Weeks 01–03
Foundations
Where a small account first leaks money
Why limited capital and its costs bite harder than they look — how an order actually fills, why the displayed price isn't the executable one, and why holding period decides which costs and risks apply at all.
Weeks 04–05
Reading Markets
Where the exit is decided before the entry
Chart structure exists here to set entries, invalidations and stop levels, not to predict direction. Paired with the risk toolkit every later week assumes: position sizing, drawdown asymmetry, and risk of ruin.
Weeks 06–07
Trading and Execution
Where shorter holds multiply the cost of getting in and out
Swing trading first, as a case study in multi-day exposure — gaps, event risk, capital tied up across days — then day trading, where liquidity and slippage turn execution friction into a real share of the outcome.
Weeks 08–11
Leverage and Derivatives
Where the account can be closed out from under you
Margin and forced exits enter on an ordinary stock, then reappear built into futures, options and crypto — each instrument shortening, in its own way, the distance between an account and a liquidation.
Week 12
Personal Rulebook
Every way to lose, converted into a rule against it
A synthesis week: every survival mechanism from the semester — sizing, leverage limits, instrument restrictions, and the conditions that stop trading altogether — converted into rules a small account would actually hold to.
Where to go next