The short answer
The ICT 2024 Mentorship is a free YouTube series of roughly fifty-one videos, released in August and September 2024 by Michael Huddleston, in which he teaches a time-based intraday trading model framed as a private mentorship of his son Caleb. ICT stands for the Inner Circle Trader, Huddleston's public name.
I treat it as the mechanical execution layer of his method, built on the same ideas as the older material but pinned to specific times of the trading day. Where earlier work taught the concepts, the 2024 series teaches when to act on them.
The reason this page exists separately from our ICT 2022 Mentorship Model guide is that the two serve different jobs. The 2022 series is the conceptual curriculum, and the 2024 series is the clock-driven protocol that sits on top of it.
What the 2024 mentorship actually is
Stripped of the mystique, the 2024 mentorship is a long, free set of YouTube lectures in which one trader talks through his method on screen. Huddleston released the first lecture on August 5, 2024, and the series runs to roughly one hundred hours across about fifty-one videos.
He framed the series as a mentorship of his son Caleb, and he says plainly in the early lectures that the goal is to give his son everything he needs to trade. That framing matters, because it explains the slow, repetitive, parent-to-child teaching style that runs through the whole playlist.
I want to be direct about what the series is not, because the search results are full of fan material that skips this. It is not a peer-reviewed study, it is not a published backtest, and the specific terminology it uses is Huddleston's own rather than standard finance language.
Community-sourced notes mirrored across study sites and forums all paraphrase the same videos, so they count as one origin, not many.
The shift from reading price to reading time
The single idea that organises the whole 2024 model is that time matters more than price. Huddleston asks the viewer to stop hunting patterns anywhere on the chart and instead watch specific windows when the market is primed to move.
This is the real difference from the 2022 work, and most summaries bury it. The 2022 model teaches what to look for, the sweep and the structure shift and the entry object, while the 2024 model teaches when those things tend to resolve, anchored to the economic calendar and the session open.
I found the time-first frame useful even where I disagreed with the details. Expecting a move inside a defined window is easier to test and easier to walk away from than watching a chart all day, and that discipline is the practical core of the series.
The three timeframes: 15-minute, 5-minute, 1-minute
The 2024 model collapses the chart to three timeframes, and Huddleston tells new viewers to ignore everything else. Each frame has one job, and stacking them is how the setup is built.
The 15-minute chart sets the bias and the draw on liquidity, the 5-minute chart gives the market-structure context, and the 1-minute chart is the entry trigger. Read down the stack, never up, so the higher frame governs the lower.
I like the constraint because it kills the temptation to scroll through a dozen timeframes looking for confirmation. Three frames, read in order, with the 15-minute deciding direction and the 1-minute deciding the exact entry, is a clean workflow.
The time anchors that run the model
The 2024 model is built on a small set of fixed times, and knowing them is most of the method. Each anchor is a window when the model expects a higher probability of a tradable move.
The trader is expected to be at the screen by 08:00 AM New York time, with the 08:30 AM economic release as the central catalyst and the 09:30 AM equity open as the highest-conviction trigger of the day. These three anchors form the spine of the news-day model.
| Time (New York) | What the model expects |
|---|---|
| 08:00 AM | Be at the screen, set the 15-minute bias |
| 08:30 AM | US economic release, the central catalyst |
| 09:30 AM | Equity open, the highest-conviction trigger |
| 01:30 to 02:30 PM | Afternoon window, a second-chance entry |
| 06:00 PM | Futures reopen, the New Day Opening Gap forms |
The afternoon window matters more than people give it credit for, because most days are not news days. When the morning is quiet, the 01:30 to 02:30 PM slot is where the 2024 model looks for a late entry, rather than forcing a trade at the open.
The news-day model and the 08:30 catalyst
The cleanest version of the 2024 model runs on a news day, when an 08:30 AM US release such as inflation data or payrolls is scheduled to hit. The release is the catalyst that loads the move, and the model reads the reaction.
The sequence on a news day is tight. Price builds a draw on liquidity into the release, the 08:30 AM number triggers the sweep of that liquidity, and a market structure shift on the 1-minute confirms the direction before the 09:30 AM equity open extends it.
Huddleston is blunt that he does not want traders gambling on the release itself. The model trades the reaction after the number prints, not the guess before it, which is a discipline that keeps you out of the chaotic first ticks.
The non-news-day model
Most days have no 08:30 AM catalyst, and the search results barely cover what to do then. This is a genuine gap, because a trader who only learned the news-day model would sit idle four days out of five.
On a non-news day the 2024 model falls back on the afternoon window and the gap references. Without a scheduled catalyst, the model waits for price to reach a liquidity pool or a gap level, and the entry comes from the structure shift off that level rather than from a release.
The practical read on a quiet day is gap-driven. Price tends to travel toward an unfilled NDOG or NWOG level, and the entry forms when price reaches that gap and prints a structure shift against it on the 5-minute chart.
Because there is no release to force the move, patience matters more than aggression, and the model expects you to wait for the level and the confirmation rather than manufacture a setup.
I treat the non-news day as the default and the news day as the high-conviction exception. Framing it that way around keeps you trading on the quiet days instead of waiting for a calendar event that only comes once a week.
