6 modules Nineteen lessons · 70% pass threshold
3–144 years Twenty-two lookback windows every theme has to survive
2024, graded My last forecast, reviewed on camera — misses included
Falsifiable Closed calls carry numbers that can prove them wrong
Every December You sit down and build next year's
Enrol — AUD $9,997 →Enrol →
From the desk of Jonathan Evans · Brisbane, Australia

Stop buying a finished annual forecast. Learn to build your own.

Gann's 23 November 1928 document contains several curves for different groups of stocks. The course uses that document to teach a six-module workflow: research historical analogues, build the cycle stack, construct the Mass Pressure Chart, locate turn windows, and produce a dated annual roadmap.

He sold those curves for the rest of his working life. He never sold the method that drew them, and he never wrote down how you pick the live one as the year moves under you. That second omission is the more expensive of the two, and it is the reason this entire field runs on subscriptions: it is far easier to buy a finished curve once a year than to learn to draw several and then judge between them.

So let me be precise about what this course is, because the category invites overselling. It is not a signal service. It will not hand you a forecast to trade on. It is a six-module workflow for building a dated, twelve-month research roadmap by hand — the same kind of document Gann published every year covering politics, weather, agriculture and the market, month by month.

I rebuilt that method from the source material over more than fifteen years: the lookback ladder that scans twenty-two historical analog windows, from three years back to a hundred and forty-four, the decade cycle Gann himself called his greatest discovery, and the Mass Pressure Chart that resolves the whole stack into a forecast curve. Nineteen lessons across six modules, each closing with a graded exam at a 70% pass threshold. Not video to watch — work to do.

One thing before you continue. This course does not promise a solved forecasting method. In Module 5 I say on camera that timing a mid-year inversion — the point where a forecast flips — is not something I, or anyone I have read, has solved. If you are looking for a method sold as infallible, this is not that course, and I would rather tell you now than after you have paid.

Enrol — AUD $9,997 → or scroll for the full case →
What this letter covers
Before you continue

Decide quickly whether this is the right course for you.

This is a high-touch workflow course for building, grading, and revising an annual forecast. It does not sell a finished forecast or promise that every inversion can be timed exactly.

You learn

The six-module workflow from historical research to cycle stack, Mass Pressure Chart, and dated annual roadmap.

Proof to inspect

The 2024 forecast self-grade and the complete 2025 build shown inside the course.

Important limit

The inversion problem remains unresolved. You learn to grade and revise the forecast instead of hiding that limit.

Terms

AUD $9,997 once. Lifetime access after verification. No change-of-mind refund after access; Australian Consumer Law rights remain.

Enrol in the course →For serious students who will build and grade the work.
§ The broken tool · Why most researchers buy a forecast instead of building one

Reading a finished forecast is easy. Building one requires a defined workflow.

Finished forecasts circulate widely. You can buy one, read it, file it away. What has rarely existed is a documented, teachable workflow for building one yourself — including the honest admission of where the method still falls short. The forecast was always the output. The method that built it, and its open problems, were never published together.

"Every Gann researcher has tried to reverse-engineer the forecast from the forecast. It can't be done. The method has to be built from the source — and you have to be told where it still doesn't work." — Jonathan Evans

That gap shows up in four concrete ways.

01

The Subscription Trap

Most researchers subscribe to someone else's forecast. The report arrives by email or post. You read it. You can't verify how it was built. You can't extend it. You can't write your own. Every year the subscription renews. Every year the cycle is someone else's, not yours.

02

The Single-Cycle Habit

Researchers who do study cycles themselves usually pick one — the decade cycle, one long-period economic cycle, a single multi-decade rhythm — and call it a forecast. This course layers the lookback ladder against the decade cycle, the 18.6-year Financial Time Table and the Mass Pressure Chart together. A single-cycle reading misses every place the layered picture disagrees with itself, which is exactly where the interesting information lives.

03

No Workflow, and No Honest Post-Mortem

Even researchers who know several cycles rarely have a repeatable workflow for combining them — and almost never publish a graded review of their own prior forecast. This course does both: the synthesis process, and a full module built around grading the instructor's own 2024 build in public.

04

No Worked Example

Books explain pieces. Courses teach individual cycles. Almost nobody sits down and builds a forecast from scratch, on camera, while you watch — mistakes and all. You are left to synthesise alone, without ever seeing what the finished workflow actually looks like end to end.

A working forecast workflow needs four things in sequence: a research process that surfaces the year's themes from the historical record, a layered cycle stack that combines into one reading, a synthesis tool that turns the stack into a forecast curve, and an honest record of where the method has and hasn't worked. The next section is how each is built.

§ The method — built in 6 modules

Six modules, in sequence. Each one feeds the next. The last one builds a publishable roadmap live, on camera.

