The journal the book runs on, in Excel and as a Google Sheets copy. Every trade, the totals net of fees, and the paper-to-live gate, with eighteen sample rows so every column has something to show before your first session.
The Google Sheets link opens a “Make a copy” page; the copy goes into your own Drive. The Excel file also opens in LibreOffice and Apple Numbers.
Run before every entry: nine sections, from the universal gates through the three signals to the final lock, each line answered Y or N.
One row per trade, thirty-eight columns in four groups, each answering a question the post-mortem will ask.
Dozens of KPIs: P&L, risk and process, discipline, exit reasons, and the split by EM tier.
The gate of Chapter 23, Section 2: expectancy after fees and slippage, paper sessions and closed trades, and drawdown in R.
Results by Event Tag: post-FOMC mornings, Tier 2 days, the hypothetical rows logged on suspended NFP and CPI days, and setups a candidate rule refused.
What every tab and column is for.
Paper Totals tracks the gate Chapter 23 sets before any live capital: positive expectancy after fees and slippage across at least forty sessions and thirty closed trades, with a drawdown that never exceeded 6R (six planned losses) from its high. A breach of 6R restarts the count.
The eighteen sample rows, labeled Sample 1 through Sample 17 (Case 16’s two entries share a label) and dated by weekday only, mirror Appendix F’s Cases 1–17, the seventeen illustrative sessions that trade. They are illustrations, not a trading record, and they deduct fees but not slippage.
Log every stop-out at its actual fill, slippage included, never at the mid.
The framework is refined as practice tests it. Get a short email when a clarification or refinement is posted to the Updates page, and nothing else.
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