How we measure it. Trade risk = distance between entry and your FIRST stop × lots, in dollars, divided by your balance just before it closed (an approximation of the balance at opening). Without a stop, or on a day with a deposit or withdrawal, it isn't judged.

What it rests on. Risk per trade as a percentage of capital, and results measured in multiples of that risk (R), come from Van K. Tharp (2007, “Trade Your Way to Financial Freedom”). Kelly (1956) and Vince (1992) treat bet size as a fraction of capital; the Kelly criterion works as a ceiling, not as a target. No study sets a universal percentage: the number is the one you declare.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. Trade risk in dollars: distance between entry and your FIRST stop × lots. Without a stop it can't be measured and doesn't count as kept.

What it rests on. Risk per trade as a percentage of capital, and results measured in multiples of that risk (R), come from Van K. Tharp (2007, “Trade Your Way to Financial Freedom”). Kelly (1956) and Vince (1992) treat bet size as a fraction of capital; the Kelly criterion works as a ceiling, not as a target. No study sets a universal percentage: the number is the one you declare.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It isn't a rule you keep or break: it's the margin other limit rules use so a broker rounding difference isn't flagged as a breach.

What it rests on. It's a risk-management and operating-discipline practice, with no study that sets the number. You set the limit; the app measures whether you kept it and, with your own data, you can compare how you did inside and outside it.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It's checked in your broker's orders: the trade complies if it had a stop loss. If orders haven't synced yet, it isn't judged (it's not assumed you complied).

What it rests on. Among retail investors, those who used stops showed less of the disposition effect (Richards and others, 2017). Odean (1998) documented the reluctance to realize losses. The disposition effect — closing winners early and holding losers — was described by Shefrin and Statman (1985) and measured by Odean (1998). Locke and Mann (2005) also found it among professional futures traders. This app reports your behavior; it doesn't diagnose why.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It complies if the stop came with the entry order or was created within 60 seconds of opening. If you placed it later, or opened without a stop, it doesn't. Without synced orders it isn't judged.

What it rests on. Among retail investors, those who used stops showed less of the disposition effect (Richards and others, 2017). Odean (1998) documented the reluctance to realize losses.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. Your first stop is compared with later changes in the orders. “Never” flags any move; “only with the trade” flags only the one that moves the stop AWAY from entry (widening risk). A trailing stop set up beforehand doesn't count as a move.

What it rests on. The disposition effect — closing winners early and holding losers — was described by Shefrin and Statman (1985) and measured by Odean (1998). Locke and Mann (2005) also found it among professional futures traders. This app reports your behavior; it doesn't diagnose why.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It's checked in your broker's orders whether the trade used a trailing stop.

What it rests on. It's a risk-management and operating-discipline practice, with no study that sets the number. You set the limit; the app measures whether you kept it and, with your own data, you can compare how you did inside and outside it.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. Each trade's volume is compared with your maximum, with the tolerance margin.

What it rests on. It's a risk-management and operating-discipline practice, with no study that sets the number. You set the limit; the app measures whether you kept it and, with your own data, you can compare how you did inside and outside it.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It isn't a rule you keep or break: it's your reference size. Size rules use it; without it they use your typical (median) lot in each instrument.

What it rests on. Keeping a constant risk size is a practice described by Tharp (2007) and Vince (1992). The exact threshold for how much variation is “too much” has no study behind it: it is a working proposal and is read against your own plan.

How many trades it takes. Each trade is judged on its own against your reference size. Without a declared base lot, the reference is your typical (median) lot in that instrument and only exists once you have 5 trades in it. The percentage appears once 10 trades have been judged.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It measures how far each trade's lot is from your reference size, in %, and compares it with your maximum.

What it rests on. Keeping a constant risk size is a practice described by Tharp (2007) and Vince (1992). The exact threshold for how much variation is “too much” has no study behind it: it is a working proposal and is read against your own plan.

How many trades it takes. Each trade is judged on its own against your reference size. Without a declared base lot, the reference is your typical (median) lot in that instrument and only exists once you have 5 trades in it. The percentage appears once 10 trades have been judged.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It counts the positions that were open at the same time when you opened each trade.

