Inside the Tradoki eight-week syllabus

The most common question prospective students ask, after the inevitable "do you sell signals?" (we do not), is "what is actually in the eight weeks?" The marketing pages cover it in broad strokes; this is the version with the assignments, t

The most common question prospective students ask, after the inevitable "do you sell signals?" (we do not), is "what is actually in the eight weeks?" The marketing pages cover it in broad strokes; this is the version with the assignments, the live-session structure, the things we changed between cohorts, and the things we are still iterating on. The eight weeks are designed around a single principle — that trading skill is built by doing structured work in a sequence that respects how the discipline actually develops, which is risk first, framework second, strategy third, practice always.

This is a case-study piece written for prospective students and for anyone curious about how a structured trading-education program is actually run in 2026. None of it is investment advice and none of the examples are recommendations. The intent is transparency about the curriculum design.

The order of operations

The single most important pedagogical choice we made was the order in which the curriculum introduces concepts. In every retail-education program I have looked at, the order is: strategy first, framework second, risk third, practice if at all. Student gets excited by the strategy, builds a chart, places a trade, blows up a small account, hopefully reads about risk afterwards.

Our order is the inverse: risk first, framework second, strategy third, practice always. The first two weeks of the program contain no strategy content at all. The student does not pick a setup until week three. The student does not place a paper trade until week four. The student does not place a live trade until week six and only after a 30-session paper sample.

This order is not popular. We had push-back in cohort one from students who joined wanting to "learn a strategy" and were instead asked to spend two weeks on position sizing math. The students who pushed back hardest in week one were, with a single exception, the ones whose six-month outcomes were strongest. The discomfort was the discipline forming.

We have not reordered since. We added an optional week zero for complete beginners — basics of how markets work, instrument types, broker mechanics — but the eight weeks proper still start where they always started: with the risk-of-ruin pillar.

Week one: risk of ruin and position sizing

The week opens with a 90-minute live session walking through the classical risk-of-ruin formula, the Kelly criterion, and the relationship between per-trade risk and survival probability. Most students arrive at this session having never seen the math; by the end, they have run the formula on their own assumed strategy parameters and discovered that the per-trade risk they had been planning to use produces a risk of ruin in the double digits.

The week's assignments:

• Calculate risk of ruin for three plausible strategy parameter sets at three per-trade risk levels.
• Run the same calculation for the student's intended starting capital and an intended ruin point of 25% drawdown.
• Configure the student's chosen trading platform with daily, weekly and monthly loss limits derived from the math.
• Submit the calculated table and a screenshot of the configured platform settings.

The submission is reviewed by the cohort lead with AI-assisted draft feedback. Students whose chosen risk level produces an unacceptable risk of ruin get a structured note asking them to redo the calculation at a smaller risk level — this happens in about 60% of cohort one, has dropped to about 40% in cohort two as the optional week-zero prerequisite catches more of the basics earlier.

The reading for the week is the risk-of-ruin pillar guide, which exists in the form it does because cohort one needed a single canonical reference for the math.

Week two: regime detection and the top-down framework

The second week introduces the top-down multi-timeframe framework. The live session walks through the bias-structure-entry separation, the rules for not letting the entry timeframe override the higher timeframes, and the four-state bias taxonomy (up, down, range, transitional).

The week's assignments:

• For two chosen instruments, define the three timeframes that will form the student's bias-structure-entry triplet.
• For each instrument, write out the rules for tagging each of the four bias states. Numerically, not in prose.
• Apply the framework to ten historical sessions and tag each session's bias. Submit the tagged sessions with screenshots.
• Identify, in writing, the three sessions out of the ten in which the framework would have tagged transitional and the trader would not have traded.

The transitional-state exercise is the most surprising one for most students, because it forces them to count days they would have skipped — and most are surprised by how many that is. A typical student in cohort two tagged 4 of 10 sessions as transitional; a few tagged as many as 7. The exercise is not a test of whether the tagging is "right" — it is a test of whether the student is willing to apply the framework even when it produces a do not trade answer.