Gann published forecasts. He never published the full workflow that produced them, and no course in the Gann tradition I'm aware of publishes an honest grading of its own prior forecast. In this course I assemble both — the research and synthesis workflow, and the accountability that goes with using it.

The forecasts existed. The teachable workflow — and the honest account of its limits — didn't.

I started studying Gann's published forecasts in detail more than fifteen years ago. Each one is a remarkable document — a full annual outlook covering politics, weather, agriculture and the market, month by month. What none of them included was the method that produced them, or any acknowledgement of where the method fell short.

Gann scattered pieces of the method across his books. Chapter 7 of the Master Stock Market Course names his master time factor as his greatest discovery. My mentor Frank's teaching covers the decade cycle in more detail. But nowhere — not in Gann's own writing, not in the modern Gann-tradition books I've read — is the full workflow shown from raw historical data to finished annual report, complete with an honest look at where the last one went wrong.

I rebuilt the workflow from the source, and I rebuild my own forecast every December. This course is that workflow — including Module 5, where I sit down and grade my own most recent build on camera before showing you how to construct the next one.

Example Mass Pressure Chart: several component cycle lines overlaid against a composite pressure curve, plotted month by month with bullish, neutral and bearish zones and marked turning points.
Component cycles overlaid → composite pressure curve → marked turning points → bullish/neutral/bearish zones
1

Decade-Analog Research (3 lessons)

The forecast starts with research, not with cycles. You build the event-cluster database by hand, working the ladder down from 2019 to 1904 across three lessons. You learn the subtraction discipline before you learn anything else, and it is a counting rule rather than a judgement call — the three-hit rule. One appearance is noise. Two is coincidence. Three across non-adjacent lookback years is a working signal. Nothing below three earns a line in the forecast, however interesting it looked when you found it. This is the slow part. It is also the part that decides whether the rest of the workflow is research or astrology-flavoured storytelling.

2

Decade Cycle Foundations (2 lessons)

Gann's ten-year roadmap — the pattern Gann himself called his greatest discovery — plus the 18.6-year Financial Time Table as a second witness. Each year of the decade carries a characteristic pattern in price and economic activity; you learn to read it and anchor your forecast to the position of the year ahead.

Chapter 7 of the Master Stock Market Course is where Gann rates the ten-year roadmap the greatest discovery he made in all his years of analysing markets — and then points out it needs nothing more than counting years on your fingers. That combination, high claim and low apparatus, is why most readers skim straight past it. — the school's reading of the source
3

Mass Pressure Analysis (4 lessons)

This is where the cycle stack becomes a forecast curve — and it is the module where the 23 November 1928 document goes up on screen and I read it out, plural curves and all. Then you build yours. You gather the decade-cycle highs and lows, construct the mass-pressure curve, then layer solar-degree counts, Gann's seasonal dates and the 144/288-day anniversary counts to find where the windows cluster into a projected line for the year ahead. When your curve and the market disagree, you do not abandon the exercise. You ask which cycle is wrong, and you remove it or invert it. Learning to make that call — not the drawing — is what these four lessons are for.

"Every movement in the market is a result of natural law and a cause which exists long before the effect takes place and can be determined years in advance." — W.D. Gann, read out from the Master Stock Market Course at the front of Module 1
4

Locating Tops & Bottoms in Cycles (1 lesson)

Where the cycle clusters actually meet the curve, and how to tell a genuine structural turn from noise in the data. This is the shortest module in the course and the one that turns the prior three modules' output into an actual dated reading.

5

2024 Forecast Review — Lessons Learned (1 lesson)

Not a highlight reel. I walk back through every layer of my actual 2024 build on camera and grade it — what the lookback ladder surfaced, where my own conviction was genuinely low at the time, and the plain admission that timing a mid-year inversion is not currently solved by this method, or by any book or course I've found. You watch this before you build anything of your own.

"My understanding right now is that it's impossible to know when the year is going to invert, and that would be a lack of education or lack of understanding on the topic from my part." — Jonathan Evans, from the course
6

The 2025 Forecast — Built Live (8 lessons)

The capstone. My complete 2025 forecast, produced on camera across eight lessons — all twenty-two windows run again, the theme clustering, the swing-cluster scan that projects the 144- and 288-day counts forward, and the asset-specific work as the workflow adapts to gold, cryptocurrency and the Australian market. The final lesson is the one to sit with: seven cycles that flatly contradict each other, layered, argued with, and resolved into three suggested forecast curves for the year. Three. Not one. Which is exactly where the 1928 document landed, and exactly where you will land too.

"I don't think anyone else does it quite the way I do it. I'm going to be showing you my own spin on it, mistakes included." — Jonathan Evans
§ The record

One self-graded forecast, one historical example, and one forecast built live.

