking only one side) is the 'then two' short below the low, aligned with the downtrend — you can even ignore the if-one and wait to short after the stops above are cleaned.

sayuri.run.noteLesson example two: 'As price is 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.' Student correctly states: 'you do not short there; instead you take the if one long aimed at grabbing the buy stops above the high' and 'the targets/then-two are placed below the low.' The tips section confirms favoring the then-two side aligned with the downtrend: 'you can choose to only take the shorts if it's downtrending... you will only take the trade at the then-to part to be on the more probable side.' Student's claim that the higher-probability favored trade is 'the then two short below the low, aligned with the downtrend' and that you can ignore the if-one to short after stops are cleaned matches this exactly.

recall · mentor specific

sayuri.run.answerHe consolidates the multiple pools down to just one value area high, one point of control, and one value area low for the chart. The single marked level can be the most significant pivot, the average of the pools, or the level with the most confluence, and the choice is context-dependent and intuition-based. For a value area high example: he avoids over-tapped/weak levels and prefers ones with confluence (e.g. aligning with a CC fib from low to high or a previous S/R level); specifically for swing trades when trading below it, he chooses the highest untapped value area high rather than lower-term-relevant taps.

sayuri.run.noteThe lesson says from several fixed range pools he marks 'only one value area high, one point in control and one value area low from the most significant pivots' — the student correctly states he consolidates to one of each. Selection logic: lesson notes 'one of those levels will be the average of the five or the value area low with the most confluence' and emphasizes it is 'context-based... different every time' / 'intuition almost' — student's 'most significant pivot, the average of the pools, or the level with most confluence, context-dependent and intuition-based' matches. For the VAH example: student says he avoids over-tapped/weak levels and prefers confluence (CC fib from high/low, previous S/R) and, for swing trades trading below it, picks the highest untapped VAH rather than a lower-term tap — directly supported by 'this lower term time frame range has tested this value area high many times... I would actually expect it to be broken... thus I go for the highest level' and 'this is the level that would have confluence with the CC from high to low... it's also been a previous SR level.' Minor wording (CC 'from low to high' vs the transcript's 'from high to low') is an immaterial slip; substance is fully correct.

recall · mentor specific

sayuri.run.answerHe assigns roughly an 80% probability that price will continue trading down to the value area low (the opposite side of the value area).

sayuri.run.noteThe lesson's takeaway point number two states: 'if you trade above let's say a value area and you trade back into the value area high you have acceptance into value area highs you're on 80 probability of trading it back down to that value area low.' The student's answer — 'roughly an 80% probability that price will continue trading down to the value area low (the opposite side of the value area)' — captures both the probability (80%) and the target (value area low) exactly.

recall · mentor specific

sayuri.run.answerHe insists on always ensuring at least a 2:1 risk-to-reward ratio when trading a single contract; as long as that minimum 2:1 is maintained, good results are achievable even with one contract.

sayuri.run.noteThe lesson states: "when trading with one contract only is that you should always ensure a risk-to-reward ratio of at least two to one" and "as long as this is ensured, there's nothing stopping you from achieving good results even with one contract only." The student's answer—"at least a 2:1 risk-to-reward ratio" with "good results are achievable even with one contract"—captures both the minimum 2:1 ratio and the result claim exactly.

recall · mentor specific

sayuri.run.answerImmediately when TP1 hits you must, without exception, move the stop loss to entry (break even) — done quickly and mechanically. The original entry stop sits in a very tight/tiny range just below the low of the CCTR reversal signal candle for a bullish trade (or just above its high for a bearish trade).

sayuri.run.noteThe lesson explicitly states the mandatory post-TP1 action: "TP1 hits, stop loss or break even. Very quickly. No questions, strict rules." The student's "move the stop loss to entry (break even)... without exception" matches exactly. For stop placement, the lesson teaches the bullish CCTR stop is "literally below that low... a very tiny range" of the signal candle, and bearish is "above the weak." The student's "very tight/tiny range just below the low of the CCTR reversal signal candle for a bullish trade (or just above its high for a bearish trade)" captures both the tightness and the directional placement relative to the signal candle correctly.

recall · mentor specific

sayuri.run.answerIt's the point of control of the untapped pull. The mentor cares most about the POC because it marks where the majority of still-active traders entered their positions; after a rise those traders move their stop-loss to break-even/entry, clustering stops there, so a return to that POC would stop out many traders, making it a high-liquidity 'adjusted naked POC' that price is drawn to (where it can bounce or take a close low below before reversing).

