═══════════════════════════════════════════

SPRINT 1 IS CLOSED

═══════════════════════════════════════════

The last two carried-over positions closed this week — ZION on 20 July,

CAKE on 28 July. Both on the earnings rule. That finalises Sprint 1.

→ Trades logged: 20 / 20

→ Process compliance: 100%

→ Sprint R: +6.9R

→ LVTD saves: 15

→ Designed −1R losses: 1

→ Verdict: PASS — graduate to Level 1 live at 0.50% risk

The sprint was never about the R. Graduation is gated on compliance,

not profit. But the R distribution tells you something important about

how this system actually makes money, and it is worth showing.

═══════════════════════════════════════════

THE TWO TRADES THAT MADE THE SPRINT

═══════════════════════════════════════════

───────────────────────────────────────────

CAKE — The Cheesecake Factory

───────────────────────────────────────────

→ Entry: $66.45 (6 June) · Stop: $63.00 · 1R = $3.45

→ Sold 50% at +2R ($73.35), stop moved to breakeven

→ Final exit: $89.00 (28 July) — earnings rule

→ Result: +6.54R on the second half · Blended +4.27R

→ Held: 52 sessions

───────────────────────────────────────────

ZION — Zions Bancorporation

───────────────────────────────────────────

→ Entry: $65.42 (10 June) · Stop: $63.19 · 1R = $2.23

→ Sold 50% at +2R ($69.88), stop moved to breakeven

→ Final exit: $71.75 (20 July) — earnings rule

→ Result: +2.84R on the second half · Blended +2.42R

→ Held: 40 sessions

Together: +6.69R. The other eighteen trades netted roughly +0.2R

combined.

Read that again. Two trades out of twenty produced essentially the

entire result. The other eighteen — fifteen LVTD saves, one designed

−1R, two no-fills — did their job by costing almost nothing while I

waited for these two to develop.

That is not an accident of this particular sprint. That is the shape

of trend-following. Most trades are noise. A few are everything. The

system’s entire purpose is to keep the noise cheap enough that you are

still standing when the few arrive.

═══════════════════════════════════════════

WHAT THE TWO WINNERS HAD IN COMMON

═══════════════════════════════════════════

Both entered with the LVTD gate CONFIRMED.

Fifteen of the other trades exited on a failed volume read — the gate

firing at 15:45 ET, mandatory market sell at 15:55. Those fifteen

averaged close to breakeven. The two that had institutional volume at

entry were the two that were held overnight, and the two that ran.

The gate does not block winners. It sorts them. When volume confirms,

you hold and the trade has room to work. When it does not, you exit at

a fraction of −1R and move on. Fifteen small exits bought the right to

hold two positions for 40 and 52 sessions.

═══════════════════════════════════════════

WHAT THE RULES COST

═══════════════════════════════════════════

Both winners were closed on the earnings rule — a mandatory market sell

in the session before the announcement, regardless of where price sits.

CAKE opened roughly 13% higher the next morning.

That is real money left behind, and there is no honest way to dress it

up. But the rule is not a prediction — it is insurance against a

distribution I cannot assess. The same position could have opened −20%,

and then this section would be about giving back half of a +6.5R trade

in a single morning.

I paid roughly 3R of potential upside as the premium. The premium is

known in advance. That is what makes it a rule and not a decision.

═══════════════════════════════════════════

THE ONE DESIGNED LOSS

═══════════════════════════════════════════

Trade #4 — BIIB, 18 June. Entry triggered, hit the stop the same

session, LVTD Failed. Exactly −1R.

One clean −1R in twenty trades. Not because I got lucky, but because

the Retest Shield sits under structure and never moves. When price goes

through it, you lose one R. Not two. Not “I’ll give it room.”

═══════════════════════════════════════════

WHAT COMES NEXT

═══════════════════════════════════════════

Sprint 2 is already running — 30 trades at Level 1 live capital, 0.50%

risk per trade. Same rules, real money, same public log.

