I care about probability. I do not care about a win-rate screenshot. A 70% win rate that pays 0.3R and loses 2R is a leaking account. A 40% win rate that pays 2R and loses 1R can survive. The second one feels worse in the moment. The first one feels skilled until the month ends. … Read more
Swing trading is still the default. Faster trades are a study, not a second job that outranks the first. The conflict shows up on ordinary days. A daily long is valid. A 15-minute flag breaks the other way. If I flatten the swing to “catch” the fast move, I did not adapt. I broke the … Read more
I watch the order book. I do not trade it as a system. Price action and the weekly map still decide whether I am allowed to care. The book is what I open when price is already at a level I marked. It answers a smaller question: is anyone actually there, or is the level … Read more
I used to retire methods only after they hurt. That is late. An idea should have a death date and a death number before trade one. Otherwise I will keep tweaking the stop until the backtest smiles again. That loop is described in the backtesting blueprint. This note is the off switch. The three kill … Read more
If the monthly review takes a Saturday, I will skip it. So I built one that fits a timer. 45 minutes. Phone in another room. Journal and calendar only. Minutes 0–10 — the count – Number of trades – Net R – Winning / losing days (not win rate of every scalp) – Rule-breaks – … Read more
A long watchlist feels like work. It is usually avoidance. I cap the active list at five. Indexes, pairs, names — the number is the rule, not the asset class. If a sixth idea is good, something on the list has to leave. Why five I can mark five weeklies on Sunday. I cannot mark … Read more
I like the open as a measurement. I do not like it as a hunting ground. The first 15–30 minutes of a cash session (or the first burst after a futures rollover into the day session) is where overnight inventory meets people who slept on an opinion. Spreads are worse. Stops are closer. Everyone has … Read more
A new idea feels like an upgrade. It is usually an unpaid experiment. I do not put full size on a pattern I just named. I run a live sample with a cap, then I either promote it or I kill it. That is the live half of the backtesting notes. The sample Twenty trades. … Read more
Losing weeks get all the journaling. Green weeks get a screenshot and a weekend off. That is backward. Most of the money I have given back did not vanish in a crash. It vanished the week after a good run, when size felt cheap and the checklist felt optional. The green-week review is short. I … Read more
Most of the damage I have done with charts came from adding timeframes until one of them agreed with me. I now allow three, of one market. 1. Weekly — the story Is last week’s candle a continuation, a range, or a reversal attempt? I mark high, low, close. I do not trade the weekly. … Read more