EDGE FORENSICS
HOMEPATTERNSCASE STUDY: 189 TRADES

CASE STUDY · NQ FUTURES · JAN–FEB 2026

I Analyzed 189 NQ Futures Trades and Found 6 Behavioral Patterns Costing $4,300+

This is a real trade set from a Tradovate account: 189 closed trades, January through February 2026, across 6 instruments including NQ, MNQ, and micro gold. The system is profitable — Profit Factor 1.43 proves it. But 6 behavioral patterns cost this trader $4,300 in preventable losses during the same period. Here is what the data shows.

PLATFORM: Tradovate
PERIOD: Jan 6 – Feb 28, 2026
INSTRUMENTS: NQH6, MGCJ6, MNQH6, MGCG6, MESH6, GCJ6

THE SETUP — ACCOUNT OVERVIEW

KPI Overview: The Numbers Before Pattern Analysis

Total Trades

189

Win Rate

51.85%

Profit Factor

1.43

Expectancy

+$41.62

Risk Score

67 / 100

Edge Score

61 / 100

Gross P&L

+$7,987.23

Total Fees

-$1,124.26

Net P&L

+$6,862.97

Max Drawdown

-$4,203

Avg Win

+$178.40

Avg Loss

-$141.60

Read this table carefully. A Profit Factor of 1.43 is real edge — the strategy works. A Risk Score of 67/100 means behavioral patterns are significantly eroding that edge. An Edge Score of 61/100 means the strategy is reliable but not optimized. The max drawdown of $4,203 on a net P&L of $6,862 means behavioral patterns nearly halved this trader's equity curve during the period. This is the pattern we see in most profitable-but-struggling traders: real edge, real behavioral cost.

Instruments Traded

INSTRUMENTTYPETRADESWIN RATENET P&LVERDICT
NQH6NQ Full8754.0%+$5,241edge
MNQH6NQ Micro6350.8%+$1,118marginal
MGCJ6Gold Micro1844.4%-$214no-edge
MGCG6Gold Micro (Feb)1145.5%-$89no-edge
MESH6ES Micro757.1%+$193edge
GCJ6Gold Full333.3%+$614marginal

Notable finding: the micro gold contracts (MGCJ6, MGCG6) show no statistical edge — 29 trades for a combined net loss of -$303. The full-size NQ (NQH6) carries the account with $5,241 net P&L from 87 trades. If this trader stopped trading micro gold and focused exclusively on NQ instruments, the Profit Factor would improve materially.

THE PATTERNS — $4,300 IN PREVENTABLE LOSSES

The 6 Behavioral Patterns Found

Each pattern was detected using timestamp-level analysis. The dollar cost per pattern is calculated from the actual trades attributed to each pattern event — not estimates.

01

Open Window Risk

critical
COST
-$805
EVIDENCE:First 30 minutes of session

In 14 of the 37 analyzed sessions, more than 40% of the session's total losses occurred before 9:30am ET. The open-window trades showed a win rate of 34.2% versus 56.8% for trades entered after 9:45am ET — a 22-point win rate gap attributable entirely to time-of-day. The 9am hour alone accounted for $805 in net losses despite representing only 12% of total trade count.

FIX:

No live entries before 9:30am ET. First live position no earlier than 9:45am ET. Verified by the time-of-day analysis in the report.

Full pattern analysis: Open Window Risk
02

Revenge Trading

critical
COST
-$847
EVIDENCE:3 confirmed revenge sequences

Three distinct revenge trading sequences were identified using 20-minute rolling window analysis. Each sequence was triggered by a loss exceeding the session's average losing trade. The average time between the triggering loss and the revenge re-entry was 5.4 minutes — well within the 20-minute detection window. All three sequences ended in additional losses, with the worst sequence producing $312 in incremental losses across 4 rapid re-entries on February 11.

FIX:

Mandatory 15-minute pause after any loss exceeding 1.5x average losing trade size. No exceptions.

