The Gann Financial Time Table — Full Research Letter

§ The broken tool · Why most researchers stop at 2008

The published timetable is a snapshot of the cycle. It is not the method that produced the snapshot.

A table of historical phase dates is a photograph of the cycle. The logic that produced it is a different thing entirely. The photograph stops at 2008. The logic doesn't. But Gann never published that logic in a form you could extend. What he left you is the output — not the instrument that built it.

"The original dates ran out. So I went back to the construction, not the table." — Jonathan Evans

That gap matters in four concrete ways.

Drift

The mechanical 18/19-year alternating sequence accumulates roughly 0.1 years of error per cycle. Over five cycles that is a half-year error. At the cycle boundary you are looking for the turn in the wrong season.

The endpoint problem

The published timetable runs to 2008 with no construction notes beyond it. Without a construction method, you either stop at 2008 or extrapolate mechanically without recalibration. The drift from the previous card compounds with every cycle you push forward.

Decoupling

From 2009, central bank policy inflated stock prices above the business cycle's natural level. The timetable tracks the business cycle — not the index. If you conflate the two, you read the wrong signal at the wrong time.

The Hidden Cycles

Gann embedded additional corroboration layers inside the same columns but never named them plainly in any published work. If you read only the visible line, you read one signal where the table is carrying several. The corroboration layer is missing because it was hidden.

A working timetable needs five things in sequence: the visible cycle, the recalibration step that closes the drift, the hidden corroboration layers, Jonathan's original long-cycle research, and an extension method past the printed table. The next section is how each works.

§ The method — built in 6 layers

Six layers in sequence. Each one feeds the next.

Gann documented the timetable's outputs. He did not document the construction logic in one place. In this course I assemble that logic for you — from the astronomical source, through the original build, through the correction, to extension and corroboration.

The timetable stopped at 2008. The cycle did not. That contradiction had to be resolved.

In 2017 I was running Gann's original 18/19-year alternating sequence against NYSE price records from 1800. The sequence worked through the early cycles. Then the phase boundaries started drifting against ephemeris data. A turn the mechanical sequence placed in October was landing in April. The error was small — less than a year — but it compounded across cycles.

I traced the drift to the re-anchor step. Gann had noted the re-anchor events, but the older ephemeris data placed the anchor slightly off. A modern ephemeris closes the drift. Once corrected, the timetable lines up with the documented crisis low closely enough to make the construction testable. The course walks you through that verification from the instrument itself, not from a list of copied dates.

The primary North Node cycle

The North Node is the astronomical source of the cycle Gann was measuring. The timetable is not a pattern built from arbitrary intervals; it is a record tied to a real celestial rhythm. In The Celestial Engine chapter, you learn to read that source from first principles using a free ephemeris.

"The cycle is not invented. It is the North Node's period of revolution — 18.6 years, measured from any starting point." — from the course

Original construction — the 18/19 alternating sequence

Gann approximated the cycle in a mechanical sequence that produced the published table. In the construction chapter you reconstruct that sequence from scratch. You end with a spreadsheet that matches Gann's published version and lets you check the rows against the original. This baseline becomes your comparison point for the recalibration step.

The correction that closes the drift

This is the correction the discovery story above describes. Apply it and the drift that accumulates in the printed version is resolved. In the construction chapter I walk you through the verification step so you check the arithmetic yourself — not on my word, on yours.

The cycles Gann hid inside the same columns

Gann embedded additional corroboration layers in the published table without naming them plainly. Each layer carries its own phase boundaries, and the column codes mark where they fall. If you read only the visible line, you read one signal where the table is carrying several. In The Corroboration Layer I surface the layers and teach you the reading rule that separates the textbook interpretation from the working one.

"One thing that Gann did hide inside his financial timetable was another cycle." — Jonathan Evans

The long-cycle layer

Underneath the visible table sits Jonathan's original long-cycle research. The sales page does not publish the pair list or the construction. Inside the course, you see how the layer is identified, checked against historical turns, and used as corroboration for forward economic-cycle work. No published Gann source hands you this layer.

