30 Points on Monday. Done by Tuesday. Good Friday!
After last week, that sentence felt like it needed to be said plainly before anything else.
Five funded accounts gone. New evaluations bought. The only goal this week was to pass them, or at least get close enough to matter. Monday delivered first. The model showed up on the ES but price wasn’t coming back to the entry. I pulled up the NQ and it was telling the same story, except there, price had already returned. I used that as confluence and got in on the ES. 30 points.
Tuesday came with its own kind of test.
The Asian session was moving hard. ES had run over 35 points, taking out the daily low that formed when New York closed out its PM session earlier in the day. My model set up perfectly after that sweep. I took the trade. Exited at the liquidity void created when the market reopened. 21 points.
The evaluation targets were hit. Week over by Tuesday. Good Friday without a single blown account to carry into the weekend.
The Monday trade was clean. The Tuesday trade worked too. But those are different things.
Taking the NQ as confluence to get an entry on the ES was the right read at the right moment. That’s the model working the way it’s supposed to. I hadn’t leaned on that cross-instrument read in a while, and it was good to see it land.
The Tuesday trade is the one I need to sit with.
I broke my session rule. I’ve been consistent with it, which made it easier to rationalize in the moment. My thinking was: the setup is too good to pass on. And underneath that was something I didn’t want to admit right away. I had this belief that when my model shows up this clearly, it can’t be wrong. That’s the part that concerns me. Not that I bent the rule once, but that I bent it because I convinced myself certainty was high enough to justify it.
It wasn’t discipline failing because the model didn’t show up. It was discipline failing because the model did show up and I decided that changed the rules.
That’s harder to fix. And it’s already happened once too many times.
Going into my first funded week, the behavioral KPIs are the priority. All five get checked daily, not just the one I broke this week.
But I want to be specific about which KPI carries the most risk right now, and it’s not the session rule. It’s contract size. MES only. No exceptions, no situational logic, no account where ES briefly makes sense. The session rule failure this week was costly in terms of what it revealed. A contract size failure on a funded account is the kind of thing that ends the run before it starts.
The check next week is simple: did every single trade this week touch only MES?
That’s the one.