I've been programming for 15 years. I'm going to be modest, and say average 4 hours a day, which is roughly 21,900 hours. (I'm pretty sure it's way more than that) And I've been trading for 6 years (fully devoted 8 hours per day) – another 17,500 hours. If the "10,000-hour rule" were real, I'd be a grandmaster by now. But...that's not how it works. I've spent thousands of hours coding at 2AM, rewriting systems that no one will ever see. I've spent thousands of hours studying probability, and building math models, only to get smacked by the market, and coming back the next day anyways. What I've learned is this: Time doesn't create mastery. Intention does. I wasn't clocking in hours. I was chasing precision. Rebuilding the same logic until it made sense. Studying my trades to understand why I was wrong. That's where growth hides. Inside those painful, obsessive loops of refinement. So if you're early in your journey – trading, coding, whatever it is – don't get caught up in counting hours. Focus on getting sharper every single rep. Because 10,000 hours doesn't make you elite. But 10,000 deliberate iterations might. 🔥 Drop a comment if you’re in that season of building quietly and relentlessly.

Quick heads-up. I just sent out the next set of Gextron invitation codes via Skool DM. These codes will be reassigned after today if unused. What to do now 1. Check your Skool DM for your code & instructions 2. If you didn't get a code but want one, drop a comment below (will be using this post a reference for the next set of invitations) Reminder: I'm hosting a Gextron training demo tomorrow @ 8PM EST on Zoom. Come see the workflow, ask questions, and get set up live. See you there!

I asked 3 days ago about the JPM collar. No one answered, only to leave me guessing that ya'll are not paying attention to these things. https://www.skool.com/tge-free-4382/does-anyone-know-what-jpm-collar-was What have I been saying about delta hedging? Why it's important to understand it? Inside TGE Max, I've been watching the 5565 SPX like a hawk. Why? Because JPM had a $280M notional on a bullish position on SPX 💰 Making their position delta positive 🟢 But that's not the important part. The important question is, what does this mean for the dealer? The dealers have to take the opposite position putting them at negative delta. JPM had a $280M short put and the dealers bought that put. Forcing them to buy the equivalent amount of shares based on the Delta. Let's say that the Delta was +.47 and $142 per con, making JPM 927k+ of positive delta exposure. Clearly dealers are negative. To hedge this position they have to BUY the underlying security. You can see the image chart here: https://www.skool.com/tge-free-4382/how-option-dealers-are-buyingselling-the-stock This is about $5.1B worth of SPX buying to hedge against their bearish position. What happens from here? Idk. We either squeeze, or we continue to selloff. If we do selloff, then dealers are forced to buy more until we squeeze and all bears are screwed.

For the upcoming masterclass on January 5th, I want to try something different. I’d love to dedicate this session to answering your questions directly. To make this happen, I need your input! - Please list the topics you'd like to cover. - If someone has already suggested a topic you're interested in, give it a like to help avoid duplicates. The more feedback I get, the better I can tailor the session to what matters most to you. Looking forward to your ideas!

Friends, let's be real... We're all gamblers! Who's ready for Friday to come and get into the market?