2026-05-27 · 6 min read
Session edge, AI coach verdict, and running P&L for 2026-05-27.
Trim Review
How much of today's result was carried by a few outliers? The table recomputes the core session stats with the biggest movers removed. Trimmed rows are colored vs baseline: green = holds most of the move, amber = meaningful erosion, red = collapses or flips sign.
| Scenario | Trades | Net P&L | Total R | E[R] / trade | $ WR | PF |
|---|---|---|---|---|---|---|
| Baseline (all trades) | 80 | +$5592.96 | +9.12R | +0.114R | 45.0% | 1.72 |
| − single best + single worst | 78 | +$1715.68 | +2.80R | +0.036R | 44.9% | 1.25 |
| − top 4 + bottom 4 (≈5% each tail) | 72 | +$585.66 | +0.96R | +0.013R | 44.4% | 1.11 |
Trimmed trades: Single best + single worst — removed ASTC +$4747.72 (best) · ASTC −$870.44 (worst). Top 4 + bottom 4 — removed 4 from each tail (by $ P&L).
Top-heavy green session: most of the P&L came from a handful of outsized trades; the broader distribution was only modestly plus-EV. Real but concentrated edge.
Session verdict
The headline numbers (net $5.59k on 80 positions, $ win rate 45.0%, PF 1.72) show a profitable day that was heavily concentrated in ASTC rather than broad edge across symbols. The ASTC +7.75R $4.75k win in the $5–10 bucket and the three other ASTC winners at +1.94R $1.19k, +1.42R $871.09, and +1.37R $837.53 account for most of the positive P&L.
The two ≥−1R losers (ASTC −1.42R −$870.44 in $5–10 and QTTB −1.07R −$654.92 in $10–15) were large enough to matter but together were much smaller than the +7.75R outlier, so ASTC still dominated the day’s result. Outside those 6 material trades, the remaining 74 positions net about −$1.34k (since $5.59k total minus ~$6.93k from material winners plus ~$−1.53k from material losers), which means the non-material book was a slight drag.
The $10–15 bucket being red at −$1.14k with only 33.3% WR, despite a strong overall PF of 1.72, shows that this price band underperformed even as the day’s headline metrics looked strong. The $15–20 bucket at n=13, +$2.21k, and 61.5% WR is driven largely by the two ASTC winners in that band (+$871.09 and +$837.53), so the apparent strength in that bucket is mostly the same ASTC tape, not a diversified set of names.
Overall, the P&L is positive mainly because of a small cluster of ASTC trades layered on top of an environment that, on the remaining 74 trades, lines up with your weaker recent 7d profile (WR 40.6%, PF 0.88).
Significance and conceptual math
Today’s 45.0% $ win rate on 80 trades is statistically indistinguishable from your 47.1% baseline (z = −0.378, p ≈ 0.7051), so the +$5.59k outcome comes from payoff distribution rather than accuracy. Your E[R] of 0.114R is about 3.7x your 0.031R baseline, and the 6 material trades alone sum to roughly (+7.75R +1.94R +1.42R +1.37R −1.42R −1.07R) ≈ +10.0R, which is where most of that expectancy gap sits.
If you strip out those 6 material trades, the remaining 74 trades implicitly run at negative expectancy because $5.59k total minus about $6.93k from the 4 material winners plus about −$1.53k from the 2 material losers leaves roughly −$1.34k on the smaller trades. The average $ win/loss of $372.09/−$177.32 gives a breakeven win rate of 32.3%, so your 45.0% WR gives about a 12.7pp cushion, but the P&L impact of that cushion is dominated by the ASTC cluster rather than evenly distributed across 80 positions.
The 6 material trades are 7.5% of today’s 80-position sample but they account for roughly ($6.93k−$1.53k) ≈ $5.40k, or about 97% of the $5.59k net, indicating extreme concentration in a few outcomes. The price-bucket breakdown shows that $5–10 (n=31, +$4.19k, WR 41.9%) and $15–20 (n=13, +$2.21k, WR 61.5%) generated $6.40k combined, more than the entire day’s net, and at least four ASTC trades sit in these buckets, so most of the dollar edge is tied to that symbol and price zone.
In contrast, the $10–15 bucket at n=18, −$1.14k, WR 33.3% and the $1–2 bucket at n=3, −$148.43, WR 33.3% together subtract about −$1.29k, which resembles the recent 7d drawdown pattern (WR 40.6%, PF 0.88) more than the prior 30d (WR 45.7%, PF 1.13). With today’s PF at 1.72 vs the 7d PF of 0.88 and prior-30d PF of 1.13, the session breaks the recent downswing on P&L mainly because of an unusually large +7.75R tail event, not because of a broad win-rate recovery across all trades.
Because all 80 trades share an "unknown" hold bucket, the regime contrast in the data lines up with symbol and price-band differences (ASTC in $5–20 vs the rest of the book) rather than any measured change in hold times.
What you might have missed
The 31 trades in the $5–10 bucket generated $4.19k with only a 41.9% WR, so that single price band produced roughly three-quarters of the day’s $5.59k net despite sub-coinflip accuracy. Meanwhile, the 18 trades in $10–15 and 3 trades in $1–2 combined for −$1.29k at 33.3% WR, which means that activity in those cheaper bands offset a meaningful chunk of the ASTC-driven gains.
The 6 material trades are under 8% of your 80 positions but contribute around 97% of your net P&L (about $5.40k of $5.59k), so the day’s result is dominated by a handful of outcomes rather than the behavior of the full sample. That degree of concentration is much higher than what you would infer from a 3838-trade baseline, where expectancy (0.031R) is much lower and depends less on single-session tail events like today’s +7.75R ASTC trade.
One thing to try next session
Next session, if you see a symbol generating multiple ≥+1R trades in the $5–20 band while other buckets (like today’s $10–15 and $1–2, which together lost about −$1.29k) are net red, explicitly flag that name as a session leader and cut your size in the lagging price buckets by about 50% for as long as the leader is active, so that more of your risk is allocated to the concentrated regime that produced roughly $5.40k of today’s $5.59k net and less to the −$1.34k background.