Are You Looking For Defined-Risk, Open-Upside Trades?
Most traders spend their careers trying to predict direction.
The better question is different:
Can you structure positions where the downside is known before entry — and the upside remains large enough to pay for many small losses?
For example, here is a real trade example of how we structured asymmetric exposure in the AI infrastructure supply chain...
Corning Inc. (GLW) September 2026 60 calls were purchased at 4.21. The option traded at 148.37, more than 34 times what it was purchased for…
This is Asymmetrical Trading.
It's not about being right on every trade.
It's not about finding the next signal.
It's not about depending on the market to keep rising.
It's about building a portfolio where every position has defined risk, and a small number of large winners can change the long-term return profile.
This seminar teaches that framework across two time horizons:
SHORT-TERM
Defined-risk option structures built around volatility products, structurally decaying ETPs, commodity decayers, and high-correlation pairs.
LONG-TERM
Thematic Asymmetrical positioning in revolutionary technologies, including AI, using first-, second-, third-, and fourth-order thinking, time-horizon diversification, and Barbell portfolio construction.
You already know how to trade.
This seminar is about changing the payoff architecture of the portfolio.
Why This Matters
Most portfolios are still directional.
They depend on the market moving the right way, at the right time, for long enough.
That is not an edge.
That is exposure.
The Asymmetrical trader thinks differently.
Before the trade is entered, the loss is defined.
The position is structured so the upside can be many times that amount.
The portfolio accepts the fact that many of the positions will fail.
The math depends on the small number of winners that more than pay for the rest.
This is the Power Law applied to trading.
Most traders emotionally understand this after decades in the market. Few build their portfolios around it deliberately.
That is what this seminar is designed to teach.
Who This Seminar Is For
This is for experienced options traders who already understand spreads, long calls and puts, ratios, backspreads, and defined-risk structures.
It is for self-directed traders, portfolio managers, and sophisticated independent investors who want to build serious Asymmetrical portfolios across multiple time frames.
It is especially suited for six-, seven-, and eight-figure personal accounts where position sizing, capital preservation, and payoff design matter.
It's not for beginners.
It's not for traders who do not use options.
It's not a signal service.
It's not a set-and-forget system.
It's not for traders who need every trade to work.
If you are uncomfortable with the idea that many Asymmetrical positions may fail while a small number of large winners drive the portfolio, this is not the right seminar.
If that math makes sense to you, this is the framework.
About Larry Connors
Larry Connors has spent 45 years researching, trading, and teaching systematic strategies to professional and sophisticated independent traders.
He pioneered statistically driven mean-reversion research in the 1990s, authored early studies on VIX behavior, and introduced the 2-period and 4-period RSI signals now widely adopted across the systematic trading community.
He has authored fourteen books on systematic trading, founded TradingMarkets.com and Connors Research, earned the Market Technicians Association's Charles H. Dow Award, and his research has been cited by The Wall Street Journal, The New York Times, and Bloomberg.
The strategies and frameworks in this seminar are built from that experience: systematic research, volatility behavior, defined-risk options structures, and long-term thematic thinking.
What You Will Learn
⏵ Section One: The Asymmetrical Trading Framework
Most traders focus on entry signals.
This section changes the question.
Instead of asking, "Where is the market going?" you learn to ask:
"What is the payoff shape?"
You will learn how to think in terms of:
- defined downside
- open-ended upside
- payoff asymmetry
- Power Law portfolio construction
- why many small losses are acceptable when the winners are large enough
- why options are uniquely suited to this framework
This is the foundation for every strategy in the seminar.
⏵ Section Two: Short-Term Asymmetrical Structures
This section covers eight short-term strategies built around the same operating principle:
Use defined-risk structures to create positions where the potential reward is meaningfully larger than the capital at risk.
The markets covered include:
- volatility products
- VXX, UVXY, and UVIX structures
- commodity decayers including USO and UNG
- high-correlation ETF and stock pairs
- backspreads
- ETF/largest-holding relationships
- futures-options extensions for experienced futures traders
- credit-spread-financed momentum structures
The objective is not to predict every move.
The objective is to build trades where risk is known, payoff is asymmetric, and the structure itself creates the edge.
You will also learn the operating principles behind each trade:
- how risk is defined before entry
- how credits can help finance long optionality
- how to structure positions that can be wrong without damaging the portfolio
- how to think about volatility expansion and decay
- how to select instruments with the right structural characteristics
⏵ Section Three: Long-Term Asymmetrical Trading in Revolutionary Technologies
The largest winners in market history usually do not come from short-term trades.
They come from being positioned in the right structural trend early enough and long enough.
This section applies Asymmetrical thinking to revolutionary technologies.
The core framework is:
First-order thinking: the obvious winners
Second-order thinking: the suppliers and infrastructure
Third-order thinking: the disrupted incumbents
Fourth-order thinking: the derivative effects most traders miss
AI is a timely example.
You will learn how to map an emerging technology across:
- semiconductor manufacturing
- cloud infrastructure
- networking
- energy and cooling
- cybersecurity
- specialized hardware
- data annotation
- algorithm tools
- legal and regulatory compliance
- education
The goal is not to guess the single winner.
The goal is to build a portfolio of defined-risk asymmetric positions where most may fail, but a small number have the potential to produce outsized returns.
For example, here is a real trade example of how we structured asymmetric exposure in the Al infrastructure supply chain...
Corning Inc. (GLW) September 2026 60 calls were purchased at 4.21. The option traded at 148.37, more than 34 times what it was purchased for…
Why GLW?
