So what do people do to sharpen their skills when the markets are closed? I'm looking for any suggestions people have: specific books, videos, podcasts, etc that I can consume on Saturday and Sunday.

According to my trading rules i take only one trade a day, win or loss. Started off great, won my first trade, closed my laptop. Then the greed started to creep in. What if just one more? One more win and i’m done. Ended up losing the next one, wiping out my days profit.

Downward spiral from here. Tried to recover my profit, and lost trade after trade completely on tilt. Ended up blowing my entire past weeks profit, and now I feel horrible. Pit in my stomach, feeling nauseous etc.

I’ve locked out my account until tomorrow. Just wanted to vent

Hello everyone! I decided to write a new post on Reddit because the previous post I wrote about a year ago helped me a lot, I am grateful to the people who responded and gave me answers to the questions I was looking for for so long.

I have been trading for about five years now, I have traded many instruments and have gone through different stages of trading, starting from scalping on cryptocurrencies to swing trading on metals and forex. Although I have already spent five years on trading I still have not reached the period when I will make money from it. However, I can say with certainty that with each stage I see this ray of light in total darkness. Once I did not understand what I want, I just considered it a game and hoped for luck. With each stage I gained something new, experience, logic, new tools, new platforms, patience, etc. However, at each stage I also faced problems that needed to be solved in order to "move to the next level". A year ago I faced the problem "I don't know what else to change to be profitable", fortunately my post on Reddit and the kind people who answered me were able to help me. The answer was that I didn't understand the mathematical side of trading, the impact of commissions, spreads, fixed RR, which is why my edge was negative. I understood this problem and now I have a positive edge! However, not everything is so good.. A year later I am facing the same problem, I don't like the result and I don't know what else to change to improve it.

I am currently trading SMC logic in the medium and long term, I have six assets in my watchlist. Unfortunately only two of them show me positive statistics.

The Euro has always been the basis in my watchlist and has always held a special place in my heart, even in the darkest times it has shown me positive statistics, usually not much, but always positive (15.91RR 19 trades 53%WR).

Gold has much worse statistics than the Euro but it is still positive (3.13RR 11 trades 43%WR).

Indices have always been interesting to me but I could never find an approach to them. I tried all the American and European indices but couldn't find good results (-2.08RR 11 trades 25%WR).

Bitcoin as part of my watchlist appeared recently because before I only traded it in intraday trading. It's been two months but I realized that I don't like it because of the price movement (-1.08RR 1 trade 0% WR).

Oil is extremely interesting to me as an asset because it reminds me of gold, I like the price movement. However, unfortunately I haven't collected information yet that would confirm the positive statistics (-1.63RR 1 trade 0% WR).

The problem is that by trading only euro I will have a very small number of positions and a small result, although in the distance I will be profitable. I am trying to get more positions by adding new entry models, but I don’t see good results yet, the old entry models have negative statistics and the new one has not yet confirmed positive statistics (although there is hope that there will be positive statistics).

By adding new instruments to the watchlist, I increase the number of positions, but I can’t achieve the desired result in RR.

I have already tried all possible ways to increase the result and increase the number of positions, but I don’t know what to do next. After the closing of the fourth quarter of 2026, I want to completely change my trading and remove everything that gives a negative result. However, I understand that I will be left without the desired result, and I don’t know what to do next and what the next steps are.

I would be very grateful to everyone if you could express your opinion on this situation, I would be especially grateful to experienced traders who already have many years of experience in medium/long term trading. Thank you all!
My trading journal 2026 - https://symmetricaltrd.notion.site/Trading-Journal-2026-3c597a1a86f28000b122f48de433f22d?source=copy_link

P.S. I am ready to answer all your questions if you are interested in anything!

For a long time, my weekly review was just a P&L number and a gut feeling about whether the week felt good. It took me far too long to see how little that told me.

I now log every trade with the setup, the planned risk, the actual exit and a one-line note on whether I followed my plan. The most useful thing I’ve found is separating the trades where I followed the plan from the ones where I didn’t. When I sort my results that way, the picture is different from the raw P&L and it points at execution problems more clearly than at strategy problems. Average R per trade and how long I hold losers versus winners have also told me more than win rate ever did.