"We're the only ones that have ever talked about this theory. No one in the Gann sphere has picked it up." — Jonathan Evans

Phase interpretation and extension past the printed table

Each timetable entry carries a phase label — the alphabet of one full primary cycle. Each phase has a named pattern attached to it. The Mid-Cycle Slowdown around year nine, when the primary cycle pauses and tests the foundations of the bull market. The Winner's Curse at the H-phase peak, when the most spectacular gains arrive at the point of maximum risk and the prevailing narrative becomes "this time is different." The J-phase warning before the contraction. In the Modern Application chapter I teach you each pattern against the business cycle, not the stock index. From there, extension is no longer guesswork — you run the construction forward and add entries for future cycles yourself.

"The most spectacular gains are often made during this phase, a phenomenon that lures the last cohort of skeptical investors into the market at the point of maximum risk just before the cycle inevitably turns." — from the course, on the Winner's Curse

§ The proof walk

Every phase label appeared on the timetable before the events it described.

The proof is the record. Each case below matches a documented phase label to a documented price event from NYSE history. In the backtest chapter you replicate this and produce your own verified record.

Gann Financial Time Table model plate showing the public table rebuilt into a working cycle instrument — The shape of the work: public table → rebuilt instrument → proof windows → forward timetable

1929–1933

The instrument called the Great Depression

Every price and economic marker from 1929 to 1933 matched the J-phase and K-phase labels.

The H phase — most prosperous, peak speculation — ran through the late 1920s on the timetable's schedule. The J-phase transition (major panic, four years falling) began in 1929. NYSE records show the Dow peaked in September 1929 and lost approximately 89 percent of its value by July 1932. The K phase (unemployment, economic contraction) followed the label exactly. The H-phase stock inflation and the underlying business cycle had diverged through the 1920s — the J-to-K transition is when they converged. This is one of twelve full cycles I walk you through in the backtest chapter.

2008

The instrument marked the GFC bottom to within a week

The recalibrated timetable is tested against the GFC low, not asserted as a belief.

The A phase marks the extreme low and the origin of a new primary cycle. In the course, you rebuild the recalibrated timetable and test it against the documented GFC low. The point is not that you memorise a date from this page; it is that you learn the construction well enough to verify the instrument yourself.

Original research

The long-cycle layer no Gann book hands you

The long-cycle layer is checked against the historical record before it is used as a forecast tool.

Inside the course, you see the historical pair structure and the construction logic that produces it. The page does not publish that list because the list is part of the working method. What matters here is the outcome: the long-cycle layer gives the timetable a corroboration system no published Gann source hands you.

"We're the only ones that have ever talked about this theory. No one in the Gann sphere has picked it up." — Jonathan Evans

What the static published table gives you

One cycle. Ending at 2008. With no method to extend it.

One cycle (the primary)
Last entry: 2008
No construction method, no recalibration
No hidden cycles surfaced
No long-cycle layer

What this course gives you

Visible cycle, hidden corroboration, forward extension. Verifiable by you.

Primary cycle, recalibrated to close the drift
The secondary Jupiter–Saturn cycle Gann hid in the same columns
The secondary Saturn return layered into the same table
Jonathan's original long-cycle research and historical corroboration layer
Construction method that extends every cycle forward and beyond

Enrol and start building → or read the ready-buyer exit →

§ But modern markets are different

Central banks distorted the stock index. The business cycle ran on schedule.

This is the objection you're going to raise. Stock prices rose through phases the timetable labels as contraction periods. The S&P 500 hit all-time highs in years the timetable marks as economic stress. If the timetable tracks the economic cycle, why did the stock index ignore it? The objection is real. You deserve a mechanism — not a reassurance.

"From 2009, central bank quantitative easing and zero interest rates inflated stock prices above the level the business cycle would have produced. The stock index and the business cycle decoupled." — from the course

The timetable tracks the business cycle — not the stock index level. These separated after 2009. The post-2009 period ran through the E, F, G, and H phases on the timetable's schedule. The H phase — most prosperous, peak speculation — arrived around 2017–18. The stock market inflation that continued past that point was sustained by policy, not by organic business cycle conditions. The real economy followed a different pattern: weak wage growth, flat productivity, repeated recessions in the non-financial sector that never registered in the index. At the next J phase, the two lines start to converge. At the K phase that follows, the gap closes.