It has been harder. Seven trades in, compliance is still 100%, but the

R is negative and every fill so far has been an LVTD save or a designed

stop-out. The tape has been producing structurally clean breakouts that

institutions are not funding.

Which is precisely what Sprint 1 taught me to expect. Most trades are

noise. You keep the noise cheap and you wait.

The full Sprint 2 tracker is public and updated after every fill.

───────────────────────────────────────────

GO DEEPER

───────────────────────────────────────────

The complete system — every filter, every rule, the full sizing

framework — is in the book:

→ How to Swing Trade Stocks in 30 Minutes a Day

amazon.com/dp/B0H4V9LFKD

Weekly regime reports, watchlists and trade plans:

→ kisstrading.uk

Trade Tight · Think in R · Focus on Process

— Radu / KISS Trading

⚠️ Educational only. Not financial advice. Always DYOR.

═══════════════════════════════════════════
SPRINT 1 — FINAL NUMBERS
═══════════════════════════════════════════

→ Trades logged: 20 / 20
→ Process compliance: 100% (graduation bar: 90%)
→ Closed-trade Sprint R: +0.30R
→ LVTD saves: 15
→ Designed −1R losses: 1
→ Positions still open and running: 2 — both past +2R, half sold, stops at breakeven. Reported separately when they close.

Read the second line again. It’s the only one that decides anything. Twenty out of twenty means two months without a single override — no moved stop, no held position past an LVTD exit, no “just this once.”

───────────────────────────────────────────
What Graduation Means
───────────────────────────────────────────

The sprint framework has one exit: ≥90% process compliance across the full sample. Sprint 1 passed. Per the scaling path, the system now advances to Level 1:

→ Live capital
→ 0.50% risk per trade
→ Same rules. Same public tracker. Same compliance bar.

The only thing that changes is that the tuition is no longer theoretical.

───────────────────────────────────────────
Sprint 2 — Live, Week One
───────────────────────────────────────────

→ Sprint R: −0.4R
→ Compliance: 3 / 3
→ LVTD saves: 3 of 3 fills

───────────────────────────────────────────
What Worked
───────────────────────────────────────────

→ Three fills, three LVTD saves. A market at all-time highs keeps producing structurally clean breakouts that volume never funds. Each of these was a potential −1R overnight hold — the gate converted all three into fractions.
→ Execution on live capital was identical to paper. Orders placed the evening before, structural stops, mechanical 15:55 exits. If going live changes how you trade, you weren’t ready to go live.

───────────────────────────────────────────
What Didn’t
───────────────────────────────────────────

→ Nothing broke. But −0.4R is −0.4R: the insurance premium, paid in full, receipt in hand. Weeks like this are the cost of the weeks that pay for everything.

───────────────────────────────────────────
What’s Coming
───────────────────────────────────────────

→ Sprint 2 continues — every fill logged, every rule tested in public.
→ The two open Sprint 1 positions get their final report when the 20 MA (or the rulebook) says so.
→ New here, or unsure how to read the table above? Thursday’s guide covers every row, every column, every rule: How the KISS Sprint Log Works.

═══════════════════════════════════════════

Trade Tight · Think in R · Focus on Process

— Radu / KISS Trading

⚠️ Educational only. Not financial advice. Always DYOR.

═══════════════════════════════════════════

THE SPRINT IS OVER. IT WENT PERFECT.

═══════════════════════════════════════════

Twenty trades logged. Twenty compliant. 100%.

The bar to graduate was 90% — eighteen out of twenty opened and closed

in full compliance with every rule. This sprint didn’t clear that bar,

it cleared it by ten points. Every single trade, from the first order on

CAKE back on June 6th to the last LVTD exit on BLFS five weeks later,

followed the process exactly as written. No exceptions taken. No rule

bent because a chart looked too good to pass up.

That was always the only goal. Not profit. Compliance. And now it’s time

to talk about what compliance actually produced — because the honest

answer needs two different numbers to tell it properly.