Week three: choosing a strategy

The third week is where students finally pick a strategy. By this point they have a risk framework, a regime taxonomy, and the discipline of skipping. The strategy has to fit inside those constraints.

We do not teach "the Tradoki strategy." We present three strategy archetypes with worked examples — a mean-reversion approach, a structured breakout approach, and a level-based fade — and ask students to choose one to focus on for the remainder of the program. The choice is deliberate and difficult; cohort one tried to "learn all three" and we now require students to commit to one in writing.

The week's assignments:

• Pick one strategy archetype. Write the entry, stop, target and exit rules in numerical detail.
• Write the regime gate that the strategy is permitted to operate inside.
• Identify two instruments suitable for the strategy from the asset-selection perspective covered in the asset selection framework.
• Document the explicit conditions under which the strategy is not taken.

The not-taken conditions are the part of the assignment that catches students unprepared. Most can write what they would do; few can write what they would not. The week's submission is graded on the completeness of the not-taken spec as much as on the spec for the trade itself.

Week four: paper trading begins

By week four the student has the framework and the strategy. Live capital is still off the table; paper trading begins.

The week's structure is different from the prior three weeks because it is the first week with an ongoing daily routine rather than a content-plus-assignment cadence. The student paper-trades the chosen strategy on the chosen instruments, journals every session (including no-trade days) using the journal template, and submits the week's journal entries to the cohort lead at week's end.

The live session moves from content delivery to live read-throughs of the cohort's recent sessions — an instructor walking through one student's last three sessions, with the cohort observing and asking questions. This is the most-discussed surface of the program in cohort feedback; students consistently report that watching another student's framework getting reviewed, with the same set of mistakes they themselves are making, is more pedagogically efficient than reviewing their own.

Week five: deepening the practice

Week five continues the paper-trading routine and adds two structural pieces.

First, the cohort's peer pairing activates. Students are paired (the pairing is structured, not random; we match students with similar strategy choices and complementary schedules) and exchange journal entries with their pair every other day. The pair's job is not to critique the trades but to verify whether the journal entry contains the required structural elements — bias call written before the session, regime tag applied, plan written before entry, post-mortem completed. Pair feedback is procedural; it does not opine on the strategy.

Second, the assignments shift to include strategy refinements based on the prior week's journal evidence. Did the regime gate let through a window where the strategy underperformed? Tighten the gate. Was the stop being hit on a particular pattern of session noise? Adjust the stop placement. The refinements have to be evidence-based — referenced to specific journaled sessions — not to a hunch.

The week-five live session is also where the AI tooling layer is introduced to the cohort. Students get access to the AI-assisted journal review (which generates a draft analysis of their week's journal entries that the student then refines and submits), the AI-summarised macro briefs, and the AI-generated practice scenario library. We are explicit that the AI is permitted to do the work between decisions and is not permitted to make the decisions. This framing comes up later in why AI live trading bots blow up.

Week six: the live capital decision

Week six is the gate. By this point the student has 30+ paper sessions, a journal of those sessions, peer-verified procedural compliance, and a cohort-lead review of their results.

The live capital decision is the cohort lead's call, not the student's. The cohort lead reviews the paper sample for:

• Procedural consistency (was the framework actually applied or was it being decorated?)
• Sizing discipline (was the per-trade risk consistent and within the risk-of-ruin envelope?)
• No-trade discipline (were the transitional/no-setup days respected?)
• Journal completeness (every session captured, including the no-trade ones?)
• Loss-limit discipline (were any of the configured limits ever overridden, even nominally?)

Students who pass the review may begin live trading at a fraction of the size their risk framework would permit at full capital — typically 25–50% of the per-trade risk, scaled up over the following weeks contingent on continued discipline. Students who do not pass the review continue paper trading and may re-submit at the end of week seven. About 20% of cohort two students were asked to extend their paper period; all but two of those passed the second review.