What it rests on. It's a risk-management and operating-discipline practice, with no study that sets the number. You set the limit; the app measures whether you kept it and, with your own data, you can compare how you did inside and outside it.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. The risk (up to the initial stop) of all positions open at once is added up, as a % of your balance. It doesn't model correlation or gaps; a position without a stop leaves risk unquantified.

What it rests on. Risk per trade as a percentage of capital, and results measured in multiples of that risk (R), come from Van K. Tharp (2007, “Trade Your Way to Financial Freedom”). Kelly (1956) and Vince (1992) treat bet size as a fraction of capital; the Kelly criterion works as a ceiling, not as a target. No study sets a universal percentage: the number is the one you declare.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. The lots of all positions open at once are added up and compared with your maximum.

What it rests on. It's a risk-management and operating-discipline practice, with no study that sets the number. You set the limit; the app measures whether you kept it and, with your own data, you can compare how you did inside and outside it.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It counts the open positions in the same instrument when you opened each trade.

What it rests on. It's a risk-management and operating-discipline practice, with no study that sets the number. You set the limit; the app measures whether you kept it and, with your own data, you can compare how you did inside and outside it.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It flags when you open another position in the same instrument and direction while the previous one is still open, at a WORSE price than that one (a buy lower, a sell higher). If none was open, it complies.

What it rests on. The disposition effect — closing winners early and holding losers — was described by Shefrin and Statman (1985) and measured by Odean (1998). Locke and Mann (2005) also found it among professional futures traders. This app reports your behavior; it doesn't diagnose why. Palomäki, Laakasuo and Salmela (2013) describe “tilt” in poker players: after a big loss comes indignation, and then loss chasing. Measuring results after short streaks has a known bias (Miller and Sanjurjo, 2018), so this rule judges your behavior (whether you traded inside your pause) and doesn't predict results.

How many trades it takes. Each trade is judged on its own, and the percentage appears once 10 trades have been judged. To say you repeat a pattern you need 30 or more cases (a working proposal, not a statistical threshold): with fewer it's anecdotal.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It flags when you open another position in the same instrument and direction while the previous one is still open, at a BETTER price than that one (a buy higher, a sell lower). If none was open, it complies.

What it rests on. It's a risk-management and operating-discipline practice, with no study that sets the number. You set the limit; the app measures whether you kept it and, with your own data, you can compare how you did inside and outside it.

How many trades it takes. Each trade is judged on its own, and the percentage appears once 10 trades have been judged. To say you repeat a pattern you need 30 or more cases (a working proposal, not a statistical threshold): with fewer it's anecdotal.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. Trade leverage = notional value (price × lots × contract size, in your currency) ÷ your balance just before it closed. Without that data, it isn't judged.

What it rests on. It's a risk-management and operating-discipline practice, with no study that sets the number. You set the limit; the app measures whether you kept it and, with your own data, you can compare how you did inside and outside it.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. Before each trade, what you've already lost that day (closed result, in dollars) is added up and compared with your cap. The period is the market day (17:00 to 17:00, New York time).

What it rests on. The phenomenon behind a daily cap — taking more risk after losing — has been studied (Coval and Shumway, 2005). The cap's number doesn't come from any study: it is a risk-management practice and you set it.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. Same as the cap in dollars, but as a % of your balance at the start of the market day (17:00 to 17:00, New York time). On a day with a deposit or withdrawal the starting balance changes, so it isn't judged.

What it rests on. The phenomenon behind a daily cap — taking more risk after losing — has been studied (Coval and Shumway, 2005). The cap's number doesn't come from any study: it is a risk-management practice and you set it.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. Before each trade, what you've already lost that week (closed result, in dollars) is added up and compared with your cap. The period is the week.

What it rests on. It's a risk-management and operating-discipline practice, with no study that sets the number. You set the limit; the app measures whether you kept it and, with your own data, you can compare how you did inside and outside it.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. Same as the cap in dollars, but as a % of your balance at the start of the week. On a day with a deposit or withdrawal the starting balance changes, so it isn't judged.

What it rests on. It's a risk-management and operating-discipline practice, with no study that sets the number. You set the limit; the app measures whether you kept it and, with your own data, you can compare how you did inside and outside it.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. Before each trade, what you've already lost that month (closed result, in dollars) is added up and compared with your cap. The period is the month.