═══════════════════════════════════════════

THE SCORECARD

═══════════════════════════════════════════

Trades logged: 20 / 20

Compliant: 20 / 20 (100%)

Compliance threshold: 90% — cleared by 10 points

LVTD saves: 15 / 20 (75%)

Losses of -1R: 1 (BIIB, trade #4 — the designed exception)

Sprint R (closed trades): +0.30R

STATUS: PASS — graduate to Level 1, live capital at 0.50% risk.

═══════════════════════════════════════════

TWO NUMBERS, BOTH TRUE

═══════════════════════════════════════════

Here’s where it gets interesting. The tracker’s official Sprint R —

the number built from CLOSED trades only — reads +0.30R. Over five

weeks and twenty trades, that looks close to flat. If you only read

that number, the honest reaction is “fine, nothing special.”

But two positions are still open. CAKE (trade #1, opened June 6th) and

ZION (trade #2, opened June 10th) both ran past +2R weeks ago, both had

half the position sold at that mark, both have their stops sitting at

breakeven. They’re not in the closed-trade R because they’re not

closed — but they are very much part of what this sprint actually did.

CAKE is sitting at roughly +3.00R blended across the position — half

banked at +2R, the other half still running with the trend, currently

marking closer to +4R on its own.

ZION blends to roughly +2.38R the same way — half locked in, half still

compounding.

Add those to the closed-trade R and the sprint’s real total is closer to

+5.7R, not +0.3R. Same twenty trades. Same rules. Two very different

headlines depending on which number you read.

═══════════════════════════════════════════

WHY THE TRACKER REPORTS THE SMALLER NUMBER ON PURPOSE

═══════════════════════════════════════════

This isn’t a flaw in the tracking. It’s the point.

Sprint R is marked “info only” for exactly this reason: unrealized gains

on open positions can evaporate, and a tracker that counted them as

locked-in profit would be lying about how much risk is actually still on

the table. +0.30R is the honest, conservative number — what’s actually

banked, no assumptions.

But the gap between +0.30R and +5.7R isn’t noise. It’s the clearest

possible illustration of what this whole system is built to do:

→ CUT FAST when the volume doesn’t confirm. 15 of 20 trades got saved by

the LVTD gate — some for small gains, some for small losses, all of

them capped before they could become the -1R that BIIB was allowed to

be exactly once. That discipline is what kept the closed-trade number

small and safe instead of deeply negative.

→ LET WINNERS RUN when the trend actually holds. CAKE and ZION never

got touched once they proved themselves past +2R. No early profit-

taking out of nerves, no manually tightened stop, no “just in case.”

The 20 MA trail is still doing its job, five and six weeks later.

Fifteen small, boring, controlled outcomes on one side. Two winners left

completely alone on the other. Both halves of the same discipline,

pointed in opposite directions — and together they produced a real

result while the tracker’s headline number stayed calm.

═══════════════════════════════════════════

WHAT GRADUATES NEXT

═══════════════════════════════════════════

Per the scaling path, this account moves to Level 1: live capital, 0.50%

risk per trade, twenty more trades, same 90% compliance bar. The size is

real now. The rules are not new.

Nothing about the process changes. The DAY-Order Loop, the Retest

Shield, the dynamic ceiling, the LVTD gate at 15:45 ET — all of it stays

exactly as strict as it’s been on paper. The only thing that’s different

is that the numbers will matter to an actual account, which is precisely

why the discipline had to be proven first, on paper, before it was

allowed to matter.

═══════════════════════════════════════════

THE TAKEAWAY

═══════════════════════════════════════════

Twenty trades. Twenty compliant. A closed-trade record that looks almost

uneventful, sitting on top of two winners that turned “uneventful” into

one of the better five-week stretches this account has had — simply by

never being interfered with.

That’s not a coincidence. That’s what happens when cutting losses fast

and letting winners run are both treated as non-negotiable, at the exact

same time, for the exact same reason.

Level 1 starts now. Same process. Every time.

───────────────────────────────────────────

Trade Tight · Think in R · Focus on Process

Trade Tight, RB

───────────────────────────────────────────

⚠️ Educational only. Not financial advice. This is a paper sprint — a

public record of process, not a profit claim. Always DYOR.

