The best-documented mistake in trading has a name, a forty-year paper trail, and a fix you can measure in your own journal.

The most active traders in the largest study ever done on individual investors earned a third less than the market. The reason was not skill.

Kahneman and Tversky measured how much more a loss hurts than a gain pleases. The number explains most of what goes wrong after a red trade.

A clinical study of day-traders found the ones who felt their wins and losses most intensely traded worst. What that means for the moments after a red trade.

Thirty years of research on how experts get good agrees on two conditions — and normal trading provides neither of them.

A meta-analysis of 94 studies found a simple “if this, then that” plan roughly doubles follow-through. Trading rules are exactly that kind of plan.

Sample size, overlapping conditions and the point where results stop moving — without pretending there is a magic number.

Most people practise reaching the target. The rule that actually ends attempts is the one that resets every morning.

The trade after a loss is the most expensive trade most people take. The journal can prove it — but only if you label it.

The largest one-day fall in gold for three decades, replayed one candle at a time. A lesson in what a "pullback" looks like from the inside.

Five ways traders leak future information into a backtest, and how the replay is built to close each one.

Session recovery, seconds timeframes, verifiable certificates and a lot of accuracy work. A plain-English tour of the last three months of releases.