What it rests on. It's a risk-management and operating-discipline practice, with no study that sets the number. You set the limit; the app measures whether you kept it and, with your own data, you can compare how you did inside and outside it.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. Same as the cap in dollars, but as a % of your balance at the start of the month. On a day with a deposit or withdrawal the starting balance changes, so it isn't judged.

What it rests on. It's a risk-management and operating-discipline practice, with no study that sets the number. You set the limit; the app measures whether you kept it and, with your own data, you can compare how you did inside and outside it.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. Before each trade, how far your trading has dropped from its best moment (not counting deposits or withdrawals) is measured, as a % of what was in your account, and compared with your cap.

What it rests on. The GIPS 2020 standards (CFA Institute) calculate returns by neutralizing deposits and withdrawals, because the balance drops with a withdrawal even with no loss. That's why the drop is measured on what you lost trading, never on the balance. The limit itself is your own risk-management decision.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. Same as the cap in %, but the drop is measured in dollars (the sum of your results, without deposits or withdrawals).

What it rests on. The GIPS 2020 standards (CFA Institute) calculate returns by neutralizing deposits and withdrawals, because the balance drops with a withdrawal even with no loss. That's why the drop is measured on what you lost trading, never on the balance. The limit itself is your own risk-management decision.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. When your drop crosses the cap you declared, the pause days you declared are counted; a trade opened inside that pause doesn't comply. It needs a declared cap.

What it rests on. A rule like “if X happens, then I do Y” is an “if-then” plan. Gollwitzer (1999) described how such plans help people follow through, and the meta-analysis by Gollwitzer and Sheeran (2006) gathers 94 tests with an overall effect of d = 0.65. It doesn't say which number suits you: you define that. The GIPS 2020 standards (CFA Institute) calculate returns by neutralizing deposits and withdrawals, because the balance drops with a withdrawal even with no loss. That's why the drop is measured on what you lost trading, never on the balance. The limit itself is your own risk-management decision.

How many trades it takes. Each trade is judged on its own, and the percentage appears once 10 trades have been judged. To say you repeat a pattern you need 30 or more cases (a working proposal, not a statistical threshold): with fewer it's anecdotal.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It counts the open positions with the same base currency (by symbol name). On indices and instruments without a clear base currency it isn't judged.

What it rests on. It's a risk-management and operating-discipline practice, with no study that sets the number. You set the limit; the app measures whether you kept it and, with your own data, you can compare how you did inside and outside it.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. The trade's MAE, in R (how far price went against you ÷ your initial risk), is compared with your limit. Closed trades only.

What it rests on. Maximum adverse excursion (MAE) — how far price went against you while the trade was open — is described by John Sweeney (1997, “Maximum Adverse Excursion”). Measured in R it can be compared across instruments. The limit that suits you is yours.

How many trades it takes. Each trade is judged on its own, and only closed ones. It needs 1-minute candles between entry and exit; if any are missing, it's only flagged when what can be seen already passes your limit. The percentage appears once 10 trades have been judged.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It checks what number each trade was in the market day (counting open ones) and compares it with your maximum.

What it rests on. Trading too much is associated with worse results: Barber and Odean (2000) found that the households that traded the most earned less than the market, and in 2001 they linked it to overconfidence; Barber, Lee, Liu and Odean (2014) showed that, in Taiwan, few day traders profited after costs. The specific cap that suits you depends on your strategy; compare your result by trade order within the day.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. Same as the daily cap, but counting the week's trades.

What it rests on. Trading too much is associated with worse results: Barber and Odean (2000) found that the households that traded the most earned less than the market, and in 2001 they linked it to overconfidence; Barber, Lee, Liu and Odean (2014) showed that, in Taiwan, few day traders profited after costs. The specific cap that suits you depends on your strategy; compare your result by trade order within the day.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. Same as the daily cap, but counting the month's trades.

What it rests on. Trading too much is associated with worse results: Barber and Odean (2000) found that the households that traded the most earned less than the market, and in 2001 they linked it to overconfidence; Barber, Lee, Liu and Odean (2014) showed that, in Taiwan, few day traders profited after costs. The specific cap that suits you depends on your strategy; compare your result by trade order within the day.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It counts how many trades you've made that day in the same instrument.