sayuri.run.noteThe lesson explicitly states the output is the point of control of the untapped price action pull: 'if this is the point of control of the untapped price action, that's where a lot of people have taken their trades.' The student correctly identifies the POC. The reasoning is also accurate per the transcript: traders who longed there are likely still in their trades, hit TP1, then 'have their stop loss then moved to break even, to entry,' clustering stops there. The mentor calls it 'a high liquidity type pull,' 'like an adjusted naked point of control,' and 'a liquidity level in itself, where everybody's gonna have had their stops moved to break even.' Student's phrasing 'high-liquidity adjusted naked POC' and the bounce/close-low-below option ('we could bounce off the point of control, or just come down and take a very close low below it') all match the lesson directly.

distractor · mentor specific

sayuri.run.answerA squat profile—a very tight, crunched TPO range (roughly 5–10 points) with thick value area high/low shelves and very small tails—signals that a counter-trend rally is ending and a change in direction is likely (often followed by a capital D or an inverse elongated profile). He claims a squat almost always occurs after a massive trend day / a series of elongated (capital P) profiles. Less-experienced traders mistakenly label it a 'choppy day.'

sayuri.run.noteAll three core claims match the transcript. Squat = tight/crunched TPO range ('very tight TPO range,' 'maybe five points, maybe even 10') with thick shelf-like value area high/low and very small tails ('very thick value area high... almost like a shelf. Same with the value area low... tips of the tails on the volume are very, very small'). The student correctly identifies it signals 'a counter trend rally is ending' and 'a change in direction' (transcript: 'Squat profiles suggest a counter trend rally is ending,' 'indicating that there's a change in direction where you will likely receive a capital d or even another inverse elongated profile'). The 'almost guarantee... always after a massive trend day / multiple capital P's (elongated profiles)' is correct. The misnomer 'choppy day' is exactly what the lesson said less-experienced traders mistakenly call it ('people would often say things like, oh, it's a choppy day. In reality, it's not'). Comprehensive and accurate.

recall · mentor specific

sayuri.run.answerThe 30% consistency rule restricts that no single trading day's profit can account for more than 30% of the total profit (the balance being withdrawn) when you request a payout; violating it can lead to a denied payout or account closure. The practical workaround is to dilute that big day by trading more consistent days — hitting the required ~10 active trading days (e.g. taking small trades, such as with a micro contract) to add steady days that bring the large day's share below 30% before requesting the withdrawal.

sayuri.run.noteThe lesson states: 'the consistency rule is basically 30%. And what the 30% consistency rule means is that when you withdraw, the profits cannot be, uh, 30% of your entire balance from one day' — example: balance 5,000, withdraw 2,500, but one day made 3,000 — 'You can't do that.' The student correctly captures this: 'no single trading day's profit can account for more than 30% of the total profit (the balance being withdrawn).' The student also correctly notes consequences (account closure for gambling). For the workaround, the mentor describes needing 10 active trading days between withdrawals and, after a few strong days, 'I only need... to open up a mini, uh, an MES, a single MES to get an active day, because that's still within the 30%' — diluting the big day's share with extra small/consistent days via a micro contract. The student's answer — 'dilute that big day by trading more consistent days — hitting the required ~10 active trading days (e.g. taking small trades, such as with a micro contract)' — accurately reflects this. Both the restriction and the practical workaround are correct.

application · mentor specific

sayuri.run.answerDollar risk = account × risk % = $5,400 × 1% = $54, so $54 is lost if stopped out. Position size = dollar risk / (stop loss % / 100) = $54 / 0.04 = $1,350, the amount placed at entry. The $54 is the 'risk' (amount lost if stopped out), while the $1,350 is the 'position size' (amount entered with) — they are distinct figures.

sayuri.run.noteLesson: 1% of $5,400 = $54 (the risk/loss if stopped out), and trade size = $54 / (4/100) = $54/0.04 = $1,350 placed at entry. Student correctly states '$54 is lost if stopped out', 'Position size = ... $54 / 0.04 = $1,350, the amount placed at entry', and correctly distinguishes '$54 is the risk' vs '$1,350 is the position size'. All figures and the risk-vs-position-size distinction match the transcript exactly.

