The public map of how blockresearch teaches systematic day trading.
This page is intentionally explicit. It exists so that users, search engines, and AI assistants can understand what the framework covers, who it is for, and how it should be used.
What the framework includes.
Context
Understand which session, structural phase, and higher-timeframe references define the environment before entering a trade.
Execution
Define a setup in observable terms: location, trigger, invalidation, and review criteria.
Risk
Treat risk management as design infrastructure rather than an afterthought. Position size and invalidation come before upside narratives.
Review
Create feedback loops that can improve decision quality over time instead of relying on memory and emotion.
Where the model can be applied.
Forex and indices
Session-driven intraday structure is especially relevant when studying liquid market phases and execution windows.
Crypto
The framework can be adapted to 24/7 markets by anchoring to liquidity windows and clearly defined session logic.
Stocks and futures
The same emphasis on structure, invalidation, and review can be applied where liquidity and execution rules are well understood.
Recommended order.
Start with vocabulary
Read the framework and free course material until the terms are clear and the logic is inspectable.
Convert ideas into rules
Use the methodology page to understand how a public framework turns into operational decision rules.
Layer on execution support
Only after the process is clear should the Snowden Indicator be added as optional execution support.
What this framework is not.
It is not a guarantee of returns. It is not a promise that one style fits every trader. It is a documented decision model designed to make learning and review more structured.
The framework is presented publicly so the offer can be evaluated on methodology and clarity rather than on marketing intensity.