What it rests on. Trading too much is associated with worse results: Barber and Odean (2000) found that the households that traded the most earned less than the market, and in 2001 they linked it to overconfidence; Barber, Lee, Liu and Odean (2014) showed that, in Taiwan, few day traders profited after costs. The specific cap that suits you depends on your strategy; compare your result by trade order within the day.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It counts how many different instruments you traded that day, including the current trade.

What it rests on. Trading too much is associated with worse results: Barber and Odean (2000) found that the households that traded the most earned less than the market, and in 2001 they linked it to overconfidence; Barber, Lee, Liu and Odean (2014) showed that, in Taiwan, few day traders profited after costs. The specific cap that suits you depends on your strategy; compare your result by trade order within the day.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It counts the consecutive losses you had that market day before opening each trade; if you had already reached the number you declared, opening another doesn't comply.

What it rests on. Palomäki, Laakasuo and Salmela (2013) describe “tilt” in poker players: after a big loss comes indignation, and then loss chasing. Measuring results after short streaks has a known bias (Miller and Sanjurjo, 2018), so this rule judges your behavior (whether you traded inside your pause) and doesn't predict results. A rule like “if X happens, then I do Y” is an “if-then” plan. Gollwitzer (1999) described how such plans help people follow through, and the meta-analysis by Gollwitzer and Sheeran (2006) gathers 94 tests with an overall effect of d = 0.65. It doesn't say which number suits you: you define that.

How many trades it takes. Each trade is judged on its own, and the percentage appears once 10 trades have been judged. To say you repeat a pattern you need 30 or more cases (a working proposal, not a statistical threshold): with fewer it's anecdotal.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It counts the day's consecutive wins before opening each trade; if you had already reached the declared number, opening another doesn't comply.

What it rests on. A rule like “if X happens, then I do Y” is an “if-then” plan. Gollwitzer (1999) described how such plans help people follow through, and the meta-analysis by Gollwitzer and Sheeran (2006) gathers 94 tests with an overall effect of d = 0.65. It doesn't say which number suits you: you define that.

How many trades it takes. Each trade is judged on its own, and the percentage appears once 10 trades have been judged. To say you repeat a pattern you need 30 or more cases (a working proposal, not a statistical threshold): with fewer it's anecdotal.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. The day's closed result before each trade is measured, as a % of the balance it started with; if it had already reached your target, opening another doesn't comply. With a deposit or withdrawal that day it isn't judged.

What it rests on. A rule like “if X happens, then I do Y” is an “if-then” plan. Gollwitzer (1999) described how such plans help people follow through, and the meta-analysis by Gollwitzer and Sheeran (2006) gathers 94 tests with an overall effect of d = 0.65. It doesn't say which number suits you: you define that.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. The day's closed result before each trade is measured, as a % of the balance it started with; if it had already hit your daily loss, opening another doesn't comply. With a deposit or withdrawal that day it isn't judged.

What it rests on. The phenomenon behind a daily cap — taking more risk after losing — has been studied (Coval and Shumway, 2005). The cap's number doesn't come from any study: it is a risk-management practice and you set it. A rule like “if X happens, then I do Y” is an “if-then” plan. Gollwitzer (1999) described how such plans help people follow through, and the meta-analysis by Gollwitzer and Sheeran (2006) gathers 94 tests with an overall effect of d = 0.65. It doesn't say which number suits you: you define that.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It measures the minutes between the previous trade's close and each trade's opening; less than your minimum wait doesn't comply.

What it rests on. A rule like “if X happens, then I do Y” is an “if-then” plan. Gollwitzer (1999) described how such plans help people follow through, and the meta-analysis by Gollwitzer and Sheeran (2006) gathers 94 tests with an overall effect of d = 0.65. It doesn't say which number suits you: you define that.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. If the previous trade closed at a loss, the minutes until the next one opens are measured; less than your declared wait doesn't comply. If the previous one wasn't a loss, it complies.

