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It will be tied to the number of trades, not time period. Let's say when we have 100+ trades which I believe most people unlikely consider a "lucky streak", then this TA question is welcome to be raised again. :) P. S. I may well be wrong in my style of the thread chosen, but it's chosen...

I appreciate your understanding. PnL thread would have performance rather fragmented while I want to keep it in order here on ET. I promise that when we have enough sample size which most people will accept as serious proof and unlikely a random streak, TA matter will be discussed (or...

Let's do results first, then argue was it objective TA or not. That's the idea to keep things in a logical order, because I don't want to argue about the particular method used now until results are in place. :)

I am sorry, explaining why exact setups are taken is not the purpose of this journal. I created another thread (linked in this one a few pages up) for the sake of general TA discussion and think questions related to setups (if any) are more appropriate there. This thread is for plain results...

Al Brooks and the gang are pretty much subjective in their trading. While the idea behind this journal is only trade 100% objective signals with no subjective element involved (I force myself to exclude it from the equation completely and rely solely on the plan). Still believe people who...

Kudos to you for doing it much better over the same period of time in NQ. :) I agree that subjectively NQ was moving nicely in June so far, however this journal assumes using limited signals of a very mechanical fashion for a very defined purpose and good or not, every move that doesn't...

And I still say that. Of course I understand that on ET if you don't make up to your annual claim immediately during the 1st week you're branded as a loser forever. :D

Stats mostly. Yes they went ITM somewhat as scalps, but not enough to justify exit. No biggie, occasional streaks are included in the stats and either change it accordingly or stay as a negligible random element. Reality of trading (for me at least) is we never know where and how far exactly...

11 months and 2 weeks to go. :D Let's judge real sample sizes when we have them, not streaks of a dozen trades. My purpose is make it as real so that even Surf admits it's 100% legit. :)

I think of them as tactical elements of the overall financial strategy.

Plans are supposed to be developed in parallel, to supplement each other, that's it. It's a common sense and responsible to have diversified sources of income.

Two trades today for a total of -4 handles.

Yes, absolutely. Trading is great, but it's not passive income, rather a profession, so plans B and C are a must if we're serious about our lives.

Yep. Day trading is nice, but I would find it scary to rely solely on day trading for the rest of life as the only income. The safest way is extract money from the markets and transfer at least part into "real" economy. Endless compounding is great... in theory. :D

Long-term investments in some stocks, real-estate and similar obvious routes of diversification. Hopefully some venture investing in future for me as well.

Yea, when risk per trade is pre-defined by hard stops and trades are only performed during RTH it makes sense to use aggressive risk management and exploit the risk capital maximally rather than seemingly decrease risk by exposing more capital to Graham risk (permanent loss of capital).

It's a case where my trading is as mechanical as it never was. Almost "TA quant" approach so to say. Did it for particular reasons fully aware returns would dip during the period of adaptation. Hopefully increase over time though. :)

I prefer the most popular time-frames to trade to see what many other eyes see. Agree on equation, but that's more on the research stage. When it comes to real-time execution you simply act as an algorithm: if A then B etc.

I appreciate Pekelo's independent audit. :) Also will provide pretty much the same information myself in the end of report periods (months/quarters/years), because it only makes sense with enough sample size. Result of 9 and even 20-30 trades is pretty much random.

As we roll to U3 contracts in SIFs today the numbers in the analysis above should be adjusted accordingly.