- It's second/third-order: optical fiber for Al data centers
- Defined risk (premium paid)
- Open upside (participation in multi-year trend)
- Time horizon (September 2026 expiration)
Another real trade example is the AXTI August 2026, 20 calls purchased at 8.00. AXTI makes base materials for semiconductors.
As you can see, the calls appreciated more than 12 1/2 times in a short period of time.
AXTI makes base materials for semiconductors.
In this course, you'll learn how to identify the leading supply-side companies early on, like AXTI, especially those that have the potential to explode in value.
Here is another real trade example, this time with Micron (MU)
Micron Technology, Inc (MU) May 15, 2026 447.5 calls were purchased at 33.51. The option rose more than 328 points ($32,800 per contract) higher in a short period of time…
This is the payoff the entire framework is built around. While many positions will be small losses or breakeven, a number of these larger winners more than offset them and drive the long-term return profile.
The seminar teaches the exact selection criteria, structuring rules, sizing, and exit/roll discipline behind the trades.
Educational examples only from application of the framework. Not recommendations. Past performance does not guarantee future results.
Options trading involves substantial risk of loss.
⏵ Section Four: Building the Integrated Portfolio
This is where the seminar becomes an operating model.
You will learn how to run short-term and long-term Asymmetrical strategies together inside one portfolio.
The short-term side is designed to create repeatable defined-risk opportunities.
The long-term side is designed to capture the larger Power Law winners that can define the portfolio.
You will learn how to think about:
- total portfolio risk before entering positions
- how many structures to run at once
- when a winning position is no longer asymmetric
- when to lock in gains
- when to roll into a new structure
- how to avoid turning an Asymmetrical trade into an ordinary directional bet
The goal is not more trades.
The goal is better portfolio architecture.
★ Exclusive Bonus
Bonus Class: Advanced Material
The bonus class extends the framework into advanced applications.
Topics include:
- third-order short opportunities as AI disrupts entire industries
- long-dated puts on disrupted incumbents
- SPX/XSP execution considerations
- volatility clustering and mean reversion
- why naked short volatility can destroy traders
- emerging leveraged AI ETFs and single-stock leveraged products
- 24/7 trading and the next generation of tradable instruments
This is where the framework moves from current opportunity to future opportunity.
The same thinking can be applied to AI, robotics, quantum computing, gene editing, energy infrastructure, and the next wave of revolutionary technologies.
Why The Edge Persists
The edge is not one indicator.
It is not one pattern.
It is not one market condition.
It comes from structural behavior:
- volatility products decay over time because of their construction
- revolutionary technologies create both winners and disrupted incumbents
- options allow defined-risk exposure to large nonlinear outcomes
- most investors are emotionally and institutionally uncomfortable with Power Law returns
- independent traders can tolerate lumpy payoff profiles that institutions often cannot
Most funds are judged monthly.
Most traders are trained to seek smoothness.
Asymmetrical Trading accepts the opposite reality:
The returns that matter are often uneven, concentrated, and driven by a small number of positions.
That is not a flaw in the framework.
That is the framework.
Why Now
Revolutionary technologies, especially AI, are actively disrupting industries.
That creates two kinds of opportunity:
First, the suppliers and infrastructure companies that may benefit as investment compounds over time.
Second, the incumbents whose business models are exposed as AI becomes cheaper, faster, and more capable.
The Same Framework Applies Beyond AI
Quantum computing, robotics, direct-to-cell satellite, perovskite solar, gene editing, energy infrastructure, and future technological waves will create their own first-, second-, third-, and fourth-order opportunities.
The traders who already understand the framework will be ready.
The traders who wait until the obvious move has happened will be reacting.
Here Is What You Receive
You receive immediate lifetime access to:
✓The full seminar taught by Larry Connors
✓Sections One through Four
✓The complete Bonus Class
✓Over 10 hours of seminar and bonus instruction
✓Advanced material covering AI disruption, volatility nuances, execution, and emerging instruments
✓The complete short-term and long-term Asymmetrical Trading framework
Price:
$2,495
Limited time price:
$1,995
Save $500 for a limited time only.
FAQ
What size account is this built for?
The material is designed primarily for six-, seven-, and eight-figure personal accounts. The concepts can be adapted, but the seminar was built for traders managing meaningful capital.
Do I need to be an options trader?
Yes. This seminar assumes familiarity with options structures including credit spreads, long calls and puts, ratios, and backspreads.
Is this a signal service?
No. This is a strategy seminar. Larry does not send trade alerts or recommendations as part of this seminar.
You will learn frameworks, structures, entry logic, sizing considerations, and portfolio construction principles so you can identify and execute your own trades.
Do I need AI tools?
No. AI tools may help with research and thematic mapping, but the trading frameworks stand on their own.
Is this live or pre-recorded?
The seminar is pre-recorded and self-paced. You receive immediate lifetime access to the main seminar and the full Bonus Class.
Is there an ongoing or monthly fee?
No. This is a one-time payment for lifetime access. You will not be billed monthly, annually, or on any recurring basis.
Who should not take this seminar?
Do not take this seminar if you are new to options, want a signal service, want a set-and-forget system, or are uncomfortable with a Power Law framework where many positions may fail and the winners must be large enough to pay for them.
Bottom Line
Most traders try to be right more often.
Asymmetrical traders focus on something more important:
What happens when I am wrong — and what happens when I am right?
This seminar teaches experienced options traders how to build defined-risk, open-upside structures across short-term opportunities and long-term technological disruption.
You will learn how to think in payoff shapes, build positions with predetermined downside, and construct a portfolio where a small number of large winners can drive the long-term result.
You already know how to trade.
This is how to build the Asymmetrical Trading framework around it.
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