What it rests on. After losing, some people take more risk to get back to even: Thaler and Johnson (1990) describe it as “breaking even” (and, after winning, “house money”); Coval and Shumway (2005) observed it in professional traders, who took more risk in the afternoon after losing in the morning. This app describes the behavior and doesn't claim the reason. A rule like “if X happens, then I do Y” is an “if-then” plan. Gollwitzer (1999) described how such plans help people follow through, and the meta-analysis by Gollwitzer and Sheeran (2006) gathers 94 tests with an overall effect of d = 0.65. It doesn't say which number suits you: you define that.

How many trades it takes. Each trade is judged on its own, and the percentage appears once 10 trades have been judged. To say you repeat a pattern you need 30 or more cases (a working proposal, not a statistical threshold): with fewer it's anecdotal.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. After a streak of consecutive losses (the number in “Stop after N losses”, or 3, the app's default, if you didn't declare it) the minutes until the next opening are measured; less than your pause doesn't comply.

What it rests on. Palomäki, Laakasuo and Salmela (2013) describe “tilt” in poker players: after a big loss comes indignation, and then loss chasing. Measuring results after short streaks has a known bias (Miller and Sanjurjo, 2018), so this rule judges your behavior (whether you traded inside your pause) and doesn't predict results. A rule like “if X happens, then I do Y” is an “if-then” plan. Gollwitzer (1999) described how such plans help people follow through, and the meta-analysis by Gollwitzer and Sheeran (2006) gathers 94 tests with an overall effect of d = 0.65. It doesn't say which number suits you: you define that.

How many trades it takes. Each trade is judged on its own, and the percentage appears once 10 trades have been judged. To say you repeat a pattern you need 30 or more cases (a working proposal, not a statistical threshold): with fewer it's anecdotal.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It counts the market days you traded each week and compares them with your cap. Shown in Mind, by week.

What it rests on. It's a risk-management and operating-discipline practice, with no study that sets the number. You set the limit; the app measures whether you kept it and, with your own data, you can compare how you did inside and outside it.

How many trades it takes. It counts once per period (week, day or month). A period that hasn't ended yet shows as “ongoing” and doesn't count as kept or broken.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It counts the consecutive days traded before each day's first trade; if you've already traded the number of days you declared without a break, trading that day doesn't comply.

What it rests on. It's a risk-management and operating-discipline practice, with no study that sets the number. You set the limit; the app measures whether you kept it and, with your own data, you can compare how you did inside and outside it.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It measures, per day, from your first opening to your last close. It isn't time in front of the screen. Shown in Mind, by day.

What it rests on. It's a risk-management and operating-discipline practice, with no study that sets the number. You set the limit; the app measures whether you kept it and, with your own data, you can compare how you did inside and outside it.

How many trades it takes. It counts once per period (week, day or month). A period that hasn't ended yet shows as “ongoing” and doesn't count as kept or broken.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. If the previous trade closed at a loss and the new one is in the same instrument, the minutes between them are measured; less than your wait doesn't comply. In another instrument, it complies.

What it rests on. After losing, some people take more risk to get back to even: Thaler and Johnson (1990) describe it as “breaking even” (and, after winning, “house money”); Coval and Shumway (2005) observed it in professional traders, who took more risk in the afternoon after losing in the morning. This app describes the behavior and doesn't claim the reason.

How many trades it takes. Each trade is judged on its own, and the percentage appears once 10 trades have been judged. To say you repeat a pattern you need 30 or more cases (a working proposal, not a statistical threshold): with fewer it's anecdotal.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. If the previous trade closed at a loss and the new one is in the same instrument but the opposite direction, the minutes between them are measured; less than your wait doesn't comply.

What it rests on. After losing, some people take more risk to get back to even: Thaler and Johnson (1990) describe it as “breaking even” (and, after winning, “house money”); Coval and Shumway (2005) observed it in professional traders, who took more risk in the afternoon after losing in the morning. This app describes the behavior and doesn't claim the reason.

How many trades it takes. Each trade is judged on its own, and the percentage appears once 10 trades have been judged. To say you repeat a pattern you need 30 or more cases (a working proposal, not a statistical threshold): with fewer it's anecdotal.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. Planned R:R = distance to your target (take profit) ÷ distance to your stop, both from entry. If the trade has no stop or target, it isn't judged.

