ICT 2024 Mentorship — Complete Notes for All Five Lectures

What the 2024 Mentorship Is

The ICT 2024 Mentorship is the free lecture series Michael Huddleston published in 2024, built around time rather than pattern. Where earlier teaching cataloged arrays and models, the 2024 series organises trading around specific clock windows in the New York morning — roughly 07:00, 08:30 and 09:30 ET — and demonstrates one repeatable entry sequence inside each. Every lecture draws on the same small toolkit (relative equal highs and lows, displacement, order blocks and breakers, BISI and SIBI, the opening gaps) on the same three charts: 15-minute for context, 5-minute for structure, 1-minute for execution.

The inversion is the whole lesson. A pattern-first trader opens the chart, scans for something recognisable, and trades it whenever it appears — which means their edge is diluted across sixteen hours of tape, most of which contains no institutional delivery at all. The 2024 series refuses that: it names a time, describes what the algorithm tends to do in that window, and treats everything outside the window as somebody else's business. Traders who came to the series looking for a new pattern found the lectures underwhelming — "it's just a sweep and an entry" — and missed that the pattern was never the deliverable. The deliverable was the appointment.

It is worth being precise about what these notes are. The lectures themselves are free and public; what follows across this series is our own structured study of them — the models restated in our house format, tested against our own session logs, and cross-linked to the concept guides each lecture assumes. Nothing here replaces watching the source material, and anyone charging for access to the lectures is reselling something Huddleston gave away.

Two other things distinguish the series from the earlier material. First, it is unusually execution-honest: the lectures spend real time on where the stop sits, what invalidates the idea, and what to do when the window produces nothing — the parts most educational content skips. Second, it leans hard on the opening gaps. The New Day Opening Gap and New Week Opening Gap are treated not as curiosities but as primary reference levels the algorithm consults for days, which is why two of the five lectures are largely about them.

The Five Lectures at a Glance

Read that table as one model, not five. This is the misreading that costs people the most: the lectures are not five independent strategies to pick from, they are one framework demonstrated at five different times of day, in ascending order of difficulty. The sequence — map the liquidity on the 15-minute, wait for the named window, watch price raid a pool, demand displacement on the 5-minute, enter at the array on the 1-minute, stop beyond the raid — does not change between lectures. Only the clock and the reference levels change.

The Shared Toolkit — What Every Lecture Assumes You Already Know

The lectures move fast because they assume fluency. This is the honest prerequisite list, and working through it first is the single best thing a new student can do — the series is nearly incomprehensible without it and nearly obvious with it.

Relative equal highs and lows. Not textbook double tops — near-equal extremes, the kind that leave a shelf of stops in an obvious place. Every lecture's setup begins with price raiding one. Our full treatment: equal highs and lows, and the liquidity logic beneath them.

Displacement. The energetic, committed move that separates a real reversal from a drift. In the 2024 lectures displacement is the gatekeeper: no displacement, no trade, regardless of how good the location looks. See displacement and its structural cousin, the market structure shift.

The arrays you'll actually enter on. Order blocks, breaker blocks, and above all the directional fair value gaps — BISI and SIBI — plus the inversion FVG that Lecture 2 is built around. The series uses a deliberately short array list; that restraint is a feature.

The opening gaps. NDOG (the 17:00→18:00 void) and NWOG (Friday close to Sunday open) are treated as first-class reference levels with their own consequent encroachment midpoints. Lectures 3 and 5 largely rest on them.

The clock itself. Everything is Eastern Time, and the windows sit inside the broader killzone map with the macro windows nested inside them. If you take one habit from the series, take this one: your charts should display New York time regardless of where you live.

The 15-5-1 Stack — Three Charts, Three Jobs

The mentorship's timeframe discipline is stricter than most traders realise, and it is worth stating as rules rather than description.

The 15-minute chart is the map. Before the window opens, this chart answers: where are the pools (relative equal highs and lows, the session extremes, the prior day's), where are the gaps (NDOG, NWOG, unfilled session FVGs), and which direction does the day owe? Nothing is entered here. The 15-minute votes; it never clicks.

The 5-minute chart is the referee. Inside the window, this is where displacement must appear and where structure must actually change. A raid without a 5-minute change of character is a raid, not a setup — the series is unusually strict about this, and it is the rule most retail adaptations quietly drop.

The 1-minute chart is the surgeon. Only once the 5-minute has confirmed does the 1-minute get a say, and its only job is precision: the exact array to enter at, and the exact wick the stop hides behind. Entering off 1-minute alone is the failure mode the lectures warn about repeatedly — a 1-minute setup against the 15-minute map is not a smaller opportunity, it's an entry into opposing order flow.

2024 vs the 2022 Model — And Why Most Traders Run Both

The comparison people search for, answered plainly: the 2022 model is sequence-first; the 2024 series is clock-first. The 2022 model says wait for the sweep, the shift, the array, and take it whenever that completes inside a killzone. The 2024 series says be present at 08:30, and if the sequence appears there, take it; if not, there is no trade today. The machinery is nearly identical — both run raid, displacement, array entry, stop beyond the raid — but the discipline is inverted.

In practice most experienced traders end up combining them, and the combination is more coherent than either alone: the 2024 clock decides when to look; the 2022 sequence decides whether to click. The clock without the sequence produces forced trades at 08:31. The sequence without the clock produces valid-looking entries in dead hours where no delivery follows. Together they filter each other, and the trader ends up with what the whole framework has been pointing at from the beginning — a small number of appointments, each with a rule that can decline them.

How to Study the Series

One window, one instrument, several weeks. The series rewards depth catastrophically more than breadth. Take Lecture 1, trade nothing, and simply observe the 08:30 window on a single instrument — NQ is the community's default — until you can predict the shape of it before it happens. Only then add a second window.

Backtest the window, not the pattern. Replay the same time of day across fifty sessions rather than scrolling for setups. The question isn't "does this pattern work?" but "what does this window actually do, on this instrument, in this era?" Our backtesting guide has the process; the mentorship supplies the filter.

Journal by window. Log every session the window was watched, including the ones that produced nothing — the no-trade days are the data that proves the filter is working rather than merely reducing your trade count.

Watch the lectures themselves. These notes are a map, not the territory. The lectures are free and public; anyone charging for access to them is reselling free material. Use notes for structure and revision, then do your own chart work at the times they name.

Common Misreadings of the 2024 Series

Treating the five lectures as five strategies. They're one framework at five times. Traders who "pick" a lecture end up with a fragment of a model and no idea why it misbehaves outside its lecture's context.

Trading the time instead of the setup. 08:30 arriving is not an entry signal. The window opens the hunt; the raid and displacement close it. A window that passes empty is the model working exactly as designed.

Dropping the 5-minute confirmation. The most common retail adaptation — raid on the 15-minute, entry on the 1-minute, skip the referee — and the reason those adaptations whipsaw. The 5-minute structure change is what separates a reversal from a pause.

Ignoring the gaps. Lectures 3 and 5 exist because the opening gaps are reference levels the algorithm consults for days. Students who skip them lose the map's most durable landmarks and wonder why price keeps turning at "nothing."

Frequently Asked Questions