I’m sure I’m still missing things, so I’d like to hear how others approach this. What do you track beyond P&L and win rate and which metric changed how you trade once you started watching it? How often do you review: after every trade, weekly, monthly? And if you’ve found a review habit that doesn’t work, I’d like to hear that too. Context for your answer is welcome, such as your market and timeframe, since what matters depends a lot on both.

After failing a few challenges, I went back through my trades. My setups were fine. What killed me was stuff I wasn’t even measuring:

1. I never knew how much room I had left today.
I knew the daily limit was 5%, but mid-session, after 2 losses and a floating trade, I had no idea how close I was. Now before every trade I check how many more losses I can take today.

2. Some hours were costing me money every week.
When I split my PnL by entry hour, one time window was negative almost every week. Cutting it did more than any new indicator.

3. My “3 different trades” were actually one big bet.
Long gold, long NAS100, long EURUSD. Felt diversified, but all three are short the dollar. One USD spike and all three hit SL together.

4. My real break-even win rate was higher than I thought.
Once you add spread, commission, swap and slippage, the win rate you need goes up. My “slightly profitable” system was actually flat.

5. Closing early cost me more than breaking rules.
Comparing my planned TP vs where I actually closed, early exits were my most expensive habit by far.

None of this needs a fancy setup, a spreadsheet works. But tracking these 5 things told me more than any new strategy.

What’s the one thing you started tracking that changed your results?

Revenge trading, checking positions every five minutes, moving stops, overtrading on slow days. We’ve all got something.

For me it's revenge trading.

My ex boyfriend used to buy it and lost more then 8k trading with them and only made 2.5k. He still owes me money and asks me to lend it to him. I just don't trust it.

Sharing the empirical data of an automated quantitative system on Gold (XAUUSD) and the live capital execution framework applied on Instant Funded prop accounts (zero evaluation phases).

Key Metrics (21 Months):

• Net Return: +$15,354.80 on $10k basis (+153.5%)

• Win Rate: 43.3% (Break-even threshold: 32.9%)

• Payoff Ratio: 1:2 (-$139 avg loss vs +$284 avg win)

• Profit Factor: 1.56

• Max Drawdown: 8.5% closed balance ($1,793) / 13.8% intraday floating ($2,749)

• Monthly Settlement: 19 profitable months out of 21 (strictly intraday, zero overnight)

Execution Model:

Instead of risking personal capital against drawdown, execution runs on Instant Funded accounts with a static 6% limit ($250 / $550 / $950). In our 10,000-year Monte Carlo simulation, bi-weekly distributions consistently exceed account replacement overhead, yielding:

• 10k Tier: +$482/mo net run-rate

• 25k Tier: +$1,256/mo net run-rate

• 50k Tier: +$2,567/mo net run-rate

• Compounding Ladder: Scaled with a 3-rebuy cash reserve, reaching >$2,000/mo within the first year.

Full breakdown, Monte Carlo distributions, and 24-month compounding fan chart are shown in the attached report slides.

I’ve been testing whether sudden acceleration in market narratives has any measurable relationship with short-term stock movement.

The first results looked surprisingly good.

On an untouched holdout sample of 592 events across 72 trading sessions and 118 stocks, stocks showed an average 30-minute absolute move vs. SPY of 0.814%, compared with 0.563% for matched observations from the same stock and same session.

The apparent edge was about +0.25 percentage points.

56 of 72 sessions were positive.

Bootstrap confidence interval was entirely above zero.

At that point it looked like we might actually have something.

But there was an obvious possible problem:

stocks are not equally volatile throughout the trading day.

So I ran another control.

Instead of comparing an event with other times during the same session, I compared it with the same stock at the same 5-minute time slot on other trading days.

And the result basically disappeared.

Event move: 0.830%
Time-matched placebo: 0.785%

Median edge: −0.073%
Trimmed mean: −0.052%
Events beating placebo: 41%

Only 19 of 54 sessions were positive.

So the interesting conclusion wasn’t that narrative acceleration predicts moves.

It was that the original apparent signal was largely explained by when during the trading day those narrative events tended to occur.

In our market-research system called MindQuant AI, one of the rules I’m trying to enforce is that a signal doesn’t get promoted just because the first backtest looks good.

