The Composite Man Code · Volume II
The Institutional Playbook
Six core setups, five AVWAP variants and the survival mathematics of a trading career
approx. €99 · planned
Volume I shows you how to read the market. Volume II answers what comes next: where exactly you enter, where the stop sits, how much you risk. Twelve chapters, four parts, one closed operating plan from setup recognition to the sixth pyramiding stage.
Hear about it when Volume II is out
There is no date yet. We will name one once it is fixed. Until then you can follow the work in the devlog.
Honest status
What is being worked on
Volume I ships first. Volume II exists as a complete outline of twelve chapters; the chapter texts are being written. We name no release date while none is fixed. Whatever gets finished shows up in the devlog first.
What it covers
You can read the market. But at the decisive moment you don't know your entry, your stop, or how much to risk?
Professionals don't improvise. They trade predefined scenarios they have seen a thousand times, while the retail trader re-decides every trade from scratch and under stress. This volume opens six institutional core setups: Spring, LPS continuation, VAH breakout, trend pullback, LVN momentum and distribution short.
Each setup is classified through a four-window consensus matrix, walked through a real master trade and hardened against its three most common false signals. Add the tool atlas of five AVWAP variants and the five-stage trade-management mechanic with the 50/30/20 scale-out.
And the half no setup replaces: the survival mathematics. Risk of ruin, R-multiple, position sizing and risk-free pyramiding. A single uncontrolled loss destroys what six good trades built.
If you can read the picture, you need the playbook to apply it safely.
Listening sample
A full episode from the companion podcast to Volume II, free and without an account.
Audio · Volume II · free
Why a lucky 433 percent winner can ruin an account
Companion episode on the survival mathematics · Volume II
From chapter 11: the mathematics behind risk of ruin, and why the size of a win says nothing about the quality of a decision.
More preview episodes for Volume II are in the podcast area. Go to podcast Volume II
Table of contents
Four parts, twelve chapters. The numbers are volume numbers; across the series they are chapters 19 to 30. Outline as of 9 May 2026. Chapter titles stay German, this is a German-first edition.
Teil IDie Playbook-PrinzipienWarum Elite-Trader nicht improvisieren — und wie vordefinierte Szenarien die Brücke zwischen Analyse und Exekution bilden.
Teil IIDie sechs institutionellen Kern-SetupsSpring-Reversal, LPS-Continuation, VAH-Ausbruch, Trend-Pullback, LVN-Momentum und Distribution-Short — die sechs replizierbaren Setup-Topologien des WVPO-Systems.
Teil IIITrade-Management und der Werkzeug-AtlasSchicht 5 in fünf Stufen, fünf AVWAP-Spezialvarianten und die visuelle Schließung der Sechs-Setups-Kern-Architektur.
Teil IVÜberlebensmathematik und Position SizingRisk-Management-Fundament und Position Sizing als Mechanik der Konkretisierung — die unverhandelbare Schluss-Architektur des Playbooks.
Going deeper in the devlog
The themes of this volume are written in public. These posts get ahead of them.
- RiskMonte Carlo: 1,000 futures of the same edge5 min read
- MethodAbsorption in the Footprint: why volume is not strength4 min read
- MethodThe Spring — Anatomy of the Final Stop Hunt10 min read
Volume I first
The playbook builds on the market picture. If the four layers of the WVPO funnel are not yet second nature, start with Volume I.
See Volume ICommon questions about Volume II