2026-06-22 · 4 min read
Session edge, AI coach verdict, and running P&L for 2026-06-22.
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) | 42 | +$1760.76 | +1.47R | +0.035R | 53.7% | 1.44 |
| − single best + single worst | 40 | +$1049.53 | +0.87R | +0.022R | 53.8% | 1.33 |
| − top 3 + bottom 3 (≈5% each tail) | 36 | +$225.19 | +0.19R | +0.005R | 54.3% | 1.10 |
Trimmed trades: Single best + single worst — removed NXTS +$1551.82 (best) · EHGO −$840.59 (worst). Top 3 + bottom 3 — removed 3 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
Your entire net came out of one position. NXTS made $1.55k at +1.29R off a 9:40am ET long, and the day closed at $1.76k net across 42 positions — so the other 41 positions together added only about $210.
That one name was the right one to lean on: NXTS opened at $4.92, ran to $11.14 for a +126% move, made its high at 8:49am ET and then held it, closing at $10.59 and retaining 91% of the move. Entering at 9:40am, after the high was already in, you were buying a name that had already proven it would not give the gains back, and you captured a real share of it on a 0.9M-share float that traded $115M.
That is the cleanest read of the day, and it is skill rather than luck — there were larger percentage moves on offer and you went to the one that actually paid.
Around that single trade the book was essentially a wash. The 41 non-NXTS positions, at a 52.4% win rate and 1.44 profit factor, netted roughly $210 combined — a lot of small two-sided trades that cancelled each other out.
The day looked busy on the surface: the two biggest movers ran +200% and +166% from the open, but both made their highs before 5am ET and retained only 27% and 21% of those moves, so the headline percentages were premarket spikes already gone by the time the regular session began. Eight runners cleared +30% today, and NXTS was the only one to keep more than 90% of its move (one other held 100% off a midday high).
Putting your one decisive trade into the day's best-holding mover, rather than reaching for the bigger but already-dead premarket numbers, is the correct instinct — the rest of the session just didn't add to it.
One structural note worth keeping in view: your 11:00-11:30am ET window has been green on 13 of the last 16 days it was traded, +$13,961 over the trailing 20 days — one of your most reliable stretches. Today it was a small loss there, -$318 across 6 positions, which against that record reads as ordinary noise rather than a crack in something that usually works.
Across the last two weeks the divide among runners is about when the high prints, not how big the move is. Of the 11 runners that made their highs before 7am ET, every one retained under 51% of its move and 6 closed below their open; of the 11 that held 70% or more of their move into the close, 8 made their highs at 8am ET or later.
Float didn't sort them cleanly — one runner held 100% on a 53M-share float while several sub-2M-float names bled out — the timing of the high did. NXTS fits the holder profile exactly: an 8:49am high that survived to the close at 91% retained, and you were long into it at 9:40am rather than fading the premarket toppers that dominated the move rankings but returned nothing after the open.
Your single best decision today lined up precisely with the two-week pattern.