Capstone / The complete trader
Capstone · The complete trader

The complete trader

Everything in the course compressed into one decision framework and one master checklist.

0/2 lessons

The full decision framework

Learn

Every sound trade walks the same path through this course. Context (M1, M4–M6): what asset class is this, what's the structure and trend, do fundamentals or on-chain flows argue against it? Edge (M5, M9): which playbook setup is this, and is its expectancy positive after costs (M3)? Risk (M9): where is the thesis invalidated — that's the stop; the stop sets the size. Execution (M2–M3): the right order type, sliced for the book's depth. Review (M10): journaled, graded in R, plan-adherence marked.

Notice what's absent: predictions, conviction, certainty. The framework never asks 'what will price do?' — only 'what's the setup, what's it worth, what does it cost when wrong, and did I follow it?'

Context → Edge → Risk → Execution → Review size = (account × risk%) / stop distance expectancy = W%×avgWin − L%×avgLoss [> 0 after costs]
Practice
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Recall0/2
Recall

In the framework, what determines position size?

Recall

Why does the framework never ask 'what will price do next?'

The master checklist

Learn

This is the course as a checklist. If every box below is honestly checked, you have the infrastructure of a professional operation — before any question of market opinion. Most traders who fail could not have checked half of them.

A checked item is not permanent mastery. Attach evidence—a current export, tested recovery, written limit, reviewed journal, or validated rule—and assign the next review date. Unverified confidence is not an operational control.

Re-run this list quarterly. Operations decay quietly: keys accumulate permissions, journals lapse, allocations drift.
Practice
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Recall0/1
Recall

What does this course argue actually separates surviving traders from failed ones?