There are no student testimonials for this course yet. In their place, the three cases below are evidence the method deserves study — not a guarantee of future results. The first is the honest 2024 grading session. The second is a historical illustration across a closed cycle. The third is the complete 2025 forecast built on camera inside the course.

A schematic of the lookback method: several prior years, set at different distances back, arc forward and converge on a single forecast year.
Many prior years, weighed into one forecast. The method is the convergence; which years matter, and how they are weighed, is the course.
2024
Graded on camera in Module 5 — not a highlight reel

The lookback ladder surfaced five recurring themes for 2024 as a diagnostic check, not a confident prediction — and the forecast is graded honestly against what actually happened.

The lookback ladder flagged a cluster of recurring themes — aviation accidents, extreme weather, civil unrest, tensions involving China, conflicts involving Vietnam — as vibrations the cycle should produce if the right period had been correctly identified. On camera in Module 5, I say plainly: "I don't have any clear conviction of a specific event playing out... which is odd because usually I've been just drawn straight out with some pretty far-fetched calls." That is a forecaster grading his own conviction at the time, not after the fact. This is the module you watch before you build your first forecast.

2000
A historical illustration of the decade-cycle rhythm

A historical illustration, not a live forecast: read backwards over a closed cycle, the decade-cycle rhythm and the financial timetable pointed to high prices late in the 1990s, then a panic window into 2000.

The market crashed into 2000 and bottomed in 2002. I show this case inside the course to demonstrate how the layered reading behaves across a real, closed cycle — high prices, then a panic year, then a low. It is a teaching example drawn from the historical record, not a forecast this school published at the time. The point is the method: the same lookback ladder and decade-cycle reading you build for the year ahead.

2025
The complete forecast, built on camera across eight lessons

The final module is my complete 2025 forecast, produced live across eight sessions — from the raw lookback scan to the finished roadmap.

You watch the entire workflow start to finish — the theme clustering across every window from three to a hundred and forty-four years, the cycle synthesis, the swing-cluster scan between 144 and 288 days, and the final report assembly across gold, cryptocurrency and the Australian market as well as the primary market. By the end you have seen exactly how the system produces a year-ahead forecast, mistakes and revisions included.

What subscribing to a forecast gives you

A finished document. One year. No method. Renews every year.

  • One year of forecast, then it's gone
  • No way to verify how the forecast was built
  • No way to extend it past the year it covers
  • No way to apply the same method to your own markets
  • No honest record of where the method missed last time
What this course gives you

The workflow. Every year. Forever. In your name.

  • The lookback ladder — twenty-two windows, three to a hundred and forty-four years, verifiable from the historical record
  • The decade cycle and Financial Time Table, layered as phase context
  • The Mass Pressure Chart — the synthesis tool, built in a spreadsheet
  • An honest grading of the 2024 forecast, and the complete 2025 forecast built on camera
  • Lifetime access — one payment, no subscription, repeatable every December
Enrol and start building → or read the ready-buyer exit →
If you have read this far

You start with a self-graded forecast, then build your own annual roadmap.

The rest of this letter handles objections and explains the offer. Some readers do not need either. If the method and terms are clear, you can enrol here.

Enrol — AUD $9,997 → or see what's inside →

AUD $9,997 · One payment · Lifetime access · NDA + identity verification

§ But forecasting in 2025 is different · The objection

Why this longer-term workflow still has a role alongside algorithms and AI.

This is the objection any sophisticated researcher raises. Markets are faster than they were in 1929. Information moves in milliseconds. Quant funds run pattern recognition that wasn't possible when Gann was working. If the edge from a layered cycle method existed, surely it would already be priced in. The objection is real. You deserve a mechanism — not a reassurance.

"Algorithms compete on the same horizon. This workflow works on a horizon they don't trade." — Jonathan Evans

Here is the mechanism, and note what it does not claim. Algorithmic and quant strategies trade short horizons — milliseconds to days, occasionally weeks — and the strategies that work over those horizons are trained on recent price action. I am not going to tell you nobody in that industry has ever modelled a long cycle; somebody almost certainly has. The claim is narrower and harder to dodge: a fund that reports to its investors every quarter cannot hold a position across an 18.6-year cycle, or across the multi-decade weather and political rhythms this course's lookback ladder is built to surface, even if it models one perfectly. The constraint is the redemption window, not the mathematics. So the edge isn't speed — it's time-scale. A workflow operating at the annual horizon doesn't compete with a model operating at the millisecond horizon. They sit on different layers of the same market.

"A cause which exists long before the effect takes place and can be determined years in advance." — W.D. Gann, from the Master Stock Market Course. Years. Not seconds. That single word is the entire reason a quant desk and this workflow never meet.