The live-capital cap is enforced procedurally — the cohort lead helps the student configure the platform such that exceeding the agreed size is not possible at the platform level. This is the trading-psychology principle made operational: the rule lives outside the trader's head.

Week seven: the bad week

Week seven is intentionally scheduled to coincide with what cohort feedback has called "the bad week." Roughly 80% of students will, by this point in their live trading, have hit either a daily or weekly loss limit at least once. The week's content is built around what happens next.

The live session walks through the procedural recovery from a drawdown — re-reading the journal, identifying whether a rule was overridden, deciding whether the bad week was within strategy variance or a behavioural breakdown, and (if behavioural) configuring an additional structural barrier rather than relying on the trader's discipline.

The week's assignment is a case study. Each student presents (in writing, then briefly to the cohort) their worst session of the program so far, including:

• What the framework said.
• What was actually done.
• Where the divergence occurred.
• What structural change would prevent the divergence next time.

The presentations are short and the audience is the peer pair plus the cohort lead. The format is non-judgmental on purpose; the goal is to make procedural failure a normal part of the discourse so that nobody hides their bad week and rationalises it privately.

Week eight: the closing review and the post-cohort plan

Week eight closes the program with two final pieces.

First, each student writes their post-cohort operating plan: a documented framework, risk envelope, journaling routine, peer-pair commitment (alumni pairs continue beyond the cohort by mutual choice), and a defined cadence for re-reviewing the framework. The operating plan is the deliverable the student leaves with; it is the artefact the program was built around producing.

Second, the cohort lead conducts a one-on-one review with each student that covers the program's six-month and eighteen-month follow-up commitments. We are direct that the program's success metric is the student's outcome at six and eighteen months, not at week eight. The student commits to the follow-up; we commit to the support that the ninety-day deliberate-practice plan provides post-cohort.

The cohort closes formally. The Discord that hosted the cohort closes within two weeks. Alumni continue in a separate, low-traffic alumni space that is not monetised and is not the product.

The week I learned the most was the bad week. The framework was working. I overrode it. I did not get a worse strategy out of it; I got a better understanding of which structural barrier I needed to add. That is more useful than the strategy itself.

— A cohort 2 student, week eight

What we have changed and what we have not

Between cohort one and cohort two we changed: the addition of the optional week zero, the structural peer pairing, the AI tooling layer, the introduction of the live read-throughs in week four, the formalisation of the week-six review by the cohort lead.

What we have not changed: the order of operations, the curriculum's mandatory paper-trading window, the explicit non-existence of a signals room, the cohort lead's authority over the live-capital decision, the eighteen-month follow-up commitment.

The things we have not changed are the structural choices. The things we have changed are operational. The pattern is intentional.

For the broader case for why the cohort model produces these outcomes, see the cohort model and why trading students finish.

● FAQ

How much time per week does the program take?

Approximately 6–8 hours per week, including 2 hours of live cohort sessions, 2–3 hours of curriculum content, and 2–3 hours of structured practice and journaling. Students who put in less consistently underperform; students who put in more do not consistently outperform.

Is there a prerequisite?

An optional 'week zero' covering trading basics for students new to markets. We added it after cohort one. Experienced traders can skip it; complete beginners should not.

When can I start trading live?

The program structurally prevents live capital before week six and a 30-session paper-trading sample. We hold this line because it is the rule that has produced the strongest cohort outcomes.

What if I cannot attend the live sessions?

Recordings are available within 24 hours, but completion data shows live-attendees outperform recording-only attendees on six-month outcomes by a meaningful margin. The synchronous time is most of the value.

Do you teach a specific strategy?

We teach a framework — regime detection, top-down analysis, position sizing, journaling — that students apply to a strategy of their choice. We are explicit that the framework is the product, not any specific setup.