For traders ready to trade every earnings quarter by rule, not by feel.
A live, two-day workshop that installs the complete earnings-trading system: nine named strategies across four market windows, plus the weekly rhythm, journal template, and skip protocol that turns nine strategies into a repeatable practice. Built on nineteen years of options-education work, refined across hundreds of ticker-earnings events.
Once the twentieth seat is booked, this page closes. There is no waitlist.
Read this if earnings season is on your calendar
If you have ever placed an earnings trade, or watched one and wished you had, you already know the shape of the frustration. Volatility rises into a report, the announcement hits, the stock moves, and either you were on the right side of the move or the market wasn't paying enough for the move you called. Most traders decide their earnings trade in a rush, the night before, between other things. Then they wonder on Thursday morning why the strategy that "should have worked" didn't.
It didn't work because the trade wasn't the problem. The steps you skipped before you placed it were the problem. And no strategy survives skipping those steps. This is true whether it is your fifth earnings trade or your five-hundredth.
This workshop installs those four steps. In your workflow. On your tickers. Over two days. In a room capped at twenty traders.
The opportunity
Four times a year, on schedule, roughly ten thousand earnings announcements land across the tradable US universe. Around two out of every three see the stock move 5% or more. And to trade earnings well for a full year, you only need to catch twenty to thirty of them. Roughly two a month.
The gap between traders who price those moves and traders who guess at them is the widest gap in retail markets. It re-opens every ninety days on a schedule you can circle in advance. Learn the nine strategies that play in the four windows, and the next twenty earnings seasons look nothing like the last twenty.
The problem
Not "you had a bad strategy." Not "the market was irrational." These are the specific, repeatable failure modes that eat retail earnings trades. The ones no one names in the videos.
You open the scanner Saturday. Watch videos Sunday. Take notes on ten tickers. By Monday you're still not sure which two to actually trade, so you either freeze or force. Both cost you. Inside the workshop you learn the weekly filter that gives you your weekend back and tells you what to trade before you touch the tape.
The stock moved the way you called. You lost anyway. Wrong strike, wrong expiry, wrong size, or held it through the wrong window. Being right about the direction is not the same as being right about the trade. Inside the workshop you learn to structure the whole trade, so a correct thesis becomes a correct P&L.
Options peak the day of earnings and collapse in the ten minutes after the announcement hits. Buy on the wrong day and 40 to 70% of what you paid is gone before the stock has moved a cent. Inside the workshop you learn the one day of the week that avoids it.
"I'll close when it feels right" is the sentence most responsible for round-tripping a winning trade. Rules survive tilt. Instincts do not. Inside the workshop you learn the exit trigger for every strategy, each written down before the trade is placed.
The map
Trade only one window and you leave three-quarters of the game on the table. Each window has its own dynamics, its own edge, and its own strategies. The traders who make earnings a serious part of their year learn to move through all four.
Volatility rises. Options get expensive. Institutional flow accumulates. For a subset of tickers the stock drifts in a repeatable direction. The workshop teaches how to catch that drift, and, more importantly, when to exit before the announcement takes the trade back.
2 strategies insideThe drift reverses. Over-positioning unwinds. Contrarian bets get paid, if you can read which setups carry that fingerprint and which don't. This is the one bucket where the trade is held through the announcement, which changes the sizing rule entirely.
2 strategies insideThe market's re-rating takes days, not seconds. Analyst revisions lag. Institutional rebalancing extends the move. The workshop teaches how to enter after the announcement, in the direction the announcement itself sets, and hold for the drift the retail crowd usually misses.
3 strategies insideYou're not betting on which way the stock goes. Only on how much. The gap between what the stock has historically moved and what the options market is charging is the entire edge. Long-vol when the market is under-pricing. Short-vol (defined-risk) when it's over-paying.
2 strategies insideNine named strategies. Four windows. One weekly rhythm.
Inside the workshop you learn all of them, in the order that makes them stick.
The toolkit
Most retail traders own two shapes: long a call, long a straddle. Then they try to bend every earnings setup into one of those two shapes. The workshop expands your toolkit to nine, each fitted to a setup only that strategy solves.
Inside the workshop, each of the nine is unmasked. You learn its setup fingerprint, its structure (call, put, spread, straddle, or defined-risk vol trade), its entry, sizing, and exit rule, and the two or three where retail traders most consistently place the right strategy on the wrong setup.
The rhythm
Nine strategies without a rhythm is inventory. Nine strategies on a rhythm is a practice. The workshop spends three of its fourteen hours installing the weekly cadence on your calendar: same days, same hours, same six-field journal. Different setups each week; identical ritual around them.
Open the earnings calendar. Circle the setups worth your week. Cross out anything you can't be at the desk for. Done before your first meeting.
For each setup on Saturday's list: check the fingerprint. Pick the structure. Draft the entry, the sizing, the exit, all before Monday opens. Nothing is decided under fire.
Alerts armed Monday morning. Enter at the planned window. The rules are already written; you just follow them. Boring is the goal.
The hour that compounds. Every trade AND every skip in the six-field template. One lesson per row. Miss this hour and nothing else in the week matters.
Inside the workshop you learn the six-field journal template, the skip protocol that journals what you don't trade, and the quarterly review cadence that separates traders who compound from traders who plateau.
Curriculum
Not a webinar. A working session. You bring a laptop, a live earnings calendar, and a willingness to be in the chair for two full days. What you take home is what you build in the room.
The graduation
Not a promise about your P&L. Nobody honest sells that. A promise about your capability. Every trader in the room leaves able to do all six of the following, reliably, on their own, on any ticker they choose to work with next.
