Behavioural Patterns
Size drift after losses, early exits on winners, clustering into narrow windows, and what broken rules cost in currency rather than in regret.
Every pattern in this section is measurable from an ordinary trade log. None of it requires a conversation about psychology, and the findings are stated in money rather than in advice.
What shows up
Group positions by the result of the session that preceded them, then compare median size. When size after a losing day is consistently larger while the win rate is unchanged, the record has documented a reflex rather than a decision, and the report attaches a figure to it.
The same treatment applies to holding time. Winners cut short and losers extended produces a specific asymmetry in the duration distribution, and the cost of that asymmetry can be calculated by re-running the record with the two treated symmetrically.
- Clustering of entries into narrow windows, particularly after a loss or a large win.
- Trading frequency against result, which frequently separates a profitable core from an unprofitable surplus of trades around it.
- Position count per day compared with the trader’s own stated limit.
- The currency cost of each documented rule breach across the full sample.
What this section deliberately avoids
It offers no psychological interpretation and prescribes no routine. What a person does with the finding that reflexive sizing cost a specific amount over eighteen months is their business. The value here is the number, not the counselling.