Central bank policy distorts stock index levels, but not the underlying business cycle the index sits inside. From 2009 onward, QE and low interest rates inflated indices above where the business cycle alone would put them, while wage growth and productivity growth underneath both ran slower than the index did. The workflow this course teaches tracks the underlying business cycle and the recurring event themes, not the index level in isolation — which is exactly why the honest 2024 grading in Module 5 sits alongside the 2000 case as teaching material, not proof of a solved system. It is also why the workflow ends in several candidate curves rather than one index target: a distorted index level is precisely the condition under which a single-curve forecast breaks and a plural reading survives — which is what the 23 November 1928 document was doing when it ran the industrials, the rails and the strong-position stocks as three separate lines instead of one.

§ Why now · The method's main limitation

The method can identify the year's structure, but it cannot tell you exactly when conditions will change.

That is not a disclaimer buried in the fine print. It's the centrepiece of Module 5, and I would rather you read it here, plainly, before you enrol than discover it afterwards.

In the 2024 review I say it on camera: "my understanding right now is that it's impossible to know when the year is going to invert, and that would be a lack of education or lack of understanding on the topic from my part." I go further — "I've not met one person that knows the exact theory to inversions in the cycle. I've not read one book or one course on it." That is as candid an admission as this genre of course ever publishes, and I would rather you hear it from me on page one than discover it after paying.

What the workflow gives you instead of a solved inversion timer is a discipline: schedule the review, don't leave it to chance. The forecast gets checked — and, where the evidence says so, rebuilt — at three calendar dates every year, the realignment points built into the workflow: 22 March, 22 June, 21 September. The lesson I was taught and now teach is blunt: "you've got to know when to throw away the forecast." Getting it right doesn't mean being right on 1 January. It means fixing it at the scheduled pivots when the reading stops correlating.

There is a second admission in the same module, and it costs me considerably more than the first. The Australian market is the market I get asked about most, and it is the one this workflow handles worst. Not because the cycles fail — because the local price record does not stretch back far enough to run the long windows against it at all. I said so on camera in the plainest words I had: the biggest problem with the Aussie market is the lack of data, we can't go back far enough. I worked it live anyway. I found a six-year and a seven-year rhythm that fit the record, and then, in the same breath, I said they invert almost every year or two and that I do not have the answer for that. Some markets are simply less forecastable with this method than others right now. That belongs in the paid lesson, said out loud, not buried in a disclaimer at the bottom of a sales page.

So why would I put both of those admissions in front of a reader I am asking for $9,997? Because of what sits immediately next to them in the same build. Before the year ran, I wrote down the numbers that would disqualify my own cycle work on Bitcoin: "I would say that this cycle is probably invalid if Bitcoin at the end of the year is $50,000 or Bitcoin at the end of the year is $24,000." Read what that is. It is not a prediction — it is the precise opposite of one. It is a threshold, set in advance, inside a paid lesson, handing the student the instrument to throw my model out. 2024 has closed. The closing number is public. You can settle that one yourself in about thirty seconds, without asking me for anything, which is exactly the arrangement I want, because it is the arrangement I spend six modules teaching.

That is the whole trade this letter is asking you to consider. A method with a documented open problem and a published way to prove it wrong — against a subscription forecast with neither.

§ Why this is gated

A research workflow you own, not a forecast subscription.

The workflow this course teaches took me more than fifteen years to assemble. The lookback research process, the cycle stack, the Mass Pressure Chart automation, the report-writing structure — each piece took years of work against the historical record. If I publish that workflow openly, any newsletter publisher can repackage it without attribution — and the work loses its value for every student who paid to learn it in full. The gate protects the research, and it protects everyone who pays full price to learn it properly.

Once you have built your first annual forecast, the workflow is yours permanently. No monthly fee. No renewal. You sit down each December with the Forecast Roadmap and produce next year's forecast — covering politics, weather, agriculture, the market, gold, cryptocurrency, the Australian market, whatever you choose to cover. The workflow is yours. No subscription owns it.

When you enrol, I ask for identity verification and an NDA covering the course materials and the research methodology. A person reviews each submission by hand. If verification cannot be approved, no access is released and we work with you directly to resolve it.

"If you build the forecast yourself, you have research you can show to anyone. If you subscribe to one, you have a document you can't republish." — Jonathan Evans

The refund clause. No change-of-mind refunds once access is released. This does not limit your rights under the Australian Consumer Law. The verification step protects the research and the community, not your right to a refund — if verification cannot be approved, no access is released and we work with you directly to resolve it before any access opens. Read the terms before you enrol, because once you are in, the research is in your hands and we treat that transfer as final.

§ Six modules — what you build

Each module produces the input for the next. You finish with a complete annual forecast.

