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An interactive course built from ICT's Mentorships. Section 1 — the ICT Core Content— is 38 lessons across 4 months: market maker templates, equilibrium & fair valuation, liquidity, institutional order flow, PD arrays, and the market maker traps. Section 2 — the ICT 2022 Mentorship— is 40 lessons across 6 parts: one stripped-down intraday model taught end to end, from fair value gaps and liquidity to market structure shifts, the killzones, and reading the daily bias. Every word comes from ICT's mentorship notes and the original ICT video transcripts; every chart is pulled from the notes.
Trade setup elements, market maker conditioning, equilibrium vs discount & premium, fair valuation, liquidity runs and protraction.
Growing small accounts, framing low-risk setups, 10% months, mitigating losses, high-reward selection and the first market maker traps.
Timeframe selection, institutional order flow, sponsorship, anticipatory skills, SMT, macro-to-micro and more traps.
Orderblocks, mitigation, breaker, rejection, reclaimed, propulsion & vacuum blocks, liquidity pools, voids, FVGs and phantoms.
The mindset the mentorship is built on, then the model itself — the fair value gap defined candle by candle, the liquidity run and market structure shift that qualify it, displacement, premium & discount, and how the trading day is framed from 8:30 onward.
How an order block is actually found and what makes one high probability, the accumulation–manipulation–distribution shape of the daily range, the opening range every setup forms inside, and the market structure lesson he had never taught before: every rebalanced imbalance leaves a key high or low.
Live executions at the open, the multiple setups hiding inside one morning session, the killzone rules that differ between index futures and forex — then the whole workflow in one pass, what makes an order block valid, and when the honest read is to stand aside.
The dollar index as the barometer for both forex and the indices, risk on versus risk off, SMT divergence between closely correlated markets, the Fibonacci anchoring behind OTE and the projections, daily rebalance theory — and the day the setup never arrived, which is the model working, not breaking.
Trading against the daily bias, the narrow range day before the Fed speaks, sweeping the lunch lows for the afternoon move, the consolidation day whose only setup comes at three o'clock, the confluence that has to stack before a button gets pushed — and the back-testing method that turns annotated hindsight into experience.
The Sunday gap held across the week, the mean threshold that decides whether an order block survives, what a move with no entry is telling you, how a bias gets abandoned mid-session — then the closing lessons: the four times of day the algorithm works, the six keys to daily bias, and position sizing, drawdown and stops.