═══════════════════════════════════════════

70% THROUGH — AND FOR THE FIRST TIME, GREEN

═══════════════════════════════════════════

Fourteen trades logged. 100% process compliance. Sprint R sitting at

+0.1R — info only, but worth naming: after the -1R hit early on, this is

the first time the running total has crossed back into positive

territory. Nine LVTD saves on the board. Six trades left to complete the

sprint.

I want to be upfront about that +0.1R the moment I say it: it changes

nothing about how the next six trades get handled. Compliance is still

the only number that graduates this account to live capital. But it’s a

real milestone worth noting once, honestly, before going back to ignoring

it — because that’s exactly what the system asks you to do with any

number that isn’t the compliance percentage.

═══════════════════════════════════════════

THE SCORECARD

═══════════════════════════════════════════

Trades logged: 14 / 20 (70% through)

Compliant: 14 / 14 (100%)

Compliance threshold: 90% ✅ well above the line

Sprint R (info only): +0.1R (closed trades only; CAKE and ZION still

open, running risk-free past +2R)

LVTD saves (total): 9

Status: KEEP GOING — 6 trades to complete the sprint

═══════════════════════════════════════════

WEEK 4 — THE FOUR NEW TRADES

═══════════════════════════════════════════

→ HXL (#11, 05-Jul): filled at 100.68, exited +0.10R on the LVTD gate.

First appearance in the sprint for this name. Small, clean, exactly the

kind of outcome the gate is built to produce on a breakout that doesn’t

bring the volume with it.

→ AXGN (#12, 05-Jul): order never triggered. N/A. No fill, no cost, no

story — which is itself the story. A setup that doesn’t trigger costs

nothing, and it still occupies its own row in this log, exactly like

every other outcome.

→ NTRS (#13, 05-Jul): filled at 177.80, exited +0.63R on the LVTD gate —

the best save of the week.

→ NTRS (#14, 06-Jul): the SAME stock, re-armed the very next evening,

filled at 181.26, exited +0.02R — a save so marginal it’s practically a

breakeven scratch.

═══════════════════════════════════════════

NTRS, TWICE: THE SAME PROCESS, TWO DIFFERENT NUMBERS

═══════════════════════════════════════════

This is the trade worth sitting with this week.

NTRS filled on Sunday’s order, got exited on no volume for a strong

+0.63R. The very next evening, with the setup still qualifying, the order

was re-armed — same mechanics, same rules, no discretion, no “let’s give

this one a rest.” It filled again on Tuesday, and this time the LVTD exit

came in at +0.02R. Basically nothing.

Look at those two numbers side by side: +0.63R and +0.02R, four calendar

days apart, same ticker, same process. If you were grading the system on

outcomes, the first fill looks like a win worth celebrating and the

second looks barely worth logging. But the system doesn’t grade outcomes

— it grades whether the same mechanical steps got followed both times.

And they did, identically: order placed the evening before, filled, gate

checked at 15:45 ET, exited at 15:55 ET when the volume wasn’t there.

That’s what “no discretion” actually looks like in practice. Not just

cutting losers on schedule — repeating the exact same unglamorous process

on a name that already paid you well, without asking whether it “deserves”

another shot or whether you’re pushing your luck. The setup either

qualifies or it doesn’t. It doesn’t remember what it did for you last

time.

═══════════════════════════════════════════

THE OTHER HALF OF DISCIPLINE: LETTING WINNERS RUN

═══════════════════════════════════════════

Everything above is about cutting fast — LVTD exits, a scratch on NTRS,

a name that never even filled. That’s one half of the system. Here’s the

other half, and it’s just as mechanical.

CAKE (#1, opened 6 June) and ZION (#2, opened 10 June) are the sprint’s

two oldest open positions — the very first trades logged, back when this

tracker started. Both have since done what a KISS setup is supposed to

do when it’s right: run. CAKE is sitting around +4.7R. ZION is around

+2.3R. Both crossed the +2R mark, and on both, the rule fired exactly as

written — sell half, move the stop to breakeven, trail the rest on a

daily close below the 20 MA.

