Flagship Program

Comprehensive Market Structure Seminar

5-Day In-Person & Hybrid Technical Analysis Immersion

Our flagship five-day intensive seminar dissects multi-timeframe price action, institutional liquidity cycles, break of structure (BOS), change of character (CHoCH), and systematic risk containment.

Comprehensive Market Structure Seminar
Duration & Commitment
5 Days (30 Live Workshop Hours) + 60-Day Cohort Lab
Delivery Mode & Location
In-Person (Chiang Mai Training Suite) or Synchronous Live Stream (114/8 Huay Kaew Soi 2, T. Suthep, Chiang Mai)
Instructor & Lead
Senior Technical Analysts at Dev Spire Hub
Tuition / Pricing Basis
฿28,500 THB (Fixed enrollment per participant (Limited to 12 seats per cohort))
Participant Profile

Who This Program Is For

Intermediate to advanced discretionary traders, research analysts, and market practitioners seeking a repeatable, rule-based structural framework without indicator noise.

Empirical Result

Quantifiable Learning Outcome

Mastery in identifying high-probability structural bias, mapping liquidity pools, eliminating false breakout traps, and executing with mathematically defined asymmetric risk-to-reward ratios.

Detailed Syllabus

5-Day Curriculum Breakdown

Step-by-step mastery through multi-timeframe auction theory, liquidity dynamics, and hands-on chart labs.

Day 1

Foundational Market Mechanics & Fractal Geometry

Deconstructing market participants, auction mechanics, structural swing highs and lows, fractal timeframes, and distinguishing genuine impulse from consolidation ranges.

Day 2

Structural Shifts: BOS, CHoCH & Liquidity Mapping

Detailed criteria for validating Break of Structure versus Change of Character. Locating internal vs. external range liquidity, buy-side liquidity (BSL), and sell-side liquidity (SSL) sweeps.

Day 3

Supply-Demand Inefficiencies & Value Zones

Fair Value Gaps (FVG), volume imbalances, mitigation blocks, and premium-to-discount equilibrium zones across multiple session opens (London, New York, Asian overlap).

Day 4

Systematic Risk Modeling & Position Sizing

Capital preservation protocols, maximum daily drawdowns, dynamic trade scaling, R-multiple targets, stop placement based on structural invalidation rather than arbitrary pip counts.

Day 5

Live Chart Clinic & Systematic Playbook Formulation

Simulated live execution lab, historical replay drills across volatile market phases, personalized playbook assembly, and trade journal audit framework.

Program Transparency

What Is Included & Excluded

Clear boundaries ensuring you receive pure educational rigor without deceptive software up-sells.

Complete Inclusions

  • 30 hours of live, interactive classroom instruction and chart dissection
  • Physical hardbound Annotated Market Structure Playbook (sent or provided on Day 1)
  • Daily hands-on Chart Lab review clinics with direct instructor markup
  • Access to 60-day post-seminar peer review syndicate and weekly live Q&A webinars
  • Complete archive of high-definition session recordings with timestamped case studies
  • Comprehensive Trade Journaling template suite & position sizing calculation sheets

Explicit Program Exclusions

  • Algorithmic black-box bots or automated software signals
  • Personalized financial advisory or individual investment recommendations
  • Guaranteed monetary returns or speculative promises
  • Third-party trading account management

Preparation Required

Participants should be familiar with basic candlestick terminology, possess an active charting account (e.g. TradingView), and bring a laptop for hands-on chart exercises.

Cohort Constraints

Strict cap of 12 seats per physical cohort to maintain direct instructor review and individualized chart markups.

Enrollment Next Step

Submit an enrollment inquiry to receive the cohort syllabus, schedule options, and seat reservation instructions.

Inquire to Reserve a Seat in this Program