PropProofPropProofThe nearest this combine has come to the trailing threshold was on 2026-06-09, when your balance sat just +$209 above the liquidation line. That cushion is exactly what the habits below eat into — every leak narrows the distance between an ordinary red day and a blown account.
Each pattern below was tested against your fills. A finding is only marked DETECTED when the numbers support it — and what's clean is named too, because knowing what you're NOT doing wrong matters.
| Pattern | What your fills show |
|---|---|
| Averaging into losers DETECTED | 2 times you laddered into a position moving against you. 2 of those holds lost money, net -$750. Worst hold: 2026-06-09 at 10:06, long adds from 21,309.00 out to 21,297.75 — 12 contracts on at once, -$450. Peak concurrent exposure across the account: 12 contracts at 10:10 on 2026-06-09. |
| Revenge sizing DETECTED | Next trade after a loser averaged 3.07 contracts vs 2.21 after a winner (n=70/66). |
| Chasing after losing streaks DETECTED | After 2+ straight losers you re-entered in a median 1m 55s vs 6m 15s normally; those 32 chased trades net -$1,224. |
| Cutting winners, riding losers DETECTED | Winners held 3m 46s, losers 12m 58s (3.4× longer). Avg winner +$99.08, avg loser -$118.50 — a 1.20:1 payoff inversion: it takes 1.2 winners to pay for one loser. |
| Overtrading when losing DETECTED | Red days averaged 10.2 trades vs 6.3 on green days (9 red / 10 green). Losing days were your busiest days — activity went up exactly when edge went down. |
| Session fatigue DETECTED | Across the account's life, your edge peaks at trade #9 of the day: the first 9 trades made -$549; everything after them lost +$630. |
| Time-of-day leak DETECTED | Everything entered after 12:00 net -$726 (it touched 3 days). With a hard 12:00 shutoff — no other change — this account ends at $49,547 instead of $48,821. |
| Weekday leak DETECTED | Wednesdays net -$1,224 across 41 trades, while Thursdays made +$690 — one weekday is quietly taxing the others. |
We replayed 18 candidate rules against your actual trade list — same trades, same order, each enforced mechanically (no hindsight trade-picking). Below are only the ones that moved the needle for you, ranked by impact (biggest first); a rule that wouldn't have changed your outcome isn't dressed up as if it would.
| Rule | Balance with rule | vs your actual | Outcome |
|---|---|---|---|
| No trading before 10:00 Skip every entry before 10:00 — sit out the early session. · 48 trades avoided | $50,978 | +$2,157 | improves the outcome |
| Cap every trade at 2 contracts Never exceed 2 contracts. Oversized trades are scaled to 2 lots (P&L scaled proportionally — an approximation). (proportional approximation) · 0 trades avoided | $50,026 | +$1,205 | improves the outcome |
| Stop after 12 trades in a day Cap the day at 12 trades — walk away once you've taken 12. · 9 trades avoided | $49,601 | +$780 | improves the outcome |
| All 3 rules enforced together the rules overlap, so this is its own replay — not the sum of the rows above | $51,531 | +$2,710 | improves the outcome |
Your actual ending balance was $48,821 (still active). Each ‘vs your actual’ figure is the improvement that one rule alone would have made; the bottom row is all of them enforced together.