The opening paragraph
Only the most recent public fills are visible in this data covered. You're up $828 on $124k, which is genuinely profitable—but the data covered reveals something uglier: you paid $286 in fees to make $1,154 in gross profit, meaning fees ate 24.77% of your edge. You opened 435 closed episodes in roughly 7 hours on May 6-7, 2026. That's not trading; that's slot-machine velocity with a slight positive tilt.
The greatest hits
- HOOD short on xyz: the -$77 masterclass in conviction. You shorted it at $78.26, it went to $78.96, you exited at the structural stop. Max notional was $5,460. The data-covered drawdown on that single trade was brutal relative to your account size, and it was oversized. Then you chased it five more times across different venues because apparently the first loss wasn't instructive enough.
- Five INTC re-entries in 2.5 hours. Closed at $112.98, reopened at $112.95 (+$21). Closed at $113.51, reopened at $113.49 (-$5.84). Closed at $113.50, reopened at $113.43 (+$54). Closed at $112.58, reopened at $112.44 (+$66). Closed at $111.85, reopened at $111.19 (-$0.76). You made $135 net on those five re-entries, but the pattern is pure FOMO—you couldn't sit still for 2 minutes.
- Revenge trades after losses. Lost $77 on xyz:HOOD, opened cash:INTC at $8,956 notional 12 minutes later. Lost $20 on cash:META, opened cash:SILVER at $8,721 notional. Lost $21 on cash:EWY, opened hyna:BTC at $13,518 notional. You were playing whack-a-mole with your emotions, not your edge.
- Averaging down HOOD short twice in 22 seconds. Opened short at $78.997, added at $79.055, then added again at $79.053. You averaged *up* into a short position—paid more to short the same stock—and closed at -$0.86. This wasn't scaling; it was panic-adding.
- US500 long: five adds in 1m46s, all within 6 cents of entry. You added 0.007 contracts five times, each time convinced the next micro-fill would be the one that mattered. Max position was 2.618 contracts. Closed at -$0.32. The data-covered trough on that episode was negligible, but the behaviour was pure noise.
The pattern
You have a genuine edge—cash:INTC and xyz:INTC are your workhorses, both primary edges with 46%+ win rates and real profit. But the data covered shows you cannot tolerate being out of a position. Every loss triggers a re-entry or a revenge trade into something else. Every small win triggers a re-entry. You're adding to losers in real time, closing and reopening the same trade within minutes, and sizing positions as if you have infinite capital. The 435 closed episodes in 7 hours means you're treating this like a slot machine, not a strategy.
The reluctant compliments
- The edge is real. cash:INTC at +$314.59 on 92 episodes and xyz:INTC at +$167.20 on 61 episodes prove you can read these instruments. Your win rate on cash:INTC is 46.74% but your profit factor is 1.76—you're making 2x as much per win as you lose per loss.
- You can catch reversals. The top win on xyz:INTC at +$66.72 came after averaging down and a FOMO re-entry. You entered at $112.44 after closing at $112.58, the trade went to -0.18% MAE and then ripped to +1.37% MFE. That's not luck; that's reading momentum.
- The simulated 4% risk model shows +$32k gross. If you could sit still and let positions breathe, the data covered suggests your edge would scale linearly. You're not broken; you're just unable to hold.
The verdict
You're a profitable trader with a 7-hour attention span and a revenge-trading habit that's currently masked by a positive expectancy. The data covered shows you'll make money until the day you don't—and when you hit a 13-loss streak (which you already have), the re-entries and oversized revenge trades will evaporate the edge in one session. Tighten the leash on re-entries, or the next data covered will tell a different story.