The A-plus setup, defined honestly
Huddleston uses the label A-plus for the cleanest expression of the 2024 model, and the term appears all over the lecture notes without ever being defined against anything. I want to state plainly what can and cannot be said about it.
The A-plus setup is the post-09:30 AM move that follows an 08:30 AM catalyst, and ICT traders read it as the highest-conviction trade of the day. It is the 08:30 release loading the move and the 09:30 equity open extending it, with a structure shift in between as the confirmation.
What Huddleston does not publish is a strict grading rubric. He references lower-tier setups informally as B trades, but he never defines a formal A versus B classification with fixed rules, so the A-plus label is best read as his shorthand for the model's cleanest setup rather than as a measured, repeatable category.
NDOG and NWOG: the gap references
Two of the most-used terms in the 2024 series are gap references, and both are ICT coinages rather than standard terms. NDOG is the New Day Opening Gap, and NWOG is the New Week Opening Gap, and the model treats both as magnets price tends to revisit.
NDOG is the gap between the 05:00 PM futures close and the 06:00 PM reopen, both in New York time, and ICT traders keep a running stack of recent NDOGs as the day's reference levels. NWOG is the same idea across the weekend, the gap between Friday's 05:00 PM close and Monday's 06:00 PM reopen, and Huddleston rates it as a stronger reference than equal highs and lows.
I flag one honest wrinkle the community argues over. Some readers note the Monday open is technically Sunday evening in New York time, and the lecture notes are not perfectly consistent on this, so treat the exact session boundary as ICT's convention rather than a settled fact.
Quarters of a Gap
Once a gap is marked, the 2024 model slices it into quarters using a Fibonacci tool, and those quarters become the fine-grained entry references. The levels are set at zero, one-quarter, one-half, three-quarters, and one.
Huddleston says the one-quarter and one-half levels are the most reactive, so traders watch price revisit those lines inside an NDOG or NWOG for a rejection. The technique turns a single gap into five potential reference points, which is useful but also a reminder that more lines on the chart mean more false signals to filter.
I use Quarters of a Gap as a refinement, not a standalone signal. A reaction at the half-level of a gap only matters inside the wider read of bias and structure, and trading the line in isolation is exactly the kind of over-fitting the method warns against.
How the 2024 model differs from the 2022 model
The question of which series to watch comes up constantly, and the honest answer is that the two are complementary rather than competing. The 2024 model is the same DNA as the 2022 model, constrained to specific time windows.
| Feature | 2022 Mentorship | 2024 Mentorship |
|---|---|---|
| Focus | The conceptual sequence | Time-based execution |
| Core question | What to look for | When to act on it |
| Entry timing | Trader chooses the window | Fixed anchors, 08:30 and 09:30 |
| Signature tools | Order blocks, FVG, killzones | NDOG, NWOG, Quarters of a Gap |
| Best learned | First, for the concepts | Second, for the clock |
My recommendation is to learn the 2022 model first. The 2024 series assumes you already know the sweep and the structure shift and the fair value gap, and watching 2024 without that foundation is like reading the last chapter of a book.
How to study the 2024 mentorship in order
The full playlist runs to roughly one hundred hours, and watching it cold is how traders burn out. I would work the series in two passes rather than front to back.
The first pass is the five core lectures, which define the whole model. Lectures one through four cover the 08:30 AM model, the timeframe stack, the gap references, and the news-day setup, and lecture five extends the framework into the Asian session for traders who work a day job.
The second pass is the remaining lectures, which apply the model to live charts and review. Those are best watched after the core is understood, because they assume the vocabulary and move quickly through real-time decisions.
I would also keep a notes file of the ICT-coined terms as they appear, because the series introduces BISI, SIBI, IFVG and the rest without a glossary, and a running list stops the terminology from blurring together.
What the 2024 mentorship does not give you
Trading educators rarely state the limits of their own material, and the search results for the 2024 mentorship are almost entirely fan notes that inherit the enthusiasm. I want to name what the series does not provide.
It does not provide a peer-reviewed test of the model, a published win rate with a method, or any audited track record. The A-plus label and the time anchors are presented as doctrine, and a trader who wants evidence has to test the model on their own data rather than cite the lectures.
It also does not provide a formal A versus B grading system, a definitive session-boundary convention for the gaps, or protection against the over-fitting that comes from adding too many ICT-coined lines to a chart. Each of those is a real limitation a trader should hold in mind alongside the method.
The honest framing
I want to close the loop on the evidence, because the ICT search results are thick with invented certainty. The 2024 mentorship is a free curriculum by a trading educator, framed as a parent teaching his son, and its terminology and rules are Huddleston's intellectual property rather than peer-reviewed finance.
The external anchor that does hold up is narrower than the model claims. Carol Osler's research at the Federal Reserve Bank of New York documented that stop orders cluster beyond prior highs and lows and that those levels act as magnets, which is the real, tested reason the sweep logic works at obvious levels.
It does not validate the specific 08:30 AM anchor or the NDOG mechanics.
I treat the 2024 model as a disciplined routine built on a real mechanism, not as a proven system. Trade it on your own data, hold the win-rate claims to evidence, and remember that a clean study routine is valuable even when the specific rules are doctrine.
The same honest split runs through everything in Smart Money Concepts on the site.
