2026-06-10 · 7 min read
Session edge, AI coach verdict, and running P&L for 2026-06-10.
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) | 64 | +$8633.40 | +5.88R | +0.092R | 53.1% | 1.48 |
| − single best + single worst | 62 | +$10431.60 | +7.10R | +0.115R | 53.2% | 1.82 |
| − top 4 + bottom 4 (≈5% each tail) | 56 | +$9506.53 | +6.47R | +0.116R | 53.6% | 2.39 |
Trimmed trades: Single best + single worst — removed CPOP +$3409.88 (best) · VSME −$5208.08 (worst). Top 4 + bottom 4 — removed 4 from each tail (by $ P&L).
Broad green session: still clearly green after trimming the biggest movers, so the day was a stack of small plus-EV decisions compounding — not a few home runs.
Session verdict
The eight material trades (5 ≥ +1R, 3 ≤ −1R) explain almost the entire +$8.63k day, with their P&L summing to roughly +$1.94k net after +$11.71k of gross wins and -$9.77k of gross losses, so the other 56 trades contributed about +$6.69k in a much smoother way. The -3.55R VSME at 6:51am PT (-$5.21k) alone is 53.3% of the absolute dollar loss of all eight material trades, while the three big winners (CPOP +2.32R $3.41k at 9:18am PT, KMRK +1.65R $2.42k at 8:21am PT, VSME +1.64R $2.41k at 7:24am PT) together are $8.24k and more than 1.5× that single hit.
The CPOP sequence shows a +2.32R $3.41k at 9:18am PT and +1.05R $1.54k at 10:40am PT, but then a -1.70R -$2.49k at 10:57am PT, turning a ticker that was +$4.95k into only +$2.46k, so over half the realized edge on that name was handed back in 17 minutes. VSME flips from a -3.55R -$5.21k at 6:51am PT to +1.64R $2.41k at 7:24am PT, which means you clawed back 46.3% of the early drawdown on the same symbol within 33 minutes, but that net -$2.80k on VSME still consumes 32.5% of the entire day’s +$8.63k profit.
KMRK’s two material winners (+1.65R $2.42k at 8:21am PT and +1.31R $1.93k at 8:53am PT, both in the $3–5 bucket) add $4.35k with no offsetting ≥1R loser, making that ticker alone responsible for 50.4% of net P&L, which is a very different risk profile from VSME and CPOP where you recycled capital into both big wins and big give-backs. Across time buckets, the bulk of P&L comes from 7:00am-10:30am PT (7:00am-7:30am $2.57k, 8:00am-8:30am $3.84k, 8:30am-9:00am $2.32k, 9:00am-9:30am $4.72k, 10:00am-10:30am $836.70), so the day’s risk and edge are concentrated in that 3.5-hour window where all eight material trades actually occurred.
Significance and conceptual math
Breakeven $ win rate from the session’s average win/loss ($779.99 / -$596.21) is 43.3%, and you printed a 53.1% $ WR (34/64), so you had a 9.8pp cushion over what your payoff ratio requires to not lose money. Session E[R] at 0.092R on 64 trades implies about 5.89R of expected value captured, versus the baseline E[R] of 0.058R which would have given only about 3.71R on 64 trades, so you extracted roughly 2.18R more than your own 90-day norm.
With a profit factor of 1.48 today vs the 1.37 baseline, each dollar of loss generated $1.48 of gain instead of your average $1.37, which is consistent with the last-7d profit factor of 1.75 already trending above the prior-30d 1.30. The session win rate of 53.1% vs baseline 47.3% (z = 0.927, p ≈ 0.3540) is not statistically distinct on its own, which points to today’s P&L coming more from the distribution of R-magnitudes (the +2.32R and multiple +1.3–1.65R trades) than from simply hitting many more winners.
The eight material trades have a dollar win rate of 62.5% (5 winners, 3 losers), which is 9.4pp above the day’s overall 53.1%, and that gap shows that your bigger-sized or more extended setups hit at a higher clip than the small ones. The three largest losers (-3.55R -$5.21k VSME, -1.70R -$2.49k CPOP, -1.41R -$2.07k DSY) total -8.66R and -$9.77k, while the five material winners (+2.32R +$3.41k CPOP, +1.65R +$2.42k KMRK, +1.64R +$2.41k VSME, +1.31R +$1.93k KMRK, +1.05R +$1.54k CPOP) sum to +7.97R and +$11.71k, so a net edge of only +0.69R among the trades that mattered.
That +0.69R from material trades against a session E[R] × n of about +5.89R implies that the sub-1R trades quietly contributed around +5.2R, which is where most of the unglamorous grind actually came from. Last 7 days (excluding today) show PF 1.75 and WR 49.7% vs prior 30 days PF 1.30 and WR 45.5%, so today’s PF 1.48 and WR 53.1% sit between the hot 7d run and the older baseline, matching a regime of higher payoff per loser without a dramatically different win rate.
The $10–15 and $1–2 buckets both printed about $5.1k ($5.08k and $5.29k respectively) on 12 trades each, but the $10–15 bucket did it with a 75.0% WR while $1–2 did it with 58.3% WR, implying that your edge in higher-priced names is more about hit rate, while in low-priced names it is about fatter R-multiples like the +2.32R and +1.05R CPOP. Price bucket $2–3 (n=13, $477.99, 53.8% WR) and $5–10 (n=9, $958.54, 55.6% WR) look mediocre compared to their neighbors in both dollars and win rate, and that lines up with one of the largest losers (CPOP -1.70R in $2–3) sitting in a bucket that otherwise did little to move the day.
N=64 is small enough that the WR z-score of 0.927 vs baseline can easily be noise, but the combination of improved average R (0.092R vs 0.058R baseline) and the 7d PF step-up from 1.30 to 1.75 shows that recent sessions, including today, are converting each unit of loss into more profit than the 90-day norm.
What you might have missed
If you strip out the two KMRK winners (+1.65R $2.42k and +1.31R $1.93k), net P&L drops from +$8.63k to about +$4.28k, meaning 50.4% of the day came from a single ticker that never drew down ≥1R against you. By contrast, the entire VSME campaign (one -3.55R -$5.21k and one +1.64R +$2.41k) nets to -$2.80k, so one symbol consumed 32.5% of the day’s final profit even though it also produced a material winner, which is a much harsher risk-return ratio than KMRK.
The eight material trades generated only around +$1.94k of the +$8.63k net, so approximately 77% of the day’s dollars came from the 56 trades smaller than 1R, which is unusual given how visually dominant the -3.55R and +2.32R look on the blotter.
One thing to try next session
For the next session, cap each ticker at one ≥1R re-entry after a realized ≥2R gain or ≥2R loss on that same name (e.g., after a +2.32R winner in CPOP at 9:18am PT or a -3.55R loser in VSME at 6:51am PT, allow at most one more ≥1R attempt, then lock the symbol for the day) and then log how that rule would have changed the net on sequences like VSME and CPOP where you both made and gave back multiple R.