"I traded DAX futures for three years without a consistent entry rule. The MACD histogram section gave me a checklist: momentum shift, price structure, then limit order. My win rate did not jump overnight, but my average loss shrank because I stopped entering mid-bar."
Tomás V.
DAX intraday trader, Peterborough — Workshop, November 2025
"Sarah's pre-work emails kept me on track. I nearly skipped submitting chart captures and would have wasted the first morning. Bring homework — James references your charts by name."
Claire D.
Equity swing trader — Workshop, February 2026
"The RSI deep dive alone was enough for my style. Four hours felt short for stochastic content though — I would have traded a full day for more MACD practice."
Owen L.
Forex part-timer, Hull — RSI Deep Dive, October 2025
"Remote coaching sorted out why my stochastic entries kept failing in sideways GBP/JPY weeks. James marked three recent trades and showed where I entered before momentum confirmed. Practical, no fluff."
Priya S.
GBP/JPY trader — Coaching, January 2026
Case study: Rebuilding entries after a drawdown
Mark, retail FTSE trader, Skegness — Workshop alumni, coaching follow-up
Mark contacted us after a six-week drawdown where most losses came from early long entries into FTSE 100 pullbacks. He had RSI on his charts but treated 30/70 levels as automatic signals.
During the workshop, we marked ten historical FTSE setups where RSI reached oversold while price was still below the 20-day moving average — a combination Mark had been buying into. The annotated workbook showed five cases where oversold RSI preceded further decline.
Mark's homework charts revealed the same pattern in his live trading. Over the following month he adopted a rule: RSI oversold plus price above the 20-day average, or stand aside. He booked a coaching session to review four new trades applying that filter.
Mark reports fewer trades but improved R-multiple on winners. He still struggles with patience on gap days — an area he plans to address in a second coaching call. We do not track client P&L; this story reflects his self-reported process changes only.
Case study: First structured training for a trading club
Lincolnshire Equity Club — Private group session, September 2025
Six members of a Lincoln trading club requested a condensed single-day version of the momentum workshop. We focused on RSI divergence and MACD histogram entries on UK large-cap equities they collectively held.
The session ran from 9:30 to 16:30 with a shared lunch break. Each participant brought two chart captures; we rotated screen time so everyone received annotated feedback. Three members later enrolled in the full two-day workshop for stochastic content and extended practice.
Club secretary noted that the group continued monthly chart-marking evenings using our workbook format — a habit they had attempted before but never sustained. Group sessions are quoted individually; contact us for private workshop pricing.