"Policy can inflate a price level. It cannot sustain a business cycle position past its phase boundary. The K phase is when index prices and real economic conditions converge." — from the course

The 1873 case shows the same convergence. Rail speculation in the early 1870s inflated prices above what the underlying business cycle supported. The J-phase transition arrived on the timetable's schedule, producing the Panic of 1873 and a four-year contraction that removed the speculative excess. The GFC case shows the same mechanism in a different era: the recalibrated table marked the cycle reset while the stock index was still being driven by panic. The stock index recovered through QE by 2013. The business cycle followed the timetable's schedule regardless.

§ Why now

1837. 1873. 1929. 2008. Gann's instrument flagged all four. The published version stops at the last one.

The cycle does not skip turns because central bank policy changes. It runs on the North Node's schedule, and the schedule has not paused since 1784. Every major contraction in the 240-year record sits on the timetable. Anyone holding the instrument could read each one in advance.

Once you have the recalibration in place, your timetable carries a phase label for every cycle the ephemeris can calculate. The 2006–2009 J-to-K transition ran on schedule and ended with the global financial crisis and the sharpest single-year employment drop since the 1930s. The phase label for that interval — J, the warning before the major panic — matched the documented outcome. The same pattern is in every cycle on record going back to 1784.

If you waited for the GFC to become obvious before consulting the timetable, you missed the positioning window the J-phase label announced two years earlier. The next window works the same way. Build the instrument before the next J-to-K transition resolves, and you're reading the phase from inside it — not after. That's the only point at which the timetable functions as intended.

§ Why this is gated

A research skill you build. Not a signal service you subscribe to.

The construction method behind this timetable took me years of independent verification. The long-cycle layer took longer. If I publish either openly, any publisher can repackage them without attribution — and the work loses its value for every student who paid to learn it in full. The gate protects the research and the students already inside it.

Once you have built the timetable, the skill is yours permanently. No monthly fee. No renewal. You can rebuild it from scratch for any future cycle with nothing more than a free ephemeris and the construction method from this course. The skill is yours. No subscription owns it.

When you enrol, I ask for identity verification and an NDA covering the materials and the research methodology. The review takes up to 48 hours. If I can't approve your verification, I refund your payment in full.

"If you build the timetable yourself, you have an instrument you can re-verify. If you follow a signal service, you have a feed you can't examine." — Jonathan Evans

The refund clause: If I can't verify your identity for any reason, I refund your payment in full. I don't refund completed enrolments — once you're verified, the course is in your hands permanently, and I treat that transfer as final. The verification gate is the only point at which money moves backwards.

§ Six chapters — what you build

Each chapter produces the input for the next. One working timetable at the end.

You aren't watching me do the research. You're rebuilding the instrument from its astronomical source, verifying the recalibration, and extending it past 2008 yourself. Every output in one chapter becomes the starting point for the next.

The instructor · how this course came to exist

I spent years rebuilding Gann's construction method — and found three things in it he never published.

In 2017 I was running Gann's published timetable columns against modern ephemeris data. The early cycles matched. Then the phase boundaries started drifting. I traced the drift to Gann's two re-anchor events — 1934 and 1989. He recorded one degree. The ephemeris showed another, two degrees away. I ran the sequence with the corrected number. The trigger date landed within six days of the October 2008 GFC low. One number changed. The accumulated drift across five cycles dissolved. That was the first thing.

With the correction verified, I kept reading the published columns. I noticed something other Gann researchers had missed — the same columns carry markings for the secondary Jupiter–Saturn cycle and the secondary Saturn return. Gann embedded both. He never named either in any book he published. I worked out where each one falls and the buy/sell rule reversal between them. That was the second thing.

The long-cycle Saturn–North Node master cycle was the longest piece of work. I mapped the historical sequence against its modern echo and identified the historical pair structure that line up across the gap. The correspondence held against every major top across the interval. No published Gann source contains it. No other researcher I'm aware of has published the pairs. That was the third thing.

I built the first version of this course in 2023. I teach you the construction logic — not just the output dates — because the logic is what lets you verify and extend your own work indefinitely. If you hold the construction method, you can check every phase boundary yourself and run the timetable forward to any cycle. If you hold only the published table, you can't do either.

