Journal
Trading math, psychology and process
Short, concrete pieces on the parts of trading that decide outcomes — position sizing, expectancy, and the behavior patterns that quietly cost money. No signals, no hype.
Ten Seconds Before Beats Ten Hours After
Catching a bad trade at the door instead of dissecting it afterwards. The three questions of a pre-trade check that actually gets used.
Prop Firm Rules: Challenges Are Lost on Risk Management, Not Strategy
Daily loss limits, trailing drawdown, consistency rules — how prop accounts actually get blown, and how to size positions backwards from the rules.
"I'm Due for a Win": The Real Math of Losing Streaks
Five losses in a row doesn't mean your system broke — statistically it's near-certain. What the gambler's fallacy actually costs traders.
A Stop You Can Move Is a Wish, Not a Stop: How −1R Becomes −4.5R
Moving a stop isn't one decision — it's a chain of small, reasonable-sounding ones. The math behind the chain and the rule that breaks it.
Your Most Dangerous Trade Comes Right After a Win
Post-win dopamine feels exactly like skill. The behavioral reason a +2R morning ends at −1R, and the rule that actually stops it.
Lose 50% and You Need +100% Just to Break Even
Losses and gains are not symmetric. The drawdown recovery math explains why position sizing matters more than entries — with the full table.
Win Rate Is Vanity, Expectancy Is Sanity: What R-Multiples Actually Measure
A 40% win rate can print money and a 70% one can bleed you dry. The difference is R-multiples and expectancy — worked through with real numbers.