You aren't watching me write the forecast in silence. You're watching me grade my last one honestly, then learning the workflow and writing your own. Every output in one module becomes the starting point for the next — research file, cycle stack, decade-cycle anchor, Mass Pressure Chart, finished report.

The instructor · how this course came to exist

I spent more than fifteen years reverse-engineering Gann's annual forecast workflow from the source material.

I started with the published forecasts. Gann's 1929 annual report, the later ones, the scattered references in the Master Stock Market Course and 45 Years in Wall Street. The forecasts themselves were available. The workflow that produced them was not — not in Gann's own writing, not in the modern Gann-tradition books I read.

So I rebuilt it piece by piece. I studied chapter 7 of the Master Stock Market Course — Gann's own account of what he called his greatest discovery, the reading my mentor Frank first walked me through. I worked through the decade cycle. I traced an 18.6-year cycle in a modern ephemeris. I layered a 20-year cycle, a 30-year return, the long-period economic cycles published by Benner and Armstrong, a 90-year cycle, a 100-year cycle. I worked out how each one weighted against the others at different phase positions.

Then I tackled the Mass Pressure Chart. Gann had built each one by hand from yearly market data going back decades. I automated it in a spreadsheet that updates with live data — what I now call the Forecast Roadmap. I've produced a version of this forecast every December for years. The most important thing I added to the workflow this course teaches wasn't a new cycle — it was the discipline of grading last year's build in public before starting the next one. That is Module 5, and it is the module I most want you to sit with.

I built this course because the workflow is too useful, and the honest limits too important, to keep private. I teach the workflow the way I'd teach it to a serious research partner — every step, every tool, every decision, including the ones that didn't work.

Module 1 · 3 lessons

Decade-Analog Research — build the event-cluster database

The forecast starts with research, not with cycles. You learn the structured lookback workflow — identifying what's likely to define the year ahead, politically, economically, socially, agriculturally — from documented historical events, working down through the 2019-to-1904 windows across three lessons. You finish this module with your own research file open, and with the three-hit rule installed: one appearance is noise, two is coincidence, three across non-adjacent lookback years is the working signal — and nothing below three gets written down.

  • The structured lookback research workflow
  • Source database setup and theme-clustering process
  • Your own research file for the year ahead — open and growing
Module 2 · 2 lessons

Decade Cycle Foundations — anchor the forecast to the ten-year roadmap

Gann himself called the decade cycle the greatest discovery he ever made. Each year of the decade carries a characteristic pattern in price and economic activity, readable on the market record going back to 1900. The second lesson layers the 18.6-year Financial Time Table on top as a second witness. (My standalone Gann Financial Time Table course covers that single cycle in full depth — here it is one lesson, used as one input among several.)

  • Year-by-year characteristic reading across the decade
  • The Financial Time Table as a second, corroborating witness
  • Your forecast anchored to the position of the year ahead in the roadmap
Module 3 · 4 lessons

Mass Pressure Analysis — build the forecast curve

This is where the cycle stack becomes a forecast curve. The Mass Pressure Chart traces to Gann's synthesis tool, originally built by hand from yearly data going back decades — the same approach this school connects to his 1929 forecast. You gather the decade-cycle highs and lows, build the chart in the Forecast Roadmap spreadsheet, then layer solar-degree counts, Gann's seasonal dates, and the 144/288-day anniversary counts to see where the windows cluster.

  • The Forecast Roadmap spreadsheet (your working copy)
  • Historical source-data gathering and the curve-construction process
  • Solar-degree, seasonal-date, and 144/288-day anniversary counts
Module 4 · 1 lesson

Locating Tops & Bottoms in Cycles

The shortest module, and the one that turns the prior three modules' output into an actual dated reading. You learn to find the turn dates where the cycle clusters meet the curve, and how to tell a genuine structural turn from noise in the data.

  • The cluster-meets-curve reading method
  • Noise-versus-signal criteria for candidate turn dates
  • Your first dated reading, built from Modules 1–3's output
Module 5 · 1 lesson

2024 Forecast Review — Lessons Learned

Not a highlight reel. I walk back through every layer of my actual 2024 build on camera and grade it in public — the decade themes, the lookback clusters, the cycle work — judged on what it produced, not on how convincing it felt at the time. The centrepiece is the honest admission that timing a mid-year inversion is not currently solved, and the scheduled-realignment discipline built to work around that gap. You watch this before you build a single spreadsheet cell of your own.

  • The full 2024 build, graded lesson by lesson
  • The scheduled-realignment discipline (22 Mar / 22 Jun / 21 Sep)
  • A framework for grading your own forecasts the same way, every year
Module 6 · 8 lessons

The 2025 Forecast — Built Live

The capstone. My actual 2025 forecast, produced on camera across eight sessions — the full lookback ladder run from three years back to a hundred and forty-four, the theme clustering, the cycle synthesis across the decade, 18.6-year, and longer master cycles, the swing-cluster scan, and the asset-specific work as the workflow adapts to gold, cryptocurrency, and the Australian market. By the end you have seen exactly how the system produces a forecast for a specific year, start to finish. Then you produce your own for the year after.