These six capabilities are the workshop's contract with you. If any one of them isn't in place by the end of Sunday, we have not done the workshop right.
The offer
The seat is not the two days. The seat is the two days and the tooling, workbook, review, and cohort access that make the method survive contact with your next earnings season.
You sit down with coffee. The earnings calendar for the coming week is open on the screen. You work the playbook. Before you finish the cup, you have three setups on your list: one dismissed, one sized down, one you are going to take. You close the laptop. Sunday is yours again.
Last quarter that same work took an afternoon, and you still weren't sure. This time you are sure, because the playbook is. When the announcement comes on Wednesday night, you are not watching the tape hoping you were right. You are watching a rule execute a decision you already made.
That is the shift. Not more trades. Not bigger trades. Calmer trades, and a Sunday morning that no longer feels like a poker game with your own money.
Fit
The left column is the trader you want to be. The right is the trader you are today.
Two days changes it.
The instructor
Manoj has spent nineteen years watching retail traders lose on earnings, and nineteen years figuring out why. Since 2007 he has been publishing rule-based options methodology to that same audience. First as short pieces for the OptionPundit community, later as the private earnings-research pipeline this workshop is drawn from: a rule-based diagnostic that has run continuously since 2019, refined across hundreds of ticker-earnings events.
The thing he came to believe, one bad quarter at a time: retail traders lose on earnings because they lack the whole practice, not because they got unlucky. They pick the strategy by preference instead of by fingerprint. They size by how much they like the trade instead of how much it can move. They enter by feel. They exit by hope. Every earnings season starts from scratch. What was missing was a room small enough that every trader could run the whole practice once, with someone watching, and with time to fix what went wrong. This workshop is that room.
He teaches the way he trades: rule-first, data-first, and calm about the parts most retail voices shout about. This cohort is capped at twenty because it is the only ratio at which he can watch every trader work, one seat at a time. Future cohorts will scale. They will cost more. This one is a fraction of both. Twenty seats. Two days. One instructor, in the room, watching each of you work.
Logistics
Reserve a seat
Same two days. Same room. Same instructor. Same workbook, notebook, review, and cohort access. The pricing tier only reflects how we have met before.
The price the workshop is worth. If we have not met before, this is your seat. The next scaled cohort will start above this price.
Reserve at $2,997 →For OptionPundit alumni, and for anyone a past student has pointed here. Welcome back to the room. Enter the referring name at checkout so we know who sent you.
Reserve at $997 →For OPIC members, past and present. This is your seat, at your price. See you in the room.
Reserve at $497 →How this closes. Twenty seats. Registration is first come, first served. Payment finalises the seat. Once the twentieth seat is booked, this page closes and there is no waitlist. The next cohort, whenever it runs, will be at a materially higher standard price.
No refund policy. Because the cohort is capped at twenty, a booked seat is a seat that was not offered to someone else. Please only reserve if you intend to be in the chair for both days.
Frequently asked
Enough to have placed a straddle, a strangle, or a directional options trade around an earnings event and understood what happened afterwards. If you have opened an options account and traded at least twenty contracts in your life, you are ready. If you have not, this is the wrong workshop for you. Begin with options fundamentals first, then come back.
Yes. Every session is recorded and you keep replay access. However, the workshop is designed to be attended live. Two of the nine sessions are hands-on, and the recording captures the teaching but not your seat in the working session. Please plan to attend both days live.
Sessions run 09:30 – 17:30 SGT (Singapore, UTC+8) on both days. If you are in Singapore, you can join in person at the Singapore HQ. Everyone else joins live on Zoom. Your local start-time and venue details are confirmed on registration. The workshop suits Asia-Pacific traders comfortably and is workable for European traders (evening hours). For traders in the Americas, the timing is night-owl; the recording keeps you whole if you have to catch a session on replay.
The method is designed to work at $25,000 and above. Below that, options contract multiples begin to constrain how the sizing rule can be applied without breaching risk budget. If your account is smaller and you are still committed to the method, take the workshop, but understand you will be scaling into the full ruleset as your account grows.
No. This is an educational workshop that installs a rule-based trading system. Nothing you receive is personalised financial advice, and the instructor is not acting as your investment advisor. All trades you place are your own decisions, made against your own capital, in your own broker. That distinction matters. Read the fine print at the foot of this page.
Not for this cohort. Twenty seats and eight days to the workshop makes instalments impractical to administer. A future scaled cohort may offer them; this one does not.
The recording keeps you whole for the taught portions. What the recording cannot give you is your seat in the workshop segments (Sessions 5, 8, and 9), where the playbook is being applied to live setups in the room. If you cannot commit to both full days, please leave the seat for someone who can.
Because the playbook is taught by watching each trader run it once. Session 5 is your first live setup call. Session 8 is the workflow set up on your machine. Session 9 is your trade diagnosed in front of the cohort. All three require the instructor to see you at the keyboard. Twenty is the number where every seat still gets that attention. Any more and the system stops installing properly.
Yes, but not at this price and not in this form. This is the founding cohort of the workshop. The next public cohort will be materially larger, at a materially higher standard price, and will not include the same instructor-to-seat ratio. If the founding-cohort format matters to you, book this one.
The close
You leave the room Sunday the twenty-sixth of July with the playbook installed. When the next earnings season kicks in a few weeks later, you are already ready. Two quarters after that, running the playbook feels like reading your own handwriting. A year in, you cannot remember trading earnings any other way. This is the kind of skill that installs once and pays every earnings quarter for the rest of your trading life.
There are twenty seats. There is one method. Once the twentieth seat is booked, this page closes and the next public cohort will not run at this price. If the shape of that shift moves you, take the seat before it is not there to take.
Reserve one of 20 seats →