An attractive pattern is not a complete decision. The seven-step filter in this unit organizes context before a learner studies a local trigger. It is a waiting framework, not an automatic route into a position.

Three layers of evidence

The source groups its questions as 2 + 2 + 3:

1. Broad context: at least two of macro conditions, rate context, intermarket relationships and seasonality agree.
2. Medium context: at least two of multi-timeframe structure, positioning data and sentiment agree.
3. Short-term context: correlation or divergence, time/price context and liquidity observations all appear.

Alignment makes a case worth studying; it does not create an automatic entry.

Keep the checklist conditional

The count is a way to expose missing information. Macro data may conflict with structure; sentiment can change; a short-term divergence may fail. A full checklist still requires a separate invalidation, risk and exit review.

Layer	Useful question
Broad	Which independent observations agree, and over what horizon?
Medium	Does the larger structure support or weaken that reading?
Short	Did the local event persist, return or remain unresolved?

Review exercise

Choose a completed case and fill the seven fields before looking at the outcome. Mark missing or conflicting evidence instead of forcing a pass. Compare the result with a case where only one familiar signal was present.

Continue with Unit 015: False Breakouts and Visible Flags. The filter is educational organization, not an execution rule or performance promise.