Construction & Recalibration

Build Gann's timetable from 1784 and verify the recalibration

Two sessions. In the first, we reconstruct Gann's original sequence from the historical anchor. By the end of it, you hold a spreadsheet with a phase label against every row from 1784 to 2008 — a working replica of the published table. In the second, I introduce my recalibration. You compute the trigger date using the degree every secondary source records, compare it to the October 2008 GFC low, then apply my corrected degree and run the same test. You document the difference yourself. This corrected baseline is what every subsequent chapter builds on.

Working spreadsheet: 1784–2008 phase sequence with labels A–K
Recalibration worksheet: Gann's recorded degree vs. the corrected degree
Your own corrected timetable — the foundation for extension and corroboration

The Celestial Engine

Trace the North Node's path and identify the cycle-boundary positions

Here we replace the mechanical interval with the astronomical source. You locate the North Node's retrograde path in a free ephemeris, identify the cycle-boundary positions it crosses during each primary circuit, and mark each passage in your working file. You leave this chapter holding the construction logic — not just the constructed table. The ephemeris method is what lets you extend past 2008.

Ephemeris-sourced North Node position log (1784–2008)
Fixed cross reference: the cycle-boundary positions with historical entry dates
Cycle boundary dates derived from astronomical data

The 240-Year Backtest

Walk every cycle from 1784 through 2008 against the documented market record

Now we put the timetable against data. You walk each of the twelve complete cycles from 1784 through 2008 against the documented market and economic record. For each phase label, you find the corresponding price action and document the match. In the dynamic-interpretation session I name the patterns the static label list can't show: the Mid-Cycle Slowdown around year nine, the Winner's Curse at the H-phase peak when "this time is different" becomes the prevailing narrative, the buy/sell rule reversal that separates the textbook reading from the working one. You produce your own backtest you can show to another researcher and they can replicate.

Documented backtest log (12 cycles, phase label vs. historical record)
Price and economic data comparison by phase interval
Your own verified record of the full cycle history

Modern Application & Extension

Apply the timetable to the post-2009 era and extend it past 2008

This chapter addresses the decoupling thesis directly. From 2009, quantitative easing and zero interest rates pushed stock prices above the business cycle's natural level. I show you how to distinguish what the timetable forecasts — the business cycle — from what the index displayed in the inflated post-GFC environment. We also cover the two working methods: the mechanical alternating sequence and the astrological ephemeris method. You leave knowing when to use each, and how precise each one is. In the final session I show you how to run the ephemeris forward and produce A-phase trigger dates past 2008 that exist in no published source.

Pre/post-2009 decoupling analysis (business cycle vs. index level)
J and K phase reading against the current cycle position
Two-method decision framework: mechanical vs. astrological
Extension method: producing future trigger dates from a free ephemeris

The Corroboration Layer

Surface the cycles Gann embedded inside the same columns

Here I introduce the two supplementary cycles Gann documented inside the timetable columns but never named: the secondary Jupiter–Saturn conjunction cycle and the secondary Saturn return. I show you where these cycles align with the primary North Node signal across the 240-year record. You learn to read the supplementary columns alongside the main timetable and to spot where independent planetary cycles confirm or diverge from the primary phase label. This layer adds a second and third signal to every phase boundary, drawn from planetary mechanics independent of the North Node.

Jupiter–Saturn conjunction log mapped against the primary timetable
Saturn return log mapped against the primary timetable
A standalone Saturn-cycle reference, layered on top

The Long-Cycle Layer

Walk the Saturn–Node master cycle Gann never wrote down

This is my original long-period research. The Saturn–Node conjunction completes one cycle in approximately Original. I mapped the historical sequence against its modern echo and identified eleven specific historical pairings that line up across the gap. I walk you through each pair against the historical record and show you what the master cycle implies for the next major top, the lows that follow, and the cycle structure forward. Your finished instrument carries four independent signals: the primary North Node cycle, the Jupiter–Saturn layer, the Saturn return layer, and this long-cycle master overlay.