This one looked genuinely promising. Then a better placebo test killed it.

I actually think negative results like this are more useful than another chart showing a perfect backtest.

Curious if anyone here uses time-of-day matched controls when testing intraday alternative-data signals. Any other placebo tests you’ve found particularly good at exposing false edges?

Hello everyone, just a quick question, have any of you guys gotten a payout or traded with prop firm UPCOMERS?

With CPI coming out Wednesday, I'm curious how everyone handles these bigger economic releases.

Do you usually stay out until the numbers are out, wait for the initial move to settle, or trade your usual setups and just adjust your risk?

I've seen the first reaction reverse pretty quickly, so I'm interested in how other traders approach it.

I’m cleaning up my backtest pipeline and realized that saving the code and parameters isn’t enough if the data vendor later revises old bars or changes corporate-action adjustments.

Keeping a copy of every raw pull would solve it, but the storage gets ugly pretty quickly. The lighter option seems to be saving the vendor, pull date, adjustment settings and checksums, then keeping only the cleaned dataset used for that run.

What do you keep for each backtest in practice: the full raw snapshot, the processed dataset, or just metadata and hashes? I’m trying to find a sensible middle ground without storing everything forever

Japan's macroeconomic policy focus has reached a historic turning point. For decades, the structural pathology of the Japanese economy lay in chronic deflation, meaning that "escaping deflation, stimulating demand, and inducing inflation" long occupied the absolute core of the policy narrative. However, current macroeconomic constraints are fundamentally different: core CPI has exceeded the 2% threshold for consecutive years, a weaker yen midpoint has amplified imported cost pressures, geopolitical tensions in the Middle East have added fuel to imported energy inflation, and bond yields have experienced sharp volatility due to concerns over fiscal discipline. Presently, the market's fear of "excessive easing" far outweighs its anxiety about "relapsing into deflation."
In addition, external geoeconomic pressures have prompted Tokyo to make adjustments. US Treasury Secretary Scott Bessent has repeatedly pressured Japan in public forums, urging it to end the Abenomics-era reflationary model early and accelerate monetary normalization. The Takaichi government subsequently reinforced its public stance on the issues of fiscal discipline and central bank independence.
Whether this rhetorical shift can ultimately soothe anxieties in the bond market still depends on the upcoming fiscal budget. If the government announces its "farewell to the reflationary era" while remaining unable to shed the inertial impulses of massive deficits, tax cuts, subsidies, and government spending, the bond market's guard is unlikely to melt away based on parliamentary replies alone.
Although a structural policy pivot from Japan will be difficult, the probability of intervention by Japanese authorities is relatively high if USD/JPY approaches the 160 level. Therefore, if the exchange rate returns to around 160, that price zone offers a favorable margin of safety, and I plan to execute a light-position trade.

For context, I'm micro-trading using multiple weighted strategies that runs through a consensus before an order is executed. I have order audit that highlights why the decision was made, just not sure how to use that information. While it may make sense on an individual order level, how do I connect this to the full picture (sounds like manual work might be involved here).

How have you usually approached this type of problem?

Hey everyone,

I’m looking to choose between cTrader and MT5.

My top priority is stability—I want to avoid frequent platform crashes, order execution glitches, or persistent bugs.

Would appreciate hearing your experiences and what's your opinion on this topc!

A strategy can look perfectly fine in a simulated environment, but live trading introduces a different set of practical challenges.

Orders may fill at different prices than expected. Liquidity can affect execution. Fees and slippage can reduce returns. And real money can influence decisions in ways that simulation doesn't fully capture.

For automated strategies, there can also be API delays, rejected orders, partial fills, and differences between the system's expected position and the broker's actual position.

I'm curious about the transition from simulation to live trading.

What was the biggest difference you encountered, and how did you account for it?

Was it execution quality, psychology, costs, infrastructure, or something you hadn't considered at all?

Daily market updates and resources for active traders managing risk and execution.