That’s the part people forget to notice. The system isn’t just a set of

brakes. Once a position proves itself past +2R, the stop moves to

breakeven and the remaining half is running on the house’s money —

literally a free trade. No target was guessed at. No profit was taken

early out of nerves. The same absence of discretion that cuts a loser at

15:55 ET is what lets a winner like CAKE keep compounding two months

later, untouched, because the rule for winners is just as fixed as the

rule for volume: don’t move the stop up manually, don’t take profit on a

feeling, trail the 20 MA and let it work.

Cutting fast and letting winners run look like opposite instincts. In

this system they’re the same instinct, pointed in two directions.

═══════════════════════════════════════════

THE LESSON INTO WEEK 5

═══════════════════════════════════════════

Four new trades, three saves, one scratch that cost nothing, and two old

positions quietly compounding risk-free in the background — a sprint R

that’s finally positive almost by accident, the natural result of

following the same rules enough times in a row, in both directions. None

of that changes what happens next. Six trades remain. The bar is still

90% compliance, not a green number on a spreadsheet.

If anything, weeks like this one are the quiet proof that the process

works exactly when it isn’t dramatic — cut what doesn’t confirm, hold

what does, and don’t touch either decision once it’s made. Boring is the

goal.

Six to go. Same process. Every time.

───────────────────────────────────────────

Trade Tight · Think in R · Focus on Process

Trade Tight, RB

───────────────────────────────────────────

⚠️ Educational only. Not financial advice. This is a paper sprint — a

public record of process, not a profit claim. Always DYOR.

═══════════════════════════════════════════

ONE SYSTEM, NOT SIX SIGNALS

═══════════════════════════════════════════

You’ve probably had six indicators open at once and still felt lost. That’s

the wrong way to use them. Every tool on a KISS chart exists to answer ONE

of three questions — nothing more:

1. Is this stock strong? (MA stack, MACD, RSI, RS Rating)

2.…

Read more

═══════════════════════════════════════════

HALFWAY. AND EVERY FILL WENT THE SAME WAY.

═══════════════════════════════════════════

Ten trades logged. 100% compliance. Sprint sitting at -0.6R, info only.

Six LVTD saves across the sprint so far. We are exactly halfway.

Four fills this week, across three names. Every order was set the evening

before, per the system — a passive buy stop, placed, then left alone. Each

one filled the following session and was closed that same day by the LVTD

gate. Not one made it to an overnight hold.

To an outcome-chaser that looks like a bad week. To a process trader it’s

the system doing precisely its job: four breakouts filled, four breakouts

failed to attract the institutional volume that confirms them, four

mechanical 15:55 ET exits. The market spent the week faking breakouts. The

system spent the week refusing to be fooled.

═══════════════════════════════════════════

THE SCORECARD

═══════════════════════════════════════════

Trades logged: 10 / 20 (halfway)

Compliant: 10 / 10 (100%)

Compliance threshold: 90% ✅ well above the line

Sprint R (info only): -0.6R

LVTD saves (total): 6

Status: KEEP GOING — 10 trades to complete the sprint

Four same-day exits, and the sprint R held at -0.6R. That’s the whole

point of the gate in one number: a week of failed breakouts, and the

account barely moved. No -1R disasters. No overnight gaps. Small wins and

small losses, netting to almost nothing — which, in a week the market

didn’t cooperate, is a win by itself.

═══════════════════════════════════════════

WEEK 3 — THE FOUR FILLS

═══════════════════════════════════════════

Every one of these was placed the evening of the date shown, filled the

next session, and exited that same session on the LVTD gate.

→ RIOT (#7, order placed 28-Jun → filled & exited 29-Jun): filled at

29.02, volume failed the gate, exited at -0.43R. High-beta crypto with

no rotation support — exactly the trade the gate caps before it becomes

a full -1R.