  • The full 2025 lookback ladder, worked live, window by window
  • The cycle-synthesis and swing-cluster construction, on camera
  • Asset-specific application: gold, cryptocurrency, the Australian market
Three hours of private consultation with Jonathan Evans at $450/hr AUD $1,350
Ten Decembers of a comparable annual-forecast letter instead. The cheapest I can find in this category publishes at about $700 a year; the serious end of it runs to about $2,000 AUD $7,000–$20,000
The Forecast Roadmap spreadsheet and lookback-ladder toolkit — I have never sold it separately, so I am not going to invent a price for it here Included
What ten Decembers of the equivalent costs elsewhere AUD $8,350–$21,350
You pay — once, lifetime access AUD $9,997
Enrol — AUD $9,997 → prefer the short overview? → Identity check and NDA required before access is released · no change-of-mind refunds, which does not limit your rights under the Australian Consumer Law.
§ What you walk away with

A defined deliverable at each step, ending in a complete annual forecast.

Each module produces a working file you keep. The capability builds in sequence — after Module 1 you hold a structured research file. After Module 3 you hold a forecast curve. After the 2024 review you know exactly where the method's honest limits sit. After the worked example you've watched the whole workflow and you are ready to produce yours.

After Decade-Analog Research
A structured research file for next year's forecast
You hold a complete research file — themes surfaced from the documented historical record, clustered across independent windows, organised by category (politics, weather, agriculture, economic activity).
After Mass Pressure Analysis
A forecast curve, built in your own spreadsheet
You hold the Mass Pressure Chart for the year ahead, constructed in your own Forecast Roadmap spreadsheet, with the solar-degree, seasonal-date and anniversary-count layers built in.
After the 2024 Review
An honest framework for grading your own forecasts
You have watched a full, on-camera grading of a real prior forecast — the misses named, not hidden — and you carry the scheduled-realignment discipline into everything you build next.
After enrolment · Yours forever
A workflow you repeat every December for the rest of your research life.
The workflow doesn't expire. Each December you sit down with the Forecast Roadmap and produce the next year's forecast — for any year the historical record and ephemeris reach. Lifetime access, all current materials, no subscription, no renewal.
§ In place of testimonials

I have no student quotes to show you. So judge me on the two things a testimonial could never prove anyway.

A testimonial tells you somebody enjoyed a course. It cannot tell you whether the method can be checked, or whether the man teaching it will say so when it fails. Both of those are on the record, in the paid lessons, and both are below.

Before the 2024 year ran, inside a paid lesson, I wrote down the two numbers that would kill my own cycle work: "I would say that this cycle is probably invalid if Bitcoin at the end of the year is $50,000 or Bitcoin at the end of the year is $24,000." Two levels, either of which ends the model. 2024 has closed. The number is public. You can mark that one yourself, right now, without asking me for anything — which is the whole arrangement I spend six modules teaching.

Jonathan Evans
A model you can disqualify
The threshold, published in advance

And the part that costs me. On camera in Module 5 I say the Australian market — the one I am asked about most — is the one this workflow handles worst, because the local price record does not reach far enough back to run the long windows at all. I worked it anyway, found a six-year and a seven-year rhythm, then said in the same breath that they invert almost every year or two and I do not have the answer for it. That is in the lesson you paid for, not in a footnote.

Jonathan Evans
Where the method loses
Module 5 — the Australian market, on camera
§ How enrolment works · Three steps

What happens after you enrol.

1

Enrol

Complete checkout via the secure page. Your enrolment goes into my manual review queue. You'll get a confirmation by email.

2

Verify

I ask for an NDA and identity verification to protect the materials and the research. A person reviews each submission by hand and I release your access once it is approved. If verification cannot be approved, no access is released and we work with you directly to resolve it.

3

Build

Open Module 1 and start the lookback research for the year ahead. From there you move module by module — research, decade cycle, Mass Pressure Chart, locating turns, the honest 2024 review, then the 2025 worked example — and finish with a complete roadmap in your own working files.

§ The nine questions you should ask before you enrol

Nine questions, answered with specifics.

Do I need a background in astrology or financial astrology before I start?

No prior astrology knowledge required. The cycle overlay is introduced from first principles in Module 3, where the solar-degree and seasonal-date counts go on top of the curve, and then used again in the live build — how it's read, and why it matters for deciding which lookback windows carry weight this year — without assuming any prior study. The only tools you need are a free ephemeris and a spreadsheet. The lookback research modules start the course with no astronomical data at all; the cycle work enters once the baseline is in place.