The eleven Saturn–Node historical pairings mapped against the historical record
Phase overlay: Saturn-Node pattern against the primary timetable
The forecasts the master cycle produces for the next major top and the lows that follow
Construction logic for extending the cycle forward and beyond

Three hours of private consultation with Jonathan Evans AUD $1,350

Three-year subscription to a comparable market cycle data service AUD $1,050

A comparable long-cycle methodology course from a specialist researcher AUD $2,500

Total comparable value AUD $4,900

You pay — once, lifetime access AUD $897

Enrol — AUD $897 → Refundable if identity verification cannot be completed. Otherwise final.

§ What you walk away with

A concrete capability at each step. A working instrument at the end.

Each chapter produces a deliverable you can use. The capability builds in sequence — by the time you finish the backtest you hold a verified record you produced yourself, not one you read about. By the time you finish the master cycle you hold a timetable no published source contains.

After Construction & Recalibration

Reconstruct Gann's original sequence from scratch

You have a working spreadsheet of the 18/19-year alternating sequence from 1784 to 2008, with all A-through-K phase labels assigned. You can compare every row to Gann's published version and explain the construction logic behind each entry.

After the 240-Year Backtest

Walk the 240-year backtest yourself and document it

You have a documented record of twelve complete cycles matched against the historical market and economic record. You verified the match yourself — you didn't take it on my word. The backtest file is yours to keep and show to another researcher.

After the Master Cycle

Hold a four-cycle instrument no published source contains

You have an extended timetable that reads the primary cycle, the secondary Jupiter–Saturn cycle Gann concealed, the secondary Saturn return, and the long-cycle layer with its historical corroboration. The instrument runs past 2008 and forward. None of these dates exist in any published Gann source.

After enrollment · Yours forever

An instrument with phase labels for cycles past your lifetime.

The timetable I generate in the master-cycle chapter runs forward. The construction method runs further than that — for any cycle the ephemeris can calculate. Lifetime access, all current materials, all updates I add over time, all future refinements as I produce them. No subscription. No renewal. The instrument is yours to pass to whoever inherits your research.

§ The documented record

The timetable's accuracy is verifiable from public data.

No student testimonials exist yet for this course. In their place, the two cases below are each verifiable from NYSE records and documented ephemeris data. You replicate both yourself inside the course.

1929–1933. The H phase — most prosperous, peak speculation — ran through the late 1920s on the timetable's schedule. The J phase label carried the warning. The K phase (unemployment, economic contraction) confirmed it. The Dow lost approximately 89 percent of its value from peak to trough. Phase label. Documented outcome. Twelve cycles. The same test. The backtest chapter walks all twelve.

NYSE Records, 1784–2008

Backtested in the 240-Year Backtest chapter

2008. The recalibrated timetable is tested against the GFC low rather than accepted on faith. The point is not to memorise a public date; it is to rebuild the instrument and verify why the corrected version reads the cycle more cleanly than the printed table. The construction chapter walks the verification step.

North Node Ephemeris, Oct 2008

Verified in Construction & Recalibration

§ How enrollment works · Three steps

What happens after you enrol.

Enrol

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

Verify

I ask for an NDA and identity verification to protect the materials and the research. I release your access as soon as verification is complete. If I can't approve verification, I refund your payment in full.

Build

Open the first chapter. You reconstruct Gann's timetable from the historical anchor and verify the recalibration correction. By the end of it you hold a working spreadsheet — corrected — that becomes your baseline for every cycle layer that follows.

§ The eight questions you should ask before you enrol

Eight questions, answered with specifics.

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

You don't need any prior knowledge. In The Celestial Engine chapter I teach you the North Node concept from first principles — what it is, how it moves, why the primary period emerges from its retrograde circuit. The only tools you need are a free ephemeris database and a spreadsheet. The construction chapter starts with Gann's mechanical alternating sequence — no astronomical data required. The astronomical layer arrives next, after you've built the baseline.

Gann's original books are in the public domain. Why pay for this course?

The published timetable is freely available. This course isn't the timetable. It's the construction method behind it. You learn the hidden corroboration layers, Jonathan's original long-cycle research, and the recalibration correction that closes the drift in the printed method. None of that working construction is laid out in the public-domain books. The books give you the artifact. The course gives you the instrument.

Does the timetable still work when central banks have been manipulating markets since 2009?