→ MD (#8, order placed 29-Jun → filled & exited 30-Jun): filled at 25.00,

no volume confirmation, exited +0.17R. A small green booked instead of

an overnight gamble.

→ AMN (#9, order placed 30-Jun → filled & exited 01-Jul): filled at 33.61,

volume light, exited -0.10R. A near-nothing loss. Remember that number.

→ AMN (#10, order placed 01-Jul → filled & exited 02-Jul): the same name,

re-armed and filled again at 33.85, exited +0.31R.

Still open from Week 1: CAKE and ZION, both managed on the 20 MA trail.

No rule touched, no stop moved.

═══════════════════════════════════════════

THE HARD PART: EXITING NAMES THAT STILL LOOK GOOD

═══════════════════════════════════════════

Here’s the detail that separates a rule from a suggestion.

Look at MD and AMN. Both still look strong on the chart — they kept

grinding higher after I exited. If you only watched price, you’d say I

“sold too early” on trades that were working.

But I don’t exit on price. I exit on institutional participation. On every

one of those fill days, the volume gate came in under threshold at 15:45

ET — meaning the move was rising without the big money behind it. A

breakout that looks fine but isn’t funded is the most dangerous kind,

because it lures you into holding right before it reverses. So I sold at

15:55, green or red, exactly as the rule requires — not because the chart

scared me, but because the volume told me the truth the chart was hiding.

That is the whole discipline: you do not stay in a position just because

it “still looks good.” Looking good is not the same as being funded. No

institutional volume, no overnight hold. Every time.

═══════════════════════════════════════════

THE TRADE THAT PROVES THE SYSTEM: AMN

═══════════════════════════════════════════

Now look at AMN twice on that list.

On the order placed June 30, AMN filled the next session (July 1) and the

volume didn’t show. The gate took me out for -0.10R — a rounding error of

a loss. In the moment, that exit felt pointless. I was barely down, and

the chart looked fine. Why not just hold?

Because I don’t get to decide “this one’s fine.” So I took the tiny loss

and re-armed the DAY order that same evening — because the setup still

qualified. It hadn’t broken structure; it just hadn’t been funded yet.

The order I re-placed on July 1 filled the very next session (July 2), AMN

broke again from a slightly higher base at 33.85, and this time I booked

+0.31R.

Same stock, two attempts, net positive — and at no point did I hold a

breakout the volume hadn’t paid for. The first exit (-0.10R) was the price

of discipline while the trade wasn’t ready. The re-entry (+0.31R) was the

door the system leaves open: exit the unconfirmed move, keep the setup on

watch, take it again when it finally earns the volume. If I’d “given it

room” to dodge that tiny loss, I’d have been babysitting an unfunded

position instead of calmly re-arming a clean one.

═══════════════════════════════════════════

THE LESSON INTO WEEK 4

═══════════════════════════════════════════

Some weeks the market hands you clean, funded breakouts and you hold

winners overnight. This was not that week. This was a week of traps — four

fills, four fakeouts, including two that still look like winners on the

chart — and the only thing that mattered was that I treated all four

identically: set the order the night before, take the fill, check the

volume at 15:45, exit at 15:55 if it isn’t there. No exceptions. No “this

one feels different.”

Halfway through the sprint, 100% compliant, flat through a hostile

stretch. That’s not a boring result. In this game, surviving the weeks

that want to hurt you IS the result.

Ten to go. Same process. Every time.

───────────────────────────────────────────

Trade Tight · Think in R · Focus on Process

Trade Tight, RB

───────────────────────────────────────────

⚠️ Educational only. Not financial advice. This is a paper sprint — a

public record of process, not a profit claim. Always DYOR.

═══════════════════════════════════════════

WHERE WE ARE

═══════════════════════════════════════════

Six trades logged. 100% process compliance. Sprint sitting at -0.6R, info

only. Fourteen trades left to graduate.

Last week the story was a clean -1R loss taken in full compliance — the

system absorbing a designed hit (BIIB) and not flinching. This week is the

other side of that same coin. This week the rule paid me back.

