Weekday, session, and market expectancy for contract size

Set the target before the room or the size

A personal success definition was written first as a countable daily and weekly net-profit target. Room choice and contract count came only after that target existed.

Keep only rooms that can be authenticated

Of 422 rooms inspected, 262 had no track record at all. Later cuts left 16 rooms whose real-time trades showed complete entries, targets, and stops that could be authenticated and replicated.

Measure average trade profit by weekday, session, and market

Average trade profit is the mean result per contract inside a defined bucket such as one weekday, one session, or one futures market.

Average trade profit computed separately for each weekday showed large day-to-day gaps. Contract size was then weighted toward stronger days and reduced on weaker ones.

In the same market, morning and afternoon average trade profit could differ enough to justify shrinking or skipping one session while leaving the other sized.

When one room traded more than one market, average trade profit differed by product, so a larger fixed contract count was reserved for the stronger series.

Use expected value to scale a fixed-lot baseline

Expected-value sizing treats rolling average trade profit as the input that scales a fixed-contract baseline, rather than giving every signal the same lot count. Expected value uses average profit per trade, bucketed by day, session, and market, as the expectancy input that decides whether size stays small or expands.

Fixed contract sizing keeps a one-lot or other fixed-lot baseline and changes the contract count only after expectancy, stop distance, and account capacity are known.

Volatility position sizing scales lot count after measuring how uneven results are across weekdays, sessions, and markets, so exposure is bounded before the order is placed.

Align real-money size only after a rolling window

One hundred to two hundred simulated live replications, plus a rolling average-trade-profit window, were used before real-money size was aligned to contemporary expectancy.

A rolling window drops the oldest observations as new trades arrive so the expectancy used for size stays current.

Put stop distance and exposure inside the size decision

Listed common failures include having no plan before entry, inadequate capital or money management, and unused protective stops, which place stop distance and exposure inside the size decision.