Week 1 — Market structure basics
Exchanges, order types, spread, slippage, liquidity, halts, settlement.
12-week roadmap
Progress from this section is saved automatically. Use Continue roadmap to jump to your next unchecked week.
12
weeks in track
1
module can be marked as done at once
100%
goal is completion
Local
persistence only
Week 2 — Risk math before strategy
Expectancy, R-multiples, variance, drawdown planning, ruin risk.
Week 3 — Stocks and ETFs
Liquidity, float, market cap, sector behavior, ETF construction basics.
Week 4 — Fundamental analysis
Valuation, guidance, debt quality, moat, and scenario invalidation.
Week 5 — Technical behavior
Trend, support/resistance, VWAP, volume, volatility context.
Week 6 — Margin and shorting
Initial/maintenance margin, margin calls, liquidation, leverage drag.
Week 7 — Strategy families
Trend, breakout, mean reversion, pair and macro frameworks.
Week 8 — Derivatives overview
Options, futures, carry, Greeks, roll risk, funding, settlement.
Week 9 — Macro & intermarket
Rates, inflation, dollar, commodity links, risk-on vs risk-off.
Week 10 — Research design
Backtests, walk-forward, out-of-sample, cost modeling, bias control.
Week 11 — Execution & psychology
Order quality, emotion traps, revenge risk, routine and routine breaches.
Week 12 — Build playbook
Finalize rules, sizing policy, review cadence, and paper-to-live scale criteria.
Per-section notes
Write your own observations, trade journal notes, and execution review. Notes are saved locally using browser storage.
Strategy library + filters
Filter by mechanism and risk level to study ideas systematically.
Showing 0 strategies
Trend following
Ride sustained directional moves with entry on structure confirmation.
SwingMedium
Watch for regime shifts; fails quickly in chop without volatility filters.
Momentum breakout
Trade continuation after strong order-flow imbalance and confirmation.
IntradayHigh
Needs strict exit rules and gap-risk planning.
Mean reversion
Fade temporary exhaustion after one-sided overextensions.
SystematicLow
Perform best in range-bound regimes; poor in strong trends.
Pairs market-neutral
Long one correlated asset and short another to isolate relative mispricing.
PositionLow
Spread model and correlation risk are the main edges.
Event-driven catalyst
Defined thesis around earnings, macro prints, or policy events.
SwingHigh
Large path risk pre/post event; define invalidation points in advance.
Volatility carry
Harvest implied volatility premium under controlled tail-risk rules.
PositionExtreme
Tail events dominate; use hard risk caps and scenario tests.
Macro value carry
Exploit rates and macro regime curves with lower-trade-frequency logic.
SystematicMedium
Regime breakage is the primary failure mode.
Crypto basis study
Compare spot vs futures funding and funding-adjusted carry behavior.
IntradayMedium
Exchange quality and liquidations can dominate signal quality.
Option spread
Structure directional and volatility exposure through debit/credit spreads.
SwingMedium
Greeks and assignment details decide practical outcomes.
Macro trend with futures
Trade macro thesis across futures contracts with position caps.
PositionExtreme
Leverage and correlation can produce abrupt liquidation cascades.
Systematic trend + macro
Signal stack of trend and macro filters to reduce regime errors.
SystematicHigh
Requires walk-forward tests and walkout criteria.
Margin and position-size lab
Margin call estimate
Position size estimate
Cloudflare Pages deployment
This package is static and does not use any backend services.
Recommended steps:
- Install Wrangler locally and login if not already set.
- From this folder, run npm install (optional if already available).
- Run npm run build (not required for this static app, included for workflow consistency).
- Run npm run deploy to publish.
No external APIs are used by the app. All data is stored in your browser only.