What it rests on. The planned risk:reward is expressed in R, Van K. Tharp's (2007) unit. There is no universal “correct” ratio: it depends on your win rate, so it's worth comparing with your actual expectancy.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. Same as the target R:R, but with a different minimum per instrument (looked up by symbol name). An instrument with no declared minimum isn't judged.

What it rests on. The planned risk:reward is expressed in R, Van K. Tharp's (2007) unit. There is no universal “correct” ratio: it depends on your win rate, so it's worth comparing with your actual expectancy.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It's checked in your broker's orders whether the trade had a take profit.

What it rests on. It's a risk-management and operating-discipline practice, with no study that sets the number. You set the limit; the app measures whether you kept it and, with your own data, you can compare how you did inside and outside it.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It checks how each trade closed: by stop, by target or manually. With “avoid” or “prohibited”, closing manually doesn't comply.

What it rests on. The disposition effect — closing winners early and holding losers — was described by Shefrin and Statman (1985) and measured by Odean (1998). Locke and Mann (2005) also found it among professional futures traders. This app reports your behavior; it doesn't diagnose why.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It calculates, per month, what percentage of closed trades were closed manually and compares it with your cap. Shown in Mind.

What it rests on. It's a risk-management and operating-discipline practice, with no study that sets the number. You set the limit; the app measures whether you kept it and, with your own data, you can compare how you did inside and outside it.

How many trades it takes. It counts once per month and needs a minimum number of trades in the period: with few, it isn't judged. A month in progress doesn't count as kept or broken.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It measures how long each trade lasted, in seconds; less than your minimum doesn't comply.

What it rests on. It's a risk-management and operating-discipline practice, with no study that sets the number. You set the limit; the app measures whether you kept it and, with your own data, you can compare how you did inside and outside it.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It measures how long each trade lasted, in hours, with the tolerance margin; more than your maximum doesn't comply.

What it rests on. The disposition effect — closing winners early and holding losers — was described by Shefrin and Statman (1985) and measured by Odean (1998). Locke and Mann (2005) also found it among professional futures traders. This app reports your behavior; it doesn't diagnose why.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. If the market day of the opening differs from that of the close, the trade went overnight and doesn't comply. The market day runs 17:00 to 17:00, New York time.

What it rests on. It's a risk-management and operating-discipline practice, with no study that sets the number. You set the limit; the app measures whether you kept it and, with your own data, you can compare how you did inside and outside it.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It checks whether the market day of the opening was a Saturday or Sunday.

What it rests on. It's a risk-management and operating-discipline practice, with no study that sets the number. You set the limit; the app measures whether you kept it and, with your own data, you can compare how you did inside and outside it.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It checks each trade's direction (buy or sell) against the one you declared.

What it rests on. It's a risk-management and operating-discipline practice, with no study that sets the number. You set the limit; the app measures whether you kept it and, with your own data, you can compare how you did inside and outside it.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It measures how long each trade lasted, in days, with the tolerance margin; more than your maximum doesn't comply.

What it rests on. The disposition effect — closing winners early and holding losers — was described by Shefrin and Statman (1985) and measured by Odean (1998). Locke and Mann (2005) also found it among professional futures traders. This app reports your behavior; it doesn't diagnose why.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. If the previous trade closed at a loss, the new trade's lot is compared with your reference size (with the tolerance margin); bigger doesn't comply. If the previous one wasn't a loss, it complies.

What it rests on. After losing, some people take more risk to get back to even: Thaler and Johnson (1990) describe it as “breaking even” (and, after winning, “house money”); Coval and Shumway (2005) observed it in professional traders, who took more risk in the afternoon after losing in the morning. This app describes the behavior and doesn't claim the reason.

How many trades it takes. Each trade is judged on its own against your reference size. Without a declared base lot, the reference is your typical (median) lot in that instrument and only exists once you have 5 trades in it. The percentage appears once 10 trades have been judged.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. After N consecutive losses in the day, the trade has to be BELOW your reference size (matching it isn't enough). Before that streak, it isn't judged.

