u/Various-Upstairs9019

third round of this. passed the eval again last month, got the funded account, blew it day 4 with the same mistake i made on funded #1.
sat down with the data this weekend. pattern is identical across both blown funded accounts:
days 1-3: traded smaller than plan, 55% win rate, up ~1.8R total
day 4: took an "oversized conviction" trade at 2.5x plan size. lost
day 4 (90 min later): doubled down to "get back to flat." catastrophic loss. account dead by close
both funded accounts. same fingerprint. day 4. oversized conviction trade. revenge trade. dead.
the eval phase is fine because i'm scared. funded phase i stop being scared because "i passed, i belong here now." that confidence kills me on day 4 every single time.
for round 4 i'm forcing a hard rule: first 10 days of funded, max position size 1x plan, no exceptions, doesn't matter how good the setup looks. discipline scaffolding for the exact window where i historically blow up.
anyone else find their failed funded accounts follow a pattern they didn't see until after? curious if "pass the eval, forget to stay disciplined" is universal or just my flavor of broken.

3 years swing trading, mostly mid-cap stocks. account has been grinding sideways even though my win rate is 52% which should be plenty for swing.
finally did a real audit on hold times and exits last weekend. it kind of broke my brain:
avg hold time on winners: 6.2 days
avg hold time on losers: 14.1 days
avg R on wins: +1.1R
avg R on losses: -1.9R
i've been holding my losers more than 2x as long as my winners. and letting them run almost 2x deeper than my plan said. on winners i was clicking sell the moment price hit my first target out of "let me just lock in the profit" fear. on losers i was telling myself "swing trades need patience, give it time" right up until it stopped me out at -2R.

the screenshot is from a journal i've been testing for a few months. it flagged the asymmetry automatically and showed me the trade-by-trade breakdown. i'd been keeping a spreadsheet for 3 years and never once put hold time against R like that myself.
what i'm doing now:
hard rule. my losers get the same average hold time as my winners. if i wouldn't hold a winner past day 7 i don't get to hold a loser past day 7. and i write my exit target IN ADVANCE for winners and don't move it until the trade closes.
4 weeks in, average R on wins went from 1.1 to 1.6. feels like the difference between an account that compounds and one that just stays alive.
anyone else find a hold-time asymmetry when they actually measured it? curious if it's universal or i was just weirdly broken

probably the wrong sub for this since i'm not running algos but you guys are the only people who'd actually care about the methodology so here we are.
short version: i'm discretionary, got tired of treating myself like a black box, spent 8 months trying to put actual numbers on my own behavior the way you'd put numbers on a strategy. ended up with what's basically a 36-dimensional behavioral profile of myself updated from my trade data and notes.
n = 412 trades over 8 months
things that surprised me:
probability of a low-quality entry in the 15 min after a loss is 2.1x my baseline. half-life around 30 min. monotonic decay. clean enough that i pulled the data twice to make sure i hadn't messed up

position size autocorrelates with the previous trade's outcome. after a win i size up 18% on average. my plan says fixed sizing. didn't know i was doing this until i measured it

some traits look stable (patience, conviction-following), others fluctuate with PnL (risk tolerance, rule adherence). the stable ones feel like personality. the unstable ones feel like state. you can literally see them drift week to week

my self-rated discipline (nightly /10 score) has near-zero correlation with my MEASURED discipline (rule violations per trade). i think i'm doing better than i am, every single week

the part that actually feels significant: these autocorrelations are too strong to be noise. "i'm discretionary so my behavior is random" is just empirically wrong, at least for me. there's a system in here whether i designed one or not.
the tool that's been building this profile for me is daules. it scores 36 traits from trade data and notes and tracks how they drift over time. wasn't sure going in if 36 is redundant or each axis carries real signal. results suggest the axes are surprisingly independent.
n=412 is one trader so genuinely curious if anyone else here has tried measuring themselves as a system. is the half-life shape consistent across people? does the stable vs state split hold up? do quant traders who also trade discretionary see autocorrelation in their human side?

Five years in. Funded once, blew it. Got funded again, blew it. Saved up another 10k myself, blew that one in 11 weeks.

Last weekend I forced myself to actually look at every single trade instead of just feeling sorry for myself for a few days and starting over like I usually do. Revenge trades. I knew about them. I had a literal rule against them written in my plan. I broke it 14 times and those 14 trades killed three accounts.

The thing that actually got me is that I knew. Like fully knew. I'd read about revenge trading, I'd warned other people about it, I had it written down. None of that mattered because the 20 minutes after a loss is exactly when my brain is the least capable of following any rule I made when I was calm. Reading about it doesn't fix it. Writing the rule doesn't fix it.
Started forcing a 30 min cooldown after any loss. Phone alarm goes off, I have to physically walk away. Six weeks in. Zero revenge entries. Account's small but for once it's not actively dying.

If you've blown an account or three, I'd really recommend just sitting down and looking at whether a small handful of trades did most of the damage. I'd bet money it's the same for most of us.

Been at this about 5 years. Account's basically flat. Win rate around 47%. Felt like I was learning but the number wasn't moving and I couldn't figure out why.
Sunday I just sat down and looked at when I actually make money during the day. Split everything by hour. Honestly kind of broke me.

Jan2025-Dec2025

Morning open (9:30 to 10:30): 38 trades, won 32% of them, down 4.2R
Late morning (10:30 to noon): 71 trades, 41% win rate, down 1.8R
Lunch (noon to 2): 22 trades, 55%, basically flat
Afternoon (2 to 4): 69 trades, 58% win rate, up 12.4R

Every dollar I made this year happened between 2pm and 4pm. The other six hours I'm literally paying the market to keep me company. And the worst part is I've been calling myself a "morning trader" because that's just when I started trading. The data is telling me I'm a 2pm guy who keeps showing up at 9:30 out of habit.

Despite like the market being very volatile, i actually turned everything around and started trading 2026 very differently. Look at the results!