EdgeOS Educational Video Series

The EdgeOS system is built on two core ideas: (1) SCTR scores identify stocks with institutional momentum, and (2) the bull/bear counter tracks the Fibonacci exhaustion cycle within that momentum. When SCTR crosses above 9 and the bull count hits 1, you have a T1 ignition — the primary entry signal.

The video series teaches each layer of this system in isolation before combining them. You'll start with T1 ignition (what it is and why it works), move through SCTR mechanics and bull counts 1–9, then learn how to size trades using SatyATR price levels at exactly −0.236×, +0.618×, +1.0×, and +1.618× ATR from the prior period close.

Intermediate episodes cover market breadth (how many stocks are above SCTR 9), pre-ignition brewing (stocks within 3% of their trigger — early warning system), and reversal setups (bear count 9/13/21 as buy signals when combined with hammer candles and RSVA improvement).

Advanced episodes cover gamma exposure (how options dealers force price to move near the GEX flip level), multi-timeframe confluence (getting 3+ timeframes to agree before entering), volume profile and the Point of Control (institutional support/resistance that outlasts traditional chart patterns), and the exhaustion playbook — exactly what to do at counts 9, 13, and 21.

Episode 26 covers one of the most dangerous mistakes options traders make: closing only one leg of a defined risk structure. When you open an iron condor, vertical spread, or any multi-leg trade, both legs work together — the short leg caps your loss and the long leg is your insurance. Closing just the "winning" side (e.g. the put spread when the market rallies) leaves the remaining call spread exposed with no hedge. If the market continues against you, your loss is no longer capped. You have converted a defined-risk trade into undefined risk. This episode explains why this happens, walks through real examples with iron condors and bull call spreads, and shows the correct way to manage or close multi-leg positions as a unit.

Episode 27 covers the 50% profit-taking rule — the single most important trade management rule for premium sellers. When you sell an iron condor, cash-secured put, credit spread, or strangle, your maximum profit is the credit you collected at entry. tastytrade research shows that closing the position when you have captured 50% of that maximum credit captures approximately 85% of the theoretical P&L while cutting your time in the trade — and your risk — roughly in half. After you have collected 50% of the credit, the remaining 50% offers equal risk for only half the reward. Worse, gamma risk spikes sharply in the final days before expiration, making the last 50% the most dangerous part of any short premium trade. This episode covers the mechanics for iron condors, iron butterflies, vertical credit spreads, strangles, and cash-secured puts, and explains how to adjust the target (25–30%) in low-IV environments where premiums are thin. The companion rule is also covered: close the entire position at 2× the original credit received to cap your maximum loss.

Episode 28 covers one of the most dangerous times to trade: the market open. The opening gap direction is misleading more than half the time — 60–65% of gap-up days see a 50% gap fill within the first 30 minutes. Implied volatility is highest at the open, meaning every option you buy is priced at a premium that collapses once the first 15 minutes pass and volatility normalizes. The correct approach is the Opening Range Breakout — wait for the 9:30–10:00 ET range to form, then trade the breakout in either direction rather than guessing from the pre-market print.

Episode 29 covers the trend duration trap. Most traders exit trends too early — selling calls too soon when a stock is running, buying puts too soon when it's falling — because they assume the move is "due for a reversal." Data shows that trending stocks sustain direction for an average of 8–12 bars beyond when most traders expect reversal. Naked call or put holders are punished twice: first by delta (the position moves against them), then by rising implied volatility (options get more expensive to hold). The solution is debit spreads, which cap your loss and remain defined-risk regardless of how long the trend extends.

Episode 30 covers how market makers actively widen bid-ask spreads on high-momentum days. On quiet days, ATM options on liquid names trade at $0.01–$0.05 wide. On high-momentum days when retail order flow is heavy, market makers detect the directional interest and pull their liquidity — spreads widen to $0.50–$2.00 on the same contracts. The result: the average retail trader pays 0.5–1.0% per round trip in hidden transaction costs, which compounds into significant P&L drag over a trading year. This episode explains the mechanics, shows how to identify wide-spread conditions before entering, and covers techniques for minimizing market-maker drag (limit orders, avoiding the first 15 and last 30 minutes, choosing strikes with tighter markets).

Every video uses live data from the TraderValue workspace so you can follow along in real time. After watching the series, you'll be able to interpret any signal in any of the 19 Discord channels and make confident entry, sizing, and exit decisions.