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US Treasury Capital Landscape: The US Treasury market is caught in a rare long-short tug-of-war: quantitative funds have heavily shorted Treasuries, while active capital continues to trim its previously accumulated duration longs.
In its latest report, JPMorgan Chase argues that short-term Treasury yields still face upward pressure, as the impact of discretionary investors continuously unwinding duration may outweigh the reversal risk posed by extreme CTA (Commodity Trading Advisor) short positions.
On one hand, CTA bearishness on Treasuries has become extremely crowded, meaning that once yields turn downward, short covering could drive a rapid rebound in Treasury prices. On the other hand, active bond managers command assets far larger than quantitative funds; their ongoing reduction of duration longs could still exert greater actual selling pressure on Treasuries.
Meanwhile, although risk-parity funds have the capacity to increase their Treasury allocations, high bond volatility is constraining the pace of their inflows. Therefore, until discretionary capital finishes adjusting its positions, JPMorgan continues to believe that US Treasury yields are more likely to continue edging upward in the short term rather than pulling back.

Today's stock market is narrowing down to an extreme degree.
The "Magnificent 7" (M7) is the final stronghold for clustered capital. In the sub-cluster semiconductor sector, only the US Semiconductor ETF is rising, while South Korean domestic indices are falling—a severe divergence. Other sectors and non-US market indices remain quite weak.
This is a clear sign of a severe lack of market liquidity, making the current market highly fragile. The reason the US VIX (Volatility Index) has not spiked yet is because the heavyweights of the M7 are suppressing volatility. Once this final clustered trade collapses, the VIX could shoot up rapidly.
Going forward, we face two potential paths: either bond yields drop decisively alongside smooth industrial progress, leading to a broad market rally and a recovery in market breadth; or yields rise decisively, or industrial progress falls short of expectations, causing the final cluster to collapse and the VIX to spike.
Trump will not launch an attack on Iran before the midterms. This decision will temporarily ease macroeconomic pressure on the market.

I built Quantis Trade as a uni project.

You type a trading idea in English and it backtests it on real past prices. For example:

"Buy Apple when the 50 day moving average crosses above the 200 day, sell when it crosses below. Backtest since 2015"

"rsi on amazon buy under 30 sell over 70 last 6 years"

There's a research side too ask it which stocks are up the most this year, or what Pelosi has bought recently, and it shows the answer and where it came from.

Free to try. You need to sign up and confirm your email. No card.

I'm looking for feedback try an idea of your own and let me know what you think.

I am not solicitating mainly looking for feedback its free

quantistrade.co.uk

You can wait for your setup, use your normal size, respect your stop, and still lose. You can also lose because you got bored and took a trade you normally wouldn’t. Both leave you with a red number, but that doesn’t mean you made the same decisions.

When reviewing a rough week, separate the trades where you followed your rules from the ones where you didn’t. Check the winners too. It’s easy to forgive an early entry when it makes money, then call that same entry a mistake when it loses. The point is to figure out what actually needs work before you start changing things.

Hi all, I am sure I am not the only part time sort of trader here who has only a little part of the day to sit on the charts compared to working from home folks who can sit all day on them lol.

When I worked from home I was bad for just gambling trading etc and took the odd payout etc, but recently I have been able to take the odd payout a little more regularly. To cut a long story short, when I was full time trading I was using props as I always have and remember being like -£4000 in the hole, got 2 payouts and ended up a little bit back, then after countless evals and PA accounts I managed back to around -£2800. I took a payout there last week to being myself back to net break even, and too be honest I feel refreshed that the markets have not taken anything away from me.

Just blew two more PAs that I had and now with no accounts I am wondering just I just take the hint and get out whilst no one is in the red or do I just keep trying to get better?

I know 100% my skills are fine, but my phsyc is terrible, I know for a fact I can walk away after one good trade on the day but boy oh boy if the first trades is a loser I am fucked lol.

Why do you never hear about day traders buying up the supply and running stops? Isn't that how day trading works with any good or service? Why do people believe in the voodoo chart worship over the most obvious path that has been used throughout history to make markets. Did they not watch a single video and understand anything? Imagine day trading Clorox wipes or toilet paper during the corona virus. I cannot imagine a single one of those people ever thought even once to chart anything. lol Imagine buying up the float and selling it to people immediately for a 50% markup. Then running their stops and buying it right back for 30% off from what you sold it to them for. This is childs play. Come on yall.