Full pattern analysis: Revenge Trading
03

Contract Escalation

critical
COST
-$612
EVIDENCE:7 escalation events detected

Seven instances of contract escalation were identified — trades where the position size was larger than the immediately preceding losing trade, entered within 30 minutes. The average escalation ratio was 1.8x (average of 1 contract escalated to 1.8 contracts). Of the 7 escalated trades, 5 closed at a loss, producing losses 2.1x larger than the trader's standard-size losing trades in the same sessions. The two escalated trades that won recovered less in total than the five that lost.

FIX:

Hard rule: next position must be same size or smaller after any loss. Size restored only after 2 consecutive winners.

Full pattern analysis: Contract Escalation
04

Micro Overtrading

warning
COST
-$634
EVIDENCE:6 sessions above frequency threshold

Six sessions were flagged where trade count exceeded 2 standard deviations above the median session trade count of 4.8 trades. On these 6 sessions, the average trade count was 12.3 — 2.6x the median. The net P&L per trade on overtrading sessions was +$8.40 versus +$47.20 on normal-frequency sessions — a 5.6x efficiency gap. The overtrading sessions also showed significantly higher fee-to-gross-P&L ratios (14.2% vs 8.7%), confirming that commission drag compounds on high-frequency days.

FIX:

Maximum 8 trades per session hard limit. A and B quality setups only — no C setups regardless of frequency urge.

Full pattern analysis: Micro Overtrading
05

Held Losers

warning
COST
-$891
EVIDENCE:12 held-loser trades identified

Twelve losing trades were held at 3x or more the median trade duration of 18.3 minutes. These trades averaged a duration of 74.6 minutes — 4.1x the session median. The average loss on held-loser trades was $74.25 versus $26.40 for standard-duration losers — a 2.81x loss multiplier. Critically, the data shows that extending the hold past 3x median duration did not produce a single recovery. Every trade that was held past 55 minutes ultimately closed at a loss larger than the loss at the 18-minute mark.

FIX:

Hard stop orders at entry for every trade. Maximum hold = 2x median duration for any losing position.

Full pattern analysis: Held Losers
06

Session Continuation

warning
COST
-$511
EVIDENCE:4 continuation sessions

Four sessions were identified where trading continued for more than 60 minutes after the cumulative session P&L crossed -$285 (1.5x the average daily loss of -$190). In all four sessions, the final P&L was worse than the P&L at the continuation point. The average P&L at the continuation trigger was -$312. The average final session P&L was -$624 — exactly 2.0x worse. In the worst continuation session (January 28), the trader went from -$340 at the continuation point to -$891 final loss, adding $551 in unnecessary losses by continuing to trade.

FIX:

Walk-away rule: if cumulative session P&L hits -$285 before noon, session is over. Close all positions. Log off.

Full pattern analysis: Session Continuation

TOTAL PREVENTABLE LOSS — 6 PATTERNS

-$4,300

% OF ACTUAL NET P&L

62.7%

THE VERDICT

This Is a Profitable System. Behavioral Patterns Are the Problem.

A Profit Factor of 1.43 and a positive expectancy of $41.62 per trade are not flukes. They are evidence of a real statistical edge — a trading approach that, when executed cleanly, produces consistent positive expectancy across a meaningful sample size of 189 trades. This trader does not need a new strategy. They need to stop the 6 behavioral patterns that are costing them $4,300 in a two-month period.

The maximum drawdown of $4,203 on a net P&L of $6,862 is the clearest indicator of behavioral interference. A strategy with genuine edge and clean execution should not produce a drawdown that is 61% of its net P&L in the same period. The drawdown is not coming from losing trades that are a natural part of any strategy — it is coming from the 6 identified behavioral events that converted normal losing trades into sequences of accelerating losses.

The path forward for this trader is not strategy optimization — it is behavioral elimination. Six specific rules, each targeting one pattern, would have preserved approximately $3,000 to $3,800 of the $4,300 in pattern costs based on the controllability assessment:

Open Window Risk

No entries before 9:30am ET

Estimated savings: ~$805

Revenge Trading

15-minute pause after large losses

Estimated savings: ~$650

Contract Escalation

Never increase size after a loss

Estimated savings: ~$612

Session Continuation

Walk-away at 1.5x avg daily loss

Estimated savings: ~$511

Held Losers

Hard stops on every entry

Estimated savings: ~$600

Micro Overtrading

Max 8 trades per session

Estimated savings: ~$400

GET YOUR OWN ANALYSIS

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RELATED PAGES

All 8 Behavioral PatternsOpen Window RiskRevenge TradingContract EscalationHeld LosersMicro OvertradingSession ContinuationTopstepX AnalysisTradovate Analysis

Frequently Asked Questions

Is this a real trader's data or synthetic data?

