Tickwright
A free course in 41 lessons

Trading folklore,
measured.

A claim traders repeat — that price covers its average range most days, that a level tested many times is stronger, that moving your stop to breakeven protects you — is taken apart and counted on real prices: six instruments, stocks and crypto, years of daily bars.

Some claims survive the count. Many do not, and the videos say which is which. The course runs in order — foundations, range, levels, risk, setups, and your own system — and ends with the ten claims that survived.

41lessons
6modules, in order
7 hoursof video
33calculations published
6instruments, stocks and crypto

How a lesson works

1 · The claim

Stated the way it is usually taught

A rule traders repeat — about ranges, levels, stops, setups or costs — written out completely enough to be counted.

2 · The count

On real prices, in the open

Daily bars of three stocks and three coins, with the accounting spelled out. Every lesson that measures something publishes the script that did it.

3 · The verdict

With its limits named

Some claims survive the count. Many do not, and the lesson says which — including when the data is too thin to say anything.

Every video ends with something you can compute yourself: a formula, a checklist, or a chart you can mark up the same way. That is the only promise this channel makes. It does not promise income, it does not give signals, and it does not tell you what to buy.

Six modules, in order

Ten claims that survived the count

From the last lesson of the course, What Survived. Every number below comes from the lesson it was measured in.

  1. The size of a day carries over, its shape does not — after a large day the next one moved 0.69 of a usual range, after a quiet one 0.19, while the next day was up 52–53% of the time wherever a bar closed.
  2. Almost everything the market moves, it moves back — 93–99.6% of a year's daily moves cancelled on the stocks, 96–97% on crypto.
  3. 33–45% of the stocks' movement came between the close and the next open, with an overnight gap of up to 8.8% of price, so rules travel between markets and position size does not.
  4. On 1,987 crossings, 69% of the time price went on to the next level — not the 80% the claim says, but not made up.
  5. Costs are arithmetic — a round trip took 2–5% of the stop on stocks, 35–59% on crypto at an ordinary fee, and 136–227% on the lowest-volume tier.
  6. Leverage does not change what a trade makes per unit of risk, it adds a second stop — 9.5% away at 10×, 1.5% at 50×, a line Tesla reached from the open on 46% of days.
  7. A tighter stop costs more in R by exactly as much — 0.12R a round trip on the index fund at the daily stop, 0.49R four times tighter, 0.98R eight times tighter.
  8. A line can be drawn almost anywhere — 48 to 56 candidate levels in every hundred bars.
  9. The best of 21 combinations made +0.38R a trade on the first half of the data and −0.1R on the second, and 17 of the 21 did worse on the second half.
  10. How you count decides the result — the first count of the level setup said +0.92R a trade on 1,134 trades; counted honestly it was 818 trades at −0.17R, below zero on 24 of 24 combinations.