Lesson 10: The Institutional Weekly Routine

Lesson 10 of 10 · about 8 minutes · course overview

Pros do not look at everything every day. They run a fixed weekly routine that turns the institutional data into three decisions: how big, how long and what would change their mind.

Monday: the backdrop (20 minutes)

1. Trend and flows: ETF holdings over the last month and the latest central-bank data. Are slow-money flows supporting the trend? (ETF flows, central banks)
2. Rates and the dollar: real yields and the dollar index (real yields and dollar).
3. Calendar: the week's high-impact releases in your time zone (event centre).

Before sizing any trade

1. Volatility: GVZ percentile and expected daily move (implied volatility). Set size so a normal adverse move costs your planned risk.
2. Location: where is price relative to the 5- and 20-session value areas (volume profile)?
3. Stress: is the curve still in normal contango (futures curve)?

Friday: positioning (after 3:30 pm New York)

1. New COT report: managed money percentile and weekly change (COT heatmap).
2. Journal review: results by session and mistake tag (trade journal).

Turning it into rules

• Crowded + expensive options + price far above value: smaller size, tighter profit protection.
• Light positioning + calm volatility + price at value: normal size, room for the trend to develop.
• Curve stress or a major event this week: reduce size or wait.

None of this tells you to buy or sell. It tells you how much risk the environment can take. Test your own rules on the Strategy Lab and practise them on the practice simulator.