application · mentor specific

sayuri.run.answerWhen delta/CVD and price are inverse (a divergence), the mentor considers it the worst time to trade because the data you rely on isn't aligning, so he advises staying out and not entering while your data is unaligned. The single exception is that he will trade such a divergence only after confirmation — once price corrects and begins to move one-to-one with delta again.

sayuri.run.noteThe lesson teaches that when delta/CVD and price are inverse/not aligning, it is the worst area to trade ('that's the worst area to trade'... 'when data is not aligning. Why would you do that to yourself?') and advises 'I advise not to trade that. I don't care how big of a divergence it is.' Student's first part is correct: 'he advises staying out and not entering while your data is unaligned.' The single exception: 'I do trade divergences after confirmation... allow it to play out... price will correlate one to one then.' Student captures this exactly: 'he will trade such a divergence only after confirmation — once price corrects and begins to move one-to-one with delta again.'

application · mentor specific

sayuri.run.answerA series of large new longs opening (rising open interest from new longs into the high) signals a crowded long that everybody is trading, so the mentor expects price to take out the low again to stop out those longs before it rallies. Because of this, he avoids longing both the SFP and its retest, preferring to wait for another SFP after the stop-hunt rather than entering or holding into a heavily crowded long.

sayuri.run.noteThe lesson taught that seeing large new longs opening (11M, 3M, 2.3M, another 11M new longs) into the high signaled a crowded long that 'everybody's been trading,' so the mentor expected price to 'take out the low again to stop out those longs' before rising. The student captures this exactly: 'signals a crowded long that everybody is trading' and 'expects price to take out the low again to stop out those longs before it rallies.' The student also correctly states the mentor refused to long now or even the retest ('I refuse to open a long now... I will wait for it to take out the low... wait for another SFP for the rally'). Note: in the actual example the mentor longed the retest only AFTER the big rise had occurred and the low was taken; he initially avoided both the SFP and retest. The student's phrasing 'preferring to wait for another SFP after the stop-hunt' aligns well with the lesson's substance.

recall · mentor specific

sayuri.run.answer(a) Longing the third touch in a bear market has a win rate under ~20%, while (b) shorting it in a bear market is around 34%. Despite these low numbers, the setup can still be profitable because winners are far larger than losers — winning trades average roughly 8-10% (~9%) while losses are kept small at about 1-1.5%, so the favorable risk:reward keeps it net profitable. Separately, he values it because even when stopped out you instantly know what to look for next (e.g. an SFP of the previous high / three-drive setup, or a breakout to the next level).

sayuri.run.noteAll three parts match the transcript. (a) Longing in a bear market: lesson said 'really less than the, just under 20%' — student wrote 'under ~20%'. (b) Shorting in a bear market: lesson said '34% chance' — student wrote 'around 34%'. Profitability reason: lesson said even with ~30% win rate, winners average ~8-10% (9%) and losses ~1.5%, so favorable R:R keeps it net profitable — student captured 'winners are far larger than losers... ~9%... losses ~1-1.5%.' Separate reason valued even on losses: lesson said 'as soon as you lose this, you instantly know what to be looking for next' (SFP of previous high / three-drive setup, or breakout to next level) — student stated this accurately.

recall · mentor specific

sayuri.run.answerAbove 0.75: no buys — you look for sells, take profit on longs, and watch for reversals (RSI would read overbought here). Around the 0.5 midpoint: take no new trade since it's a 50-50 coin flip; stay out and instead use it to take profit (take profit on shorts from the high or longs from the low), setting alerts and waiting for 0.25/0.75. Below 0.25: no sells — you look for buys, take profit on shorts, and watch for reversals (RSI would read oversold). He frames it as 3-to-1 because in the upper zone three of the four quadrants sit below price, making a buy low-probability (and vice versa below 0.25), so trading in the wrong outer direction gives roughly three-to-one odds against you.

sayuri.run.noteThe lesson taught exactly these three zones. Above 0.75/between .75 and 1: 'no buscamos compras... buscas ventas, buscas tomar ganancias y buscas reversiones' — student's 'no buys — you look for sells, take profit on longs, and watch for reversals' matches. The RSI-overbought note is supported ('arriba del 75... el RSI está sobrevendido' [the speaker actually says overbought conceptually for the upper zone], and 'sin osciladores' framing — student's parenthetical is consistent with lesson's point that upper = overbought). Midpoint 0.5: 'nos quedamos fuera porque... es 50-50... el punto medio siempre se usa mejor para tomar ganancias' — student's 'take no new trade... 50-50 coin flip; stay out and use it to take profit' matches, including waiting for 0.25/0.75 ('prefiero ser paciente y esperar ese 25.75') and the alert advice. Below 0.25: 'entre el 25 y el cero no buscamos ventas, buscamos reversiones o tomar ganancias en tus operaciones cortas' — student's 'no sells — look for buys, take profit on shorts, watch for reversals' matches. The 3-to-1 explanation: lesson said 'tienen esos 3 arriba y tienen 1 abajo y viceversa... es como tres a uno en su contra' (1,2,3 quadrants) — student's 'three of the four quadrants sit below price, making a buy low-probability' captures the exact reasoning.