Two of my trades filled and then failed to attract the volume that

confirms a real breakout. The LVTD gate did exactly what it’s built to do:

it got me out the same day, before the move could rot into a loss. Both

names are now trading below the stops I would have been holding. So let me

walk you through them, because this is the clearest proof yet that the

boring rule is the one that matters.

═══════════════════════════════════════════

WEEK 2 — THE TWO SAVES

═══════════════════════════════════════════

───────────────────────────────────────────

TRADE #5 — NVT (nVent Electric)

───────────────────────────────────────────

→ Date entered: June 22 (Monday)

→ Setup: Pattern breakout, Industrials

→ Entry: $179.75

→ Stop: $167.00

→ Per-share risk: $12.75

→ Result: +0.29R

→ Compliance: ✅ All rules followed

→ LVTD: SAVED

This was the published Trade Plan of the Week from Sunday Drop #2. The buy

stop filled Monday morning — exactly as planned. Then I waited for the one

thing that turns a fill into a position: volume.

It didn’t come. By the 15:45 ET gate check, cumulative volume was below

1.5× ADV20. The breakout had no institutional sponsorship behind it. So at

15:55 ET I did the only thing the system allows — I closed the position.

It happened to close slightly green, at +0.29R.

Now look at the chart. NVT is trading at 162.92 — below the $167 stop I

would have been carrying if I’d “given it room overnight.” Holding would

have been a clean -1R, possibly worse on a gap. Instead the trade is a

small win. That’s not luck. That’s the gate doing its job: a -1R turned

into +0.29R, a swing of more than a full R, on a single disciplined exit.

───────────────────────────────────────────

TRADE #6 — ETN (Eaton Corporation)

───────────────────────────────────────────

→ Date entered: June 22 (Monday)

→ Setup: Pattern breakout, Industrials

→ Entry: $431.60

→ Stop: $404.75

→ Per-share risk: $26.85

→ Result: +0.15R

→ Compliance: ✅ All rules followed

→ LVTD: SAVED

Same day. Same story. ETN filled, and again the volume gate came in light

by 15:45 ET. Again I closed at 15:55 ET, this time at +0.15R.

And again, the proof is in where the stock sits now: ETN closed the week

at 402.68 — under the $404.75 stop. A held position would be red today.

The volume gate caught what the price chart alone could not: a breakout

that nobody was actually buying.

Two electrical-industrial names, both in a sector that’s been gaining

ground, both with clean-looking breakouts — and both lacking the one

ingredient that separates a real move from a trap. The pattern was there.

The volume wasn’t. LVTD is the rule that knows the difference.

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WHAT THIS WEEK ACTUALLY PROVES

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Here’s the uncomfortable part, and the whole point of logging this in

public: both NVT and ETN closed GREEN. A small green. The kind of result

that, in the moment, feels almost like leaving money on the table — “why

am I selling a winner at 15:55?”

Because the green wasn’t the win. The win was everything that didn’t

happen afterward. Two stocks that are now below my stops. Two -1R losses

that never landed on my account. That’s the insurance no one applauds,

because you can’t see the loss you avoided — you only feel the winner you

“cut short.”

The sprint R tells the quiet version of the same truth. Two weeks ago I

was at -1.0R. These two disciplined exits pulled it back to -0.6R — and I

did it without taking on a single ounce of extra risk. The system clawed

back over a third of an R by doing LESS, not more.

═══════════════════════════════════════════

THE SCORECARD

═══════════════════════════════════════════

Trades logged: 6 / 20

Compliant: 6 / 6 (100%)

Compliance threshold: 90% ✅ above the line

Sprint R (info only): -0.6R

LVTD saves: 2

Status: KEEP GOING — 14 trades to complete the sprint

CAKE and ZION remain open from Week 1, managed on the 20 MA close-basis

trail. No rule touched, no stop moved.

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THE LESSON I’M TAKING INTO WEEK 3

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A breakout you can see is not a breakout the market is funding. Price gets

you in; volume tells you whether to stay. This week the gap between those

two things was the difference between +0.44R booked and -2R avoided.

