- What it is: The free 2024 lecture series in which Huddleston teaches the method as a clock rather than a pattern book.
- The rule that matters: Five free lectures, one model. Clock-first: 07:00, 08:30, 09:30, PM and Asian windows. Map on 15M, confirm on 5M, execute on 1M. No window, no trade — and the empty window is the product.
- How many lectures are there and what do they cover: Five: the foundation model after 08:30 (L1), the 07:00 liquidity hunt with the IFVG entry (L2), the opening gaps and PM delivery (L3), 08:30 news and the 09:30 open (L4), and the Asian session (L5).
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
| Lecture | The window | What it teaches | Key toolkit |
|---|---|---|---|
| Lecture 1 | After 08:30 ET | The framework itself, plus the post-08:30 New York entry model in both directions — the series' foundation lecture | Relative equal highs/lows, displacement, MSS, order block, breaker, BISI/SIBI, NWOG |
| Lecture 2 | After 07:00 ET | The early liquidity hunt and the inversion FVG entry — how the pre-market raid sets up the morning | IFVG, liquidity pools, displacement, the 15-5-1 stack |
| Lecture 3 | PM session | The opening gaps as reference levels — NDOG and NWOG — and how the afternoon delivers against them | NDOG, NWOG, consequent encroachment, PM structure |
| Lecture 4 | 08:30 & 09:30 ET | News releases and the cash open — trading around scheduled shocks rather than through them | The 08:30 print, the 09:30 open, opening range behaviour |
| Lecture 5 | Asian session | The framework applied to the overnight — the quiet session's own liquidity logic and the NDOG's role in it | Asian range, NDOG, the same 15-5-1 execution |
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.
Every lecture in the series makes the same demand: the reversal must announce itself with energy before you are allowed to enter. Displacement is that announcement, and knowing what does and doesn't qualify is the difference between the model working and the model whipsawing you.
Read the Displacement Guide →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.
Which lecture applies today
The most common way to misuse this series is to pick a favourite lecture and run it every session. The lectures are not five competing models — they are one model pointed at different conditions, and the condition decides which one you run.
The decision takes two minutes and happens before 07:00.
| Condition | Lecture | Window | Reference |
|---|---|---|---|
| Standard morning, no major release | Lecture 2 | 07:00 AM | Relative equal highs/lows → IFVG at CE |
| Medium/high-impact AM release | Lecture 4 | 08:30 and 09:30 | NDOG / NWOG cluster |
| Index futures, cash-open focus | Lecture 1 | 08:30 AM | Relative equal highs/lows |
| Unfilled gap cluster in the path | Lecture 3 | 07:00 / 08:00 / 09:00 | NDOG ladder |
| No market-driver news at all | Lecture 3 | 01:30–02:30 PM | OTE on the morning leg |
| Overnight preparation | Lecture 5 | 07:00–09:00 PM | Two-tier liquidity map |
Two rows deserve emphasis. The Lecture 3 afternoon window applies on most days, because most days have no market-driver release in the New York morning — a trader running only the morning models is forcing entries on the majority of sessions. And Lecture 5 is not optional preparation; it is what supplies the draw-on-liquidity answer the morning lectures open by asking for.
What each lecture adds
Read in order, the series tightens. Each lecture takes something that was a judgement call in the previous one and replaces it with a rule.
| Lecture | What it added | What it removed |
|---|---|---|
| 1 | A fixed clock, a fixed timeframe stack, a defined liquidity target | Deciding whether this sweep is the one |
| 2 | A named entry (CE of the IFVG), a named fallback (breaker), measured targets at −2 / −2.5 | Choosing among several arrays in the moment |
| 3 | Standing reference levels that persist across sessions, and the AM/PM day classification | Guessing the draw on liquidity each morning |
| 4 | The quarters system for partial fills, and a two-window news day | Judging by eye whether a gap is holding |
| 5 | A two-tier liquidity map built the night before | Arriving at 06:50 with nothing marked |
That progression is the argument for studying them in order rather than jumping to whichever sounds most useful. Lecture 4's quarters make no sense without Lecture 3's gaps. Lecture 2's IFVG entry assumes Lecture 1's raid-and-shift sequence. The series builds.
What the series does not give you
Worth saying plainly, because the notes on this site are study notes rather than a sales page.
It does not give you a daily trade. Every model in the series has more ways to decline than to fire. No relative equal highs form, or the raid produces no body-close shift, or the gap gets consumed rather than respected. Most sessions produce nothing, and the models are built on the assumption that you will sit through them.
It does not give you a bias method. Every lecture begins with "establish your 15-minute bias" and none of them tells you how. That comes from elsewhere in ICT's material — daily bias, draw on liquidity, premium and discount. If your bias step is weak, every model downstream inherits the weakness.
It does not give you a track record. These are structured notes on publicly available lectures. Nothing here is evidence that the models produce money, and the walkthroughs on each page are illustrative teaching sequences constructed to show mechanics, not records of trades taken. Test the criteria on your own charts before assuming any of it works for you.
The source material
These are study notes, not a transcript and not a replacement. The lectures were published free on Michael J. Huddleston's YouTube channel through August 2024, and they remain there.
Where the notes on this site and the lectures disagree, the lectures are right. Notes compress, and compression loses things — particularly the parts of a lecture where ICT explains why a rule exists rather than what it is. If a criterion on these pages seems arbitrary, that is usually a sign the reasoning was in a part of the lecture the notes did not carry, and the answer is to watch it.
Two habits make the source material considerably more useful:
- Watch with the notes open. Read the page first so you know the shape of the lecture, then watch and fill in what the summary skipped. The order matters — watching cold means spending the first viewing working out the structure instead of the content.
- Note the date of anything that contradicts. ICT taught overlapping ideas differently in 2016, 2022 and 2024. If something here conflicts with material you have seen elsewhere, check which era each came from before deciding one of them is wrong.
Everything on this page derives from Huddleston's public teaching. His official site is theinnercircletrader.com and the full series is free on YouTube. This site is a study companion, not affiliated with or endorsed by him.
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
What is the ICT 2024 Mentorship in one sentence?
How many lectures are there and what do they cover?
Is it free?
What timeframes does it use?
2024 series or the 2022 model?
Where should a beginner start?
1 — The clock outranks the pattern: be present at the named window, and treat the rest of the day as somebody else's business. 2 — One model, five demonstrations: map on the 15M, raid, 5M displacement, 1M array entry, stop beyond the raid — the sequence never changes, only the time and the reference levels. 3 — Authority flows down the stack: the 15M votes, the 5M referees, the 1M executes — and never the reverse. 4 — The empty window is the product: a session that offers no raid-and-displacement inside the appointment is the filter working, not the model failing.