Do I need to own the Gann Financial Time Table course first?

It helps but it isn't required. The Financial Time Table lesson inside Module 2 covers the 18.6-year cycle as one input among several — enough context to use it in the forecast workflow. If you want the deep dive on that single cycle — the recalibration correction, the hidden cycles inside the same columns, the long-cycle synthesis — the standalone Gann Financial Time Table course covers all of that across its own six modules. Either order works, and both courses stand alone.

Gann's books are public domain. Why pay for a course that teaches from his source material?

Gann's books are public domain. The workflow this course teaches is not. The forecasts are public — Gann's 1929 forecast circulates among researchers. What has never been published is the workflow from raw historical data to finished annual report, or an honest grading of how a recent forecast actually performed. I rebuilt that workflow from the source over fifteen years and teach the full sequence here, including the grading. The public-domain books give you pieces. This course gives you the working method and the accountability.

Algorithms and AI run everything now. Why does a Gann-era workflow still hold up?

Algorithmic strategies trade short horizons — milliseconds to days — and they train on recent price action. I won't claim nobody in that industry has ever modelled a long cycle; somebody almost certainly has. The narrower claim is the one that holds: a fund reporting to its investors every quarter cannot hold a position across an 18.6-year cycle, or across the multi-decade weather and political rhythms the lookback ladder is built to surface, even if it models one perfectly. The constraint is the redemption window, not the mathematics. So the edge isn't speed. It's time-scale. A workflow operating at the annual horizon doesn't compete with a model operating at the millisecond horizon.

If nobody can time a mid-year inversion, isn't this just an elaborate way of guessing?

Fair question, and it's the one I raise myself in Module 5. The honest answer is that the lookback ladder and cycle stack narrow the field a great deal — they tell you what kind of year you're likely standing in, and they give you specific, falsifiable candidate readings you can write down and check. What they don't currently do is tell you in advance the exact moment a reading will flip. The fix taught in the course isn't a better prediction — it's a scheduled discipline: check the reading at three fixed calendar points every year and rebuild it if the evidence says so. That's a meaningfully different thing from guessing, but it is also not a claim of precision the course doesn't have.

I'm not a professional analyst. Is this for me?

I built this course for independent researchers — people who study long-duration cycles as a research practice. No economics degree required. No Bloomberg terminal required. The tools are a free ephemeris, a spreadsheet, and publicly available historical data. The prerequisite is the discipline to do the lookback research and walk the cycles. If you've read Gann seriously and want to produce forecasts yourself, you're at the right threshold.

What's actually original here that I can't find in other Gann work?

Three things. First, the complete workflow itself — the lookback research process, the cycle-stack weighting, the Mass Pressure Chart construction, the report-writing structure — has never been documented in one place by Gann or, as far as I'm aware, by anyone else in the Gann tradition. Second, the Forecast Roadmap spreadsheet automates the Mass Pressure Chart in a way Gann couldn't have done by hand — live data, easy inversions, cycle-by-cycle weighting. Third, the honest 2024 grading and the 2025 worked example: no other course I know of shows the full workflow from raw data to finished report and then shows you where the last one didn't land.

How long does it take to produce my first forecast?

Realistically, weeks. The research, the cycle stack, the Mass Pressure Chart construction, the report assembly — each step takes time and the workflow is the work. The course is self-paced with no deadline. I will not quote you a completion statistic, because this course has not been running long enough for me to have one that means anything, and I would rather say that than invent an average. What I can tell you is the size of the job from my own side of it: I warn you on camera in Module 1 that a single lookback pass can take me three, four, five hours, and there are twenty-two windows. Your working files are yours to keep and refine indefinitely.

AUD $9,997 is a lot of money. Why not just buy a subscription forecast for a fraction of the price?

Because it buys a different thing. A subscription buys you one finished document a year, for as long as you keep paying, with no way to verify how it was built. This buys the workflow itself, once, and it's yours to run every December for the rest of your research life — including the honest 2024 grading and the discipline for grading your own work afterward. If all you want is something to read, the subscription is the cheaper and more sensible choice. If you want to build the document yourself, permanently, the arithmetic is different, and it's laid out plainly in the value stack above rather than asserted here.

§ Who this is not for

Four kinds of reader will be better served by something else.

You want a subscription forecast you can just read

This course teaches you to build forecasts, not to consume them. If you want a finished annual outlook delivered without doing the work, there are subscription forecasts that provide them. This course is the workflow behind those forecasts — not a replacement subscription.

You want a solved inversion timer

Module 5 says it plainly on camera: nobody, including the instructor, currently knows how to time a mid-year inversion in advance. This course teaches scheduled realignment as the honest fix, not a proprietary solution. If you're looking for a method that claims to have solved that problem, you won't find it here.