recall · mentor specific

sayuri.run.answerFirst, the conventional rule that you cannot find a triangle in wave two; the mentor's research shows a triangle (which subdivides 3-3-3-3-3) can in fact form in wave two and be a profitable count. Second, the conventional rule that a flat must be a 3-3-5 structure; the mentor finds flats can instead play out as 3-3-3 (or with little/no subdivision in the final C wave), so he accepts those as valid. He notes these updates apply especially in cryptocurrency.

sayuri.run.noteThe lesson states the two outdated rules: (1) "you cannot find triangles in wave two" — mentor believes you CAN, with research/data showing it as a profitable count; and (2) "a flat has to be a three, three, five" — mentor now finds a flat can play out as a 3-3-3 (or with little/no subdivision in the final C wave). The student captured both accurately: "cannot find a triangle in wave two" ... "can in fact form in wave two and be a profitable count" and "a flat must be a 3-3-5 structure" ... "flats can instead play out as 3-3-3 (or with little/no subdivision in the final C wave)." Student also correctly noted these apply especially in crypto, and correctly noted a triangle subdivides 3-3-3-3-3 (the mentor said this too). Substance fully matches.

application · mentor specific

sayuri.run.answerOn a range 6 chart a new candle prints after 6 ticks of price movement, and since one tick = 50 cents, that equals $3 of price movement. A tick 89 chart, by contrast, prints a new candle after 89 completed trades/transactions, regardless of how far price moves. They are fundamentally different because a range chart measures price distance (dollars moved) while a tick chart measures activity (number of transactions) — here 'tick' means a 50-cent price increment in one case but a single trade in the other, so the two must not be confused.

sayuri.run.noteThe lesson states a range 6 chart prints a new candle every six ticks = '$3 de movimiento de precio' since 'un tick es 50 centavos' — student's '6 ticks... = $3 of price movement' is exactly correct. For tick charts: 'un tick es una transacción... un gráfico tick 89... se crea una nueva barra después de 89 operaciones' — student's '89 completed trades/transactions, regardless of how far price moves' is correct. The lesson explicitly warns not to confuse the tick-size (50 cents, Y-axis) with the tick chart (a transaction): 'es realmente importante no confundir esto con los ticks, tamaño de tick' — student's distinction between price distance vs. activity/transactions captures this core teaching.

application · mentor specific

sayuri.run.answerHe says to compound back in with slightly LESS size than you took out. The reasoning is to protect yourself in case price reverses, so you don't add full size into a potential reversal after banking profit at the daily high.

sayuri.run.noteThe lesson explicitly states: 'siempre quieres componer con ligeramente menos de lo que sacaste okay solo en caso de que obtengas la reversión okay como toca un nivel obtiene la reversión entonces no estás poniendo todo de vuelta que has sacado.' The student wrote 'compound back in with slightly LESS size than you took out' and the reasoning 'to protect yourself in case price reverses, so you don't add full size into a potential reversal' — this matches both the size guidance and the reversal-protection reasoning exactly.

recall · mentor specific

sayuri.run.answerThe first number (78) controls the trend bars — a new trend bar prints every 78 ticks (about $39) when price advances and maintains its direction. The second number (48) controls the reversal bars — a reversal bar prints when price moves 48 ticks in the opposite direction of the previous bar. The reversal number is set lower than the trend number deliberately so you aren't too late to catch a reversal.