The timetable tracks the business cycle — not the stock index level. These two separated after 2009. QE and zero interest rates pushed the stock index above the business cycle's natural trajectory. The business cycle kept following the timetable's phase sequence. In the Modern Application chapter I show you how to distinguish cycle position from index level, and how to read the J and K phases against the post-2009 decoupled environment. The K phase is when the two trajectories converge — regardless of where the index sits at the time of entry.

What if I build the timetable and the K phase doesn't arrive in the window I expect?

The timetable identifies a year or a 12-month window — not a specific date inside that window. It doesn't guarantee a particular market event on a particular day. The cycle has run for 240 years with documented turning points at or near each phase boundary. The backtest chapter documents the residual errors across twelve cycles — you assess the historical precision range yourself rather than relying on my claim. The timetable is directional research, not a precise calendar.

Is this a trading signal service?

No. I produce no signals, no alerts, and no buy or sell recommendations. This is a research methodology course. You leave with a working timetable you built and can verify yourself. I don't tell you how to trade. I teach you to understand where you are in a long-duration economic cycle — and how to extend that understanding past 2008.

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

I built this course for independent researchers — people who study long-duration cycles as a research practice, not as a professional credential. No economics degree required. No Bloomberg terminal required. The tools are a free ephemeris and a spreadsheet. The prerequisite is being able to read a table of dates and understand what a percentage price change means. If you've worked with Gann's timetable before, you're already well past that threshold.

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

Three things. First, Jonathan's original long-cycle layer and its historical corroboration. Second, the hidden cycles Gann embedded inside the same columns as the visible sequence, which the course names, surfaces, and makes readable. Third, the recalibration correction that closes the drift in the printed timetable and gives you a method for carrying the instrument forward. The page names the value; the course gives you the construction.

How long does it take to reach a working timetable?

By the end of the first chapter you hold a working baseline timetable and a verified recalibrated version — the core instrument. That takes two to three study sessions. The remaining chapters build on that foundation. If you work at one to two chapters per week, you reach a fully extended and corroborated timetable within six weeks. Your working files are yours to keep and refine indefinitely — I keep the course self-paced with no deadline.

§ Who this is not for

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

If you want a cycle signal service.

I don't send alerts. I don't produce buy or sell recommendations. I don't update you weekly with a current cycle reading. If you want a service that does those things, there are subscriptions that provide them. I teach you to build the instrument those services run on.

If you want specific trade entry dates.

The timetable identifies a year or a 12-month window. It doesn't name a day and it doesn't specify an entry price. If you need a precise date to act on, this course won't serve you. The cycle works at the scale of years.

If you are not willing to build a spreadsheet alongside the lessons.

This course produces a working artefact — a timetable you built. If you watch the lessons without building alongside them, you leave with theory and no instrument. The capability is in your working files. There is no shortcut to that.

If 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.

If you have already worked with Gann's timetable and want to own the construction method:

You build from first principles, surface the cycles Gann hid inside his own columns, verify the recalibration correction, and walk away with a four-cycle instrument that runs past 2008 — no subscription, no renewal, yours permanently.

§ The decision

Four cycles · Past 2008 · Twelve cycles backtested · Yours through future cycles

You become the researcher who reads the next contraction before the news prints it.

"If you'd built this instrument before 2008, you'd have read the K phase before the crash. Every cycle ahead works the same way. The window is always open before the contraction. It closes the moment the headline arrives." — Jonathan Evans

Six chapters · The full construction method
The primary cycle, recalibrated
The secondary Jupiter–Saturn cycle Gann hid in the same columns
The secondary Saturn return layered into the same table
The long-cycle layer — Jonathan's original research
Twelve-cycle backtest log from 1784
Construction method that extends past 2008 and forward
Lifetime access after verification

AUD $897

One payment · Lifetime access · NDA + identity verification

Enrollment 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.

Enrol — AUD $897 →

Refundable if identity verification cannot be completed. Otherwise final.

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 timetable produced in this course identifies phase windows measured in years — it does not predict specific market dates, price levels, or outcomes. The primary North Node cycle identifies broad economic phase conditions; no specific market event within any phase is guaranteed or implied. Past cycle behaviour does not guarantee future results. Enrolment is subject to identity verification and non-disclosure agreement. Refundable if identity verification cannot be completed.