Position sizing, risk-reward ratios, drawdown management and long-term capital preservation.
A complete guide to overnight risk for traders holding positions through gaps, news events, and weekends. Covers sizing down into the close, instrument-specific rules for Gold, Oil, NQ, and BTC, and the pre-close checklist that protects your capital.
One change. Three seconds per trade. Twenty-nine thousand dollars in difference. This is part of our forensic series on 1,797 real prop firm trades from 12 anonymised accounts placed between September 2024 and March 2026. Six accounts passed. Six breached.…
The complete framework for scaling out of winning trades. When to take partial profits, how to manage the remainder, and the exact rules that prevent you from giving back gains — without closing too early.
Maximum Adverse Excursion (MAE) tells you exactly how far winning trades typically move against you before recovering — and uses that data to set better stops. A complete guide to collecting, analysing, and applying MAE data to your ICT trading.
The most important shift in a trader's development is not a new strategy. It is treating trading like a business — with proper infrastructure, written processes, performance metrics, and professional operating disciplines. Here is the complete setup guide.
The 7 trading performance metrics that actually matter: expectancy, win rate, R:R, profit factor, max drawdown, MAE, and trade frequency. Learn how to calculate each, what targets to aim for, and how to build a performance dashboard.
MAE shows where your entries are inefficient. MFE shows where you're leaving money behind. This advanced trade review guide covers the exact metrics, weekly structure, and monthly analysis that transforms a journal from a record into a performance system.
Every profitable strategy produces drawdowns. The question is not how to avoid them — it is how to survive them with your capital and psychology intact. This is the complete tiered drawdown management system.
How to structure trades where you can be wrong 60% of the time and still be profitable. A complete guide to asymmetric risk including the expectancy framework, ICT setup structure, and trade management rules that protect your R multiples.
How to set a weekly loss limit that protects your capital and actually holds. Covers threshold calculation, behavioural anchors, the psychology of why most traders ignore their own limits, and how to enforce yours mechanically.
How to use the Kelly Criterion for optimal position sizing in trading. Covers the full formula, why fractional Kelly is essential, how to calculate it from your actual win rate and R multiples, and how to use it as an edge validation tool.
A 40% win rate strategy can be highly profitable. A 70% win rate strategy can be destroying your account. The number that matters is expectancy — and this guide shows you exactly how to calculate it from your journal data.
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