What it rests on. Palomäki, Laakasuo and Salmela (2013) describe “tilt” in poker players: after a big loss comes indignation, and then loss chasing. Measuring results after short streaks has a known bias (Miller and Sanjurjo, 2018), so this rule judges your behavior (whether you traded inside your pause) and doesn't predict results. A rule like “if X happens, then I do Y” is an “if-then” plan. Gollwitzer (1999) described how such plans help people follow through, and the meta-analysis by Gollwitzer and Sheeran (2006) gathers 94 tests with an overall effect of d = 0.65. It doesn't say which number suits you: you define that.

How many trades it takes. Each trade is judged on its own against your reference size. Without a declared base lot, the reference is your typical (median) lot in that instrument and only exists once you have 5 trades in it. The percentage appears once 10 trades have been judged.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. Each trade's lot is compared with your reference size; farther than the tolerance margin doesn't comply.

What it rests on. Keeping a constant risk size is a practice described by Tharp (2007) and Vince (1992). The exact threshold for how much variation is “too much” has no study behind it: it is a working proposal and is read against your own plan.

How many trades it takes. Each trade is judged on its own against your reference size. Without a declared base lot, the reference is your typical (median) lot in that instrument and only exists once you have 5 trades in it. The percentage appears once 10 trades have been judged.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. Each trade's instrument name is compared with your list (by name, not by the broker's internal number). A symbol with no known name isn't judged.

What it rests on. It's a risk-management and operating-discipline practice, with no study that sets the number. You set the limit; the app measures whether you kept it and, with your own data, you can compare how you did inside and outside it.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. Each trade's instrument name is compared with your list of forbidden ones; if it's there, it doesn't comply.

What it rests on. It's a risk-management and operating-discipline practice, with no study that sets the number. You set the limit; the app measures whether you kept it and, with your own data, you can compare how you did inside and outside it.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It checks on which weekday you opened each trade: in your time zone if you declared it (or confirm it when saving), and if not, by the market day.

What it rests on. It's a risk-management and operating-discipline practice, with no study that sets the number. You set the limit; the app measures whether you kept it and, with your own data, you can compare how you did inside and outside it.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It checks whether the opening time falls inside any of your windows (written like 09:30-16:00), in your time zone. A window that isn't understood is discarded and, if none is understood, it isn't judged.

What it rests on. No study sets a correct trading schedule. This rule is grounded in your own data: the app can show your expectancy by time slot, and only then do you see how you did, in your history, inside and outside the schedule you chose.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It isn't a rule you keep or break: it's the clock your windows and days are measured against.

What it rests on. No study sets a correct trading schedule. This rule is grounded in your own data: the app can show your expectancy by time slot, and only then do you see how you did, in your history, inside and outside the schedule you chose.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It works out which sessions (Asia, London, New York) the opening falls in, using each market's real time and its daylight-saving change. Sessions overlap: being in one of those you chose is enough.

What it rests on. No study sets a correct trading schedule. This rule is grounded in your own data: the app can show your expectancy by time slot, and only then do you see how you did, in your history, inside and outside the schedule you chose.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It measures the minutes from the session open to your entry; less than your margin doesn't comply. It's measured against the sessions you chose (or all three).

What it rests on. No study sets a correct trading schedule. This rule is grounded in your own data: the app can show your expectancy by time slot, and only then do you see how you did, in your history, inside and outside the schedule you chose.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. It measures the minutes from your entry to the session close; less than your margin doesn't comply. It's measured against the sessions you chose (or all three).

What it rests on. No study sets a correct trading schedule. This rule is grounded in your own data: the app can show your expectancy by time slot, and only then do you see how you did, in your history, inside and outside the schedule you chose.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.

How we measure it. Each opening's market day is compared with your list of dates (YYYY-MM-DD).

What it rests on. It's a risk-management and operating-discipline practice, with no study that sets the number. You set the limit; the app measures whether you kept it and, with your own data, you can compare how you did inside and outside it.

How many trades it takes. Each trade is judged on its own. The compliance percentage appears once at least 10 trades could be judged; with fewer it is shown in gray, as “not enough data”.

Educational content. It describes your behavior with your own data; it is not investment advice and doesn't predict results. Trading involves risk.