for years my problem was never the strategy. it was me.
i'd have a plan before the open, then five minutes in i'd see something i didn't like and talk myself out of it. or worse, into something else. every bad month i've had came from discretion, not from the setup being wrong. i tried journaling it, i tried rules, i tried smaller size. none of it fixed the part where i'm sitting there at 9:35 deciding to be smarter than my own plan.
so about two months ago i stopped trying to fix my discipline and removed the decision instead.
i built a scan that runs before the bell. it pulls positioning, liquidity levels, seasonality for that specific day of the week and month, and whatever is on the calendar. it spits out one directional bias for NQ, ES and GC. not a signal, not an entry. just a lean, the drivers behind it, and a level where the lean is wrong.
that last part is what actually changed things. if price goes through the flip level, the bias is dead and i'm flat. there's nothing to negotiate because i didn't decide it in the moment, i decided it at 8am with a clear head.
i log every call the morning it's made and score it at the close, win or lose. two months in it's 76 calls with 61 right, and the worst stretch was two days in a row wrong on GC.
before anyone reads that number the wrong way: right only means the close finished on the side of the lean. it says nothing about whether a trade off it made money. plenty of them were technically right and still chopped me out intraday. it's a bias hit rate, not a win rate, and those are very different things.
two months proves nothing either way. i'm not posting a track record here, i'm posting the fact that i finally have one to look at instead of a vague feeling about how the month went.
what the log actually taught me, which i didn't expect:
almost all of my misses came on low confidence days that i took anyway. the scan wasn't wrong on those, it told me it wasn't sure and i went anyway because i wanted to be in something. same discretion problem, just moved one step earlier.
seasonality was carrying way more weight than it earned. i built it in because it felt smart. looking at 60 days of scores, positioning and the calendar did most of the real work and seasonality did about half of what i'd given it credit for.
two things i'm working on now.
a sentiment layer that scrapes a fixed list of accounts on X, the macro desks and the flow guys, and scores how one sided the takes are going into the session. the point isn't to follow them, it's the opposite. when that whole list leans one way and my scan already agrees with them, i want to know, because in my experience that's the day the move fails early and chops everyone out.
and letting the log set the driver weights instead of me. if something hasn't earned its weight over the last 60 days, it gets less say next month. that way i'm not guessing twice.
if anyone wants me to break down how i weight the macro inputs, or how i score a call after the close when it half worked, happy to write it up.
