About the practice
Why this practice exists
Many traders meet RSI as a pair of horizontal lines and a promise of reversals. In live markets that reading frays quickly. Distributed Data Net was formed to teach technical analysis as a craft of interpretation: how relative strength behaves, when momentum is informing price, and when the oscillator is simply echoing what the candles already said.
Origin
The desk began as informal evening reviews for a small circle of equity and FX traders in Gyeongsangbuk-do who wanted structured practice on divergence and momentum failure. Demand for a clearer sequence led to the RSI & Momentum Intensive and, later, private chart sessions for traders who could not attend every cohort night.
How we work
Sessions are chart-first. We use printed and projected examples, then open the room to names from the current week. Rules are written in plain language and tested against counter-examples. We favour small groups so every contested reading can be argued through without rushing.
People
Instruction is led by practitioners who have spent years marking charts for discretionary trading, not by a lecture team reading slides. Guest reviewers occasionally join live sessions when a particular market structure — index futures opens, or thin afternoon KOSPI tape — needs a second voice.
Values in the room
- Clarity over novelty: we stay with RSI and momentum until the method is stable.
- Honest limits: no session claims to predict tomorrow’s close.
- Respect for preparation: pre-work is expected because the pace assumes it.
- Local grounding: the studio in Imgo-myeon, Yeongcheon-si is where cohorts meet; Korea’s market calendar shapes which examples we favour.
Relationship with trainees
We teach interpretation. You keep your broker, your risk rules, and your decisions. After an intensive, a short office-hour slot is included; ongoing advisory retainers are not part of the offer unless separately arranged as private sessions.