You're not willing to do weeks of research per forecast

This is hands-on research work. The lookback research alone takes time across twenty-two windows. Building the Mass Pressure Chart takes time. Writing the report takes time. If you watch the lessons without doing the workflow, you leave with theory and no roadmap. The capability is in the working files. There is no shortcut.

You need licensed financial advice

This is a research education course. It isn't financial advice and I don't recommend any investment or trading position. If you're making an investment decision and need licensed guidance, consult a qualified financial adviser. I can't serve that need.

§ The decision

Six modules · Nineteen lessons · 2024 graded on camera · 2025 built live

After the course, you can build and grade your own annual forecast.

"Every December I sit down and build a full year-ahead roadmap. Every year after, I grade it in public. That discipline — build it, then grade it — is what I teach here, so other serious researchers can do the same instead of subscribing to mine." — Jonathan Evans

Now the arithmetic of staying where you are, and I am going to run it against myself. Annual forecast letters in this field publish at roughly $700 to $2,000 a year. Take the cheapest one I can find. Ten more Decembers of subscribing to it costs about $7,000 — call it three thousand dollars less than this course. I am not going to pretend otherwise. So here is what the three thousand buys: at the end of those ten years the subscriber holds ten documents he cannot verify, cannot extend, and cannot turn on a market the author never covers. You hold ten dated roadmaps in your own files, each one built by you, each one graded by you — and the eleventh costs you nothing. At the serious end of that range you would have spent twice this course's price over the same ten years and still own none of it.

And here, plainly, is what the money buys.

AUD $9,997
One payment · Lifetime access · NDA + identity verification

Enrolment process — After payment, complete a two-minute identity check via Stripe (government ID + selfie) and sign a non-disclosure agreement. Course access is issued after both are reviewed by a person.

Enrol — AUD $9,997 →

One payment. Lifetime access. No change-of-mind refunds once access is released — this does not limit your rights under the Australian Consumer Law.

This course is educational research only. It is not financial advice and does not constitute a recommendation to buy, sell, or hold any financial instrument. The forecasts produced through this workflow identify turning windows measured in months — they do not predict specific market dates, price levels, or outcomes. The cycles taught in this course identify broad economic and event-cycle conditions; no specific market event within any window is guaranteed or implied, and the course explicitly teaches that timing a mid-year inversion is not currently solved. Past cycle behaviour does not guarantee future results. Enrolment is subject to identity verification and a non-disclosure agreement. No change-of-mind refunds once access is released — this does not limit your rights under the Australian Consumer Law. If verification cannot be approved, no access is released and we work with you directly to resolve it.

P.S. — If you scrolled past everything and landed here, this is the paragraph that matters, and it is enough to decide on. Before the 2024 year ran, inside a paid lesson, I wrote down the numbers that would prove my own cycle work wrong: "I would say that this cycle is probably invalid if Bitcoin at the end of the year is $50,000 or Bitcoin at the end of the year is $24,000." That is not a prediction. It is a disqualification threshold — published in advance, handing the student the tool to throw my model out. 2024 has closed and the closing number is public, so you can grade that one yourself in thirty seconds without taking a single word of mine on trust. That is the standard the whole course runs on: six modules, nineteen lessons, twenty-two lookback windows worked by hand, the Mass Pressure Chart built in your own spreadsheet the way the 23 November 1928 document built it, and my 2024 forecast graded on camera first — including the flat admission that timing a mid-year inversion is not solved by me or by anyone I have read. AUD $9,997, one payment, lifetime access. No change-of-mind refunds once access is released. This does not limit your rights under the Australian Consumer Law. AUD $9,997 — Enrol now →

P.P.S. — On the cost of waiting, run honestly. Annual forecast letters in this field publish at roughly $700 to $2,000 a year. Take the cheapest: ten more Decembers of subscribing costs about $7,000, which is three thousand dollars less than this course, and I would rather you hear that from me than work it out yourself and wonder what else I rounded. What the three thousand buys is what you hold in December of the tenth year. The subscriber holds ten documents he cannot verify, cannot extend, and cannot point at a market the author never covers. You hold ten dated roadmaps in your own working files, each built by you and graded by you — output that compounds instead of expiring — and the eleventh costs you nothing. At the serious end of that range you would have spent twice this price over the same decade and still own none of it. And the roadmap you build covers the year after you build it, which is why "next December" is never a neutral decision.

P.P.P.S. — If you're not willing to do weeks of research per forecast, or if what you actually want is a method that claims to have solved inversion timing, this course isn't the right purchase. The roadmap exists in the working files you build, or it doesn't exist. There is no pre-built version, and I would rather tell you that plainly than take your money for the wrong course.