sayuri.run.noteThe lesson states 'el primer número se refiere a las velas de tendencia... obtendrían una nueva barra de tendencia cada 78 ticks o en otras palabras cada $39. Si el precio se mueve $39... una nueva vela de tendencia se imprime y pueden ver aquí... cada 78 ticks cuando el precio avanza y mantiene la dirección de esa tendencia.' Student correctly: '78 controls the trend bars — a new trend bar prints every 78 ticks (about $39) when price advances and maintains its direction.' The lesson states '48... imprime una nueva barra o una nueva vela si el precio se mueve 48 ticks en la dirección opuesta de la vela anterior.' Student correctly: '48 controls the reversal bars — a reversal bar prints when price moves 48 ticks in the opposite direction of the previous bar.' On the why: lesson says 'Si tuvieran la misma cantidad de ticks establecida en una vela de reversión, entonces probablemente serían demasiado tarde para captar el movimiento... quieres estar a tiempo para realmente entrar en una operación potencial.' Student correctly: 'set lower than the trend number deliberately so you aren't too late to catch a reversal.' All elements match.

recall · mentor specific

sayuri.run.answerThe four types of alternation are: time, percentage retracement, intricacy, and construction. The waves can differ by how long they take, by the depth of their retracement, by their complexity (e.g. a simple ABC zigzag vs. a more complex double/triple zigzag, WXY, or WXYXZ), or by their construction (e.g. a zigzag vs. a flat or triangle). The rule is that at least one of these four types must be present between waves 2 and 4 for the count to be valid.

sayuri.run.noteThe lesson states: "there are four types of alternation. Those are time, the percentage retracement, the intricacy, and the construction." The student lists exactly these four ("time, percentage retracement, intricacy, and construction"). Their explanations match the transcript: intricacy = simple abc zigzag vs. double/triple zigzag (WXY, WXYXZ), construction = zigzag vs. flat or triangle. The rule is correct: "At least one type of alternation must occur between waves two and four" — student wrote "at least one of these four types must be present between waves 2 and 4 for the count to be valid."

recall · mentor specific

sayuri.run.answerAnchor the upper channel line from the start of wave W to the highest point of X (not from the termination/end of X). Then bring the parallel line down to the low point of wave W.

sayuri.run.noteThe lesson explicitly taught: "on a complex correction, you're channeling it from the start of W to the highest point of X, taken from the lowest point of W... bring that parallel channel down to the low point of W," and "not off the termination of X, but the highest point." The student's answer—"Anchor the upper channel line from the start of wave W to the highest point of X (not from the termination/end of X). Then bring the parallel line down to the low point of wave W"—matches all three points exactly.

recall · mentor specific

sayuri.run.answerThe dividing line is at the four hour chart: anything below the 4h (3h, 2h, 1h, 30m, 1m) is the lower term time frame (LTF), while the 4h chart and everything above it (daily, weekly) is the higher term time frame (HTF). The 4-hour chart itself falls on the HTF side.

sayuri.run.noteLesson: 'the lower term timeframe is anything below the four hour chart. Higher term timeframe is the four hour chart itself and above... three hour two hour one hour 30 minute one minute that's all lower term time frame higher term time frame four hour and above.' Student correctly states the dividing line is at the 4h, lists below-4h timeframes as LTF, and places the 4h itself on the HTF side.

application · mentor specific

sayuri.run.answerSince GRT can't be shorted and there's no way to hedge, the spot strategy is to sell a portion at resistance and buy it back at support. Specifically, he sells 50% of his GRT holding at the monthly resistance to partially protect against the expected pullback while still staying exposed if it runs higher. If the resistance breaks and holds as support (a clean break above), he buys back all the GRT he sold. If price instead breaks down and invalidates the bullish idea, he sells 100% and exits. Buying back at support lets him accumulate more GRT over time.

sayuri.run.noteThe lesson taught exactly this procedure for GRT spot: 'La forma en que hice trading de esto fue vender 50%. Recuerda, no puedo hacer short de GRT.' The student correctly states he sells 50% at resistance ('vender 50% de mi spot, digamos que tengo cien GRT, yo venderé 50 GRT aquí'). The student's claim that on a clean break above resistance held as support he buys back all sold GRT matches: 'pero esta vez rompe la resistance y la mantiene como support y comienza a moverse hacia arriba. Bueno, puedes comprar de vuelta todos los activos que has vendido.' The student's claim about selling 100% on invalidation matches: 'si rompe a la baja en general e invalida tu idea bullish, puedes vender 100 por ciento del activo y estar fuera de ello.' And 'Buying back at support lets him accumulate more GRT' matches the lesson's point about buying 150%/50% back at support to accumulate. All core facts correct. One minor framing point: the lesson's mention of buying '150% more' relied on profits from other coins, but the student's general statement is sound and supported.