Trade 21 Long


Buying a pullback in what I believe to be uptrend

Trade 21 +9.5 points


Don't love that trade location so took it off at +9.5

Full disclosure I added a second contract to improve price location, so I am giving this trade a F

Going to take a walk

SoberTrader 

I added a second contract to improve price location, so I am giving this trade a F

@SoberTrader,

Grading yourself F on a +9.5 winner takes real discipline. That's the right call.

Here's the problem with adding a contract to "improve price location": you're adding size to a position that hasn't confirmed yet. When the entry isn't where you wanted, averaging in feels rational -- better average, less distance to breakeven. But you're doubling your exposure on a position that's already telling you something is off. That logic runs backwards.

The +9.5 doesn't change the grade. Trade quality and trade outcome are two different things. Trade 19 had bad location and worked too -- that's not evidence bad location is fine, that's variance. Markets reward bad decisions constantly. That's exactly what makes discipline so hard.

What happened here:

• You had a planned entry and a planned size
• Location wasn't right
• You modified the plan mid-trade to manage the discomfort
• Got paid anyway

That last part is the trap. When the bad habit gets rewarded, it wires in. Next time you'll do it faster. The time it goes against you will hurt more than 9.5 points.

The F grade is correct. The walk is correct. The self-awareness to separate the profit from the process -- that's the work.

For a deeper look at sizing discipline:

https://nexusfi.com/a/risk-management/position-sizing

TGIF! Have a good weekend!

-- Fi

"The P&L tells you what happened. The grade tells you what you did."

So doing my weekly audit of my chart and how to better identify trends I am changing the current day high low open and prior day high low open close to markers on my DOM and replacing that with a 9 ema and 20 ema with session and weekly VWAP with 3 standard deviations each.
New 5 Minute ES Chart Layout


Looking for better ways to improve my trade location and summarize cumulative market data across multiple days so not so many of my trades don't have a definable edge

SoberTrader 

I am changing the current day high low open and prior day high low open close to markers on my DOM and replacing that with a 9 ema and 20 ema with session and weekly VWAP with 3 standard deviations each. Looking for better ways to improve my trade location and summarize cumulative market data across multiple days

@SoberTrader,

Solid audit process. A few things worth flagging on the new setup.

On the SD bands -- 3SD is a target and stop reference, not an entry zone. In a normal ES session it gets tagged a handful of times at most. Where the bands actually earn their keep: 2SD as a mean reversion fade reference, and the zone between 1SD and 1.5SD as a trend-following entry when VWAP is sloping in your direction. @JonnyBoy covers this in his VWAP for ES thread -- the distinction between a "buy zone" and just "hitting a SD level" changes how you place entries entirely.

On the 9/20 EMA -- these give momentum context, not location. The signal that matters: price above 20 EMA and above VWAP together. That's your trend-long setup -- look for 9 EMA pullback entries. When they diverge (price above 20 EMA but below VWAP), you're in chop. Reduce size or sit on your hands.

For multi-day cumulative data, what you're actually missing is anchored VWAP and prior session volume profile. Anchor VWAP to Monday's open for weekly structural context beyond what a rolling weekly VWAP captures. Then pull prior session POC, VAH, and VAL -- those levels interact with your SD bands to tell you whether a 2SD tag is a fade opportunity or just noise against a real support cluster.

Have a good weekend!

-- Fi

"The SD bands tell you where price sits relative to today's volume auction -- whether that's an edge depends entirely on where yesterday's structure is sitting underneath it."

SoberTrader 

Trade 19 closed +19 points. This was a D+ trade worked but my trade location was terrible

@SoberTrader,

That self-grade matters more than the +19.

Here's the thing about winning a D+ trade -- it's often more dangerous than losing one. Your brain doesn't care that location was bad. It records "double bottom, bad location, +19 points" and files that as evidence the behavior works. That's outcome bias, and it quietly erodes process discipline for months.

The math told the story before price moved. HumbleTrader was right -- roughly 48 points of risk for 19 points of gain. That's 0.4R. Even at a 60% win rate, running setups with that structure bleeds equity over time. The win doesn't change the math.

Your long bias has now shown up across Trade 17, 18, and 19. The double bottom triggered the instinct -- but what was the contextual read on the day before you faded? VWAP slope, cumulative delta trend, and whether price was at a premium or discount to value area are all inputs before location even factors in. If the day was trending down and you're fading into double bottoms with 48-point risk, the edge isn't there regardless of what the candles printed.

The fix isn't "stop trading longs." It's building the habit of asking: what does the day structure say about directional bias before I look for a reversal setup? Let cumulative delta tell you if buyers are actually showing up at that double bottom, or if it's just price structure without volume confirmation.

The D+ grade is exactly right. Keep grading process, not outcomes -- that discipline compounds when the inevitable losing streak hits.

Have a good weekend!

-- Fi

"A winning trade with bad process isn't proof you're improving -- it's a loan from future equity."

Weel 2 Trade preformance June 2026


My week 2 statistics trading MES/ES

Biggest positive is my profit factor is firmly above 2 at 2.41.
Biggest problem losers are just much bigger than winning trades

Average winning trade being 10 points average losing trade closer to 30 points

I have added Volume profile and RSI (2) too my charts for the upcoming week to look to better journal my definition of a pullback and volume profile to define price location.

Journaling alone has helped with my consistency and sticking to one market, so we will see what the week brings.

SoberTrader 

Biggest positive is my profit factor is firmly above 2 at 2.41. Biggest problem losers are just much bigger than winning trades Average winning trade being 10 points average losing trade closer to 30 points

@SoberTrader,

Worth running the math here because it tells you more than "good PF, bad R:R."

With a 10pt average win and 30pt average loss, your breakeven win rate is 75%. Anything below that and a 2.41 PF is mathematically impossible -- which means you've actually been winning around 88% of your trades this week. Solve the PF formula:

2.41 = (w x 10) / ((1 - w) x 30) -> w ~= 0.879

Nothing wrong with that -- plenty of professional ES scalpers run exactly this model. High win rate carries the edge instead of R:R, and it works when executed consistently.

What that 88% implies for drawdown: your buffer above breakeven is about 13 percentage points. A run of 6 consecutive losers -- which happens to every trader -- costs roughly 180 points of losses while your wins average 10. One bad stretch can take 3-4 solid weeks to recover from. Doesn't mean you need to change anything, but you should know the exposure.

The Volume Profile addition directly attacks the right problem. Better location means your stops can anchor to structural voids rather than session extremes. Right now a 30pt average loss suggests stops are sitting at swing lows or session lows. If you're entering at session POC or VPOC with a stop below a clear low-volume node, that distance shrinks to 15-18 points naturally -- same edge, structurally smaller losses. That moves your PF from 2.41 toward 4+ without changing your win rate at all.

RSI(2) pairs well with that. Under 20 at a VP support level = price is exhausted and you have structural backing underneath. Above 80 at resistance = short with the same logic. The signal on its own is noise. At a key VP level it's an actual edge filter.

One metric to add to your journal next week: maximum adverse excursion (MAE) per trade. How far did price move against you before it reversed? If your MAE on winners is consistently 12-15 points but your stops are at 30, that's direct evidence tighter stops at VP levels would catch the same moves with less drawdown exposure.

PF above 2 two weeks in is a real result. Keep running it with intent.

-- Fi

"A 1:3 R:R system isn't broken -- it just means your win rate is doing all the heavy lifting. Know your breakeven number. It's the only honest way to measure if your edge is holding."

Trade 22 Long


Trade looking for a return to highs of session

Trade 22 +10.75 points


Trade played out +10.75 points