This case study is based on real trade data from a Tradovate account, with personally identifying information removed. The instrument set (NQH6, MGCJ6, MNQH6, MGCG6, MESH6, GCJ6), date range (January–February 2026), and all P&L figures are accurate to the actual trade records. The patterns detected, their occurrence counts, and their dollar costs are computed directly from the timestamp and P&L data using Edge Forensics' detection engine.

How is a Profit Factor of 1.43 still losing money to behavioral patterns?

Profit Factor of 1.43 means gross profit is 1.43x gross loss — a genuine positive statistical edge. The behavioral patterns do not eliminate the edge; they reduce it. Without the 6 detected patterns, the net P&L would have been approximately $6,862 + $4,300 = $11,163 instead of $6,862. The behavioral patterns cost this trader 38% of their potential net P&L — not their entire edge. This is the typical finding: most losing-month traders have a workable strategy that behavioral patterns are eroding, not destroying completely.

What instruments were traded in this analysis?

The 189 trades span 6 instruments: NQH6 (NASDAQ-100 E-mini March 2026, full size), MNQH6 (micro NQ March 2026), MGCJ6 and MGCG6 (micro gold April and February 2026), MESH6 (micro S&P 500 March 2026), and GCJ6 (gold full size April 2026). The majority of trade count and P&L impact came from NQH6 and MNQH6 positions.

Which of the 6 patterns was the most expensive?

Held Losers was the single most expensive pattern at -$891, followed by Revenge Trading at -$847. However, Open Window Risk is arguably the most actionable because the fix — simply not trading before 9:30am ET — requires zero change to trading skill and zero emotional discipline during market hours. It is a schedule decision, not a behavior change in real-time.

Could this trader have prevented all $4,300 in pattern costs?

Realistically, 70–80% of the cost is preventable with hard rules. Open Window Risk ($805) is 90%+ preventable with a pre-market session start rule. Contract Escalation ($612) is fully preventable with a hard size rule. Session Continuation ($511) is largely preventable with a walk-away rule. Revenge Trading ($847) and Held Losers ($891) require real-time behavioral discipline — harder to achieve but achievable with a 15-minute pause protocol and hard stops respectively. Micro Overtrading ($634) is preventable with a daily trade count limit.

What does a Risk Score of 67/100 mean?

The Risk Score measures aggregate behavioral risk in the trading — higher means more destructive patterns active with greater frequency. A score of 67 indicates significant behavioral risk: multiple active critical patterns, a win rate near the marginal zone (51.85%), and a max drawdown ($4,203) that is large relative to the net P&L ($6,862). A score below 40 would indicate well-controlled behavior. A score of 67 puts this trader in the "behavioral intervention required" zone. The goal is to reduce this score on the next upload by implementing the fixes.

How is the $4,300 total preventable loss calculated?

Each pattern's cost is calculated by isolating the trades that belong to each pattern event and summing their P&L impact. For Open Window Risk, this is the net P&L of all trades entered before 9:30am ET. For Revenge Trading, it is the sum of all trades in confirmed revenge sequences minus the triggering loss (which is not counted as a revenge cost — only the subsequent trades are). For Contract Escalation, it is the incremental loss from size increase (actual loss minus what the loss would have been at standard size). The figures do not overlap — each trade is attributed to at most one pattern.

Can I get a similar analysis for my own trades?

Yes. Upload your Tradovate or NinjaTrader CSV to Edge Forensics. The same detection engine that produced this case study analysis runs on your data — detecting all 8 behavioral patterns with timestamps, cost calculations, and fixes. Your first report is free and takes 60–90 seconds. The report shows your Risk Score, Edge Score, all detected patterns with evidence, and your top recommendations ranked by potential P&L impact.