Client stories
What participants report after training
These accounts come from workshop graduates and private session clients. We include specific details about their experience, including where results varied.
I attended the March workshop with six months of FX experience. The ratio worksheet forced me to write down my stop before entry — something I had been skipping. My win rate did not change much, but my average loss dropped because I stopped moving stops.Thao L.FX, Da Nang — Workshop, March 2025
The online cohort was well structured, though the time zone difference meant I watched some sessions on recording. The live markup segments were the most valuable part — seeing Linh mark a chart in real time changed how I read daily structure.Peter K.Equities, Singapore — Online cohort, October 2024
Duc reviewed twelve of my commodity trades in one session. He identified a pattern: I was entering on the first pullback without waiting for the higher-timeframe level to hold. Specific and useful, though I wish we had time for more than twelve charts.Anh V.Commodities, Hanoi — Private review, November 2024
Our desk of five attended a corporate briefing. It was a solid introduction to context reading, but a half-day was not enough for the junior analysts to apply it independently. We booked a follow-up cohort as a result.Operations leadProp desk, Hanoi — Corporate briefing, August 2024
Extended story
Minh's workshop: from indicator stacking to context reading
Minh had traded FX part-time for two years before enrolling in the February 2025 workshop. His approach relied on stacking three indicators — RSI, MACD, and a moving average cross — and entering when all three aligned. He was profitable in trending months but gave back gains during range-bound periods.
During the workshop's first day, Linh asked participants to cover all indicators and mark only structure: prior swing highs, session opens, and the previous day's range. Minh found that several of his recent losing trades had entered inside the prior day's range without a defined invalidation level.
On day two, Minh brought three of his own setups from the previous week. Linh and the group marked them up together. Two of the three lacked a clear 1:2 ratio because the nearest reward target was too close to entry. Minh rewrote both plans on the worksheet and noted he would have skipped both trades.
Three months later, Minh reported that he had reduced his trade frequency by roughly half and stopped using the MACD entirely. He described the change as uncomfortable — fewer trades meant less action — but his journal showed smaller drawdowns during the April range period that had previously caused his largest monthly loss.
Share your experience after a program
Alumni are welcome to submit a written account for this page. We publish stories with the author's permission and include specific details about the program attended.
Contact the studio