The failure · 25 February 2026
February cost 42.9%.
Account B's maximum realized drawdown was −$34,128, reached on 25 February 2026. Before March there was no intraday stop-loss rule. Losses could accumulate past any daily threshold, and they did.
Schematic, not to scale. Exact figures in the record.
The fix · March 2026
Then I wrote the rule down. 2% a day.
A daily loss limit, plus a three-losing-day handoff. Same month, replayed against the line that didn't exist in February. This is the part most records stop at.
Same schematic. Highlighted segment is where the curve breaches the limit.
What the fix missed · after March
The rule didn't hold every day.
Days losing more than 2% of equity still happened after the rule was adopted — about four in Account A and nine in Account B. The rules reduced neither the need for monitoring nor the importance of disclosure.
Account A · days over 2%
Account B · days over 2%
Each square is one trading day in a schematic field; lit squares are the days that lost more than 2%. Counts are exact.
The process · 09:30 to 10:30
One hour. One setup. No exceptions.
Short-duration trades in liquid US equities. Opening-range breakouts and 9 EMA / VWAP breakouts, confirmed with cumulative volume delta divergence and a 200 EMA trend filter. Executed in clips, mostly in the first hour after the open.
Schematic tape. Illustrative sequence, not a trade log.
The research · validation
A branch I froze instead of traded.
Walk-forward and Monte Carlo validation. On Nasdaq opening-range trades, range size, direction and VWAP slope held up under robustness testing. Execution overlays did not show a confirmed edge, and that branch was frozen rather than deployed.
Illustrative simulated paths. One branch frozen; the rest were never traded. Hover, tap or focus the fan and use ← → to read any path.
Verification
Check the numbers. Then discount them.
Everything above is a summary. The record holds the tables, the month-by-month series and the risk statistics. Evidence can be reviewed without publishing client identifiers.
- 01Full trade history for both accounts, masked CSVs.
- 02Same history synced in TickerScribe, available for a guided review.
- 03Broker statements requestable from the account holders.
Limitations, stated plainly: two accounts, one five-to-eight-month window, realized P&L only, net of commissions and fees. Past results do not guarantee future results.