I’ll keep logging every trade — the green, the red, and the boring exits

that don’t make for a good screenshot but quietly keep the account alive.

Compliance is still the only number I’m chasing. Fourteen to go.

───────────────────────────────────────────

Trade Tight · Think in R · Focus on Process

Trade Tight, RB

───────────────────────────────────────────

⚠️ Educational only. Not financial advice. This is a paper sprint — a

public record of process, not a profit claim. Always DYOR.

═══════════════════════════════════════════

THE SPRINT BEGINS

═══════════════════════════════════════════

This is the first entry in what will become a weekly public log of my own KISS Trading paper sprint. Twenty trades. One process. Zero hiding.

The goal is simple: complete the sprint with at least 90% process compliance. Profit is irrelevant. Compliance is the only metric that matters. After 20 trades fully compliant with every rule, I graduate to live capital at 0.50% risk per trade. Then 0.75%. Then 1%. Each stage gated by compliance, never by P&L.

This log exists for one reason: to show — publicly, transparently, in real time — what it actually looks like to follow the KISS system as designed. Not the highlight reel. The full record.

═══════════════════════════════════════════

WEEK 1 — THE FOUR TRADES

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───────────────────────────────────────────

TRADE #1 — CAKE (Cheesecake Factory)

───────────────────────────────────────────

→ Date entered: June 6

→ Wave: 4 (PCP breakout)

→ Entry: $66.45

→ Stop: $63.00

→ Per-share risk: $3.45

→ Compliance: ✅ All rules followed

→ LVTD: Confirmed

→ Status: STILL OPEN

This trade was logged the week before the public Sunday Drop launched. The setup was a clean Wave 4 PCP breakout with full institutional volume confirmation on entry. LVTD checked clean. Position remains open and being managed per the 20 MA close-basis trail.

───────────────────────────────────────────

TRADE #2 — ZION (Zions Bancorporation)

───────────────────────────────────────────

→ Date entered: June 10

→ Wave: 3 (3-wave pattern)

→ Entry: $65.42

→ Stop: $63.19

→ Per-share risk: $2.23

→ Compliance: ✅ All rules followed

→ LVTD: Confirmed

→ Status: STILL OPEN

A 3-wave pattern within the Financials sector — XLF was building leadership at the time. LVTD confirmed institutional accumulation before the breakout. Position still being managed.

───────────────────────────────────────────

TRADE #3 — ALGM (Allegro MicroSystems)

───────────────────────────────────────────

→ Date entered: June 15 (planned)

→ Wave: 3 (Cup with Handle)

→ Entry: $52.25 (buy stop limit)

→ Stop: $47.50

→ Per-share risk: $4.75

→ Result: 0R (no fill)

→ Compliance: ✅ All rules followed

→ LVTD: N/A (entry never triggered)

This was the public Trade Plan of the Week. ALGM gapped up +9% Monday morning, opening at $52.81 and rallying to $55. The buy stop was set at $52.25 — but the rule was clear in the published plan: “If price gaps above $53 at the open: SKIP. Too extended.”

No entry. No chase. No FOMO. The system worked as designed. ALGM has continued moving without me, and that is fine. Missed trade is not bad trade. The discipline to not chase is what protects the next 100 trades from blowing up the account.

───────────────────────────────────────────

TRADE #4 — BIIB (Biogen)

───────────────────────────────────────────

→ Date entered: June 18

→ Wave: 4 (tight 4-wave PCP)

→ Entry: $200.63

→ Stop: $194.00

→ Per-share risk: $6.63

→ Result: -1R

→ Compliance: ✅ All rules followed

→ LVTD: Failed

→ Status: CLOSED

This is the trade that teaches the most. BIIB triggered on Thursday following the FOMC announcement. The entry rules were respected — the breakout fired, the position was sized exactly to 1R risk, the stop went in as planned.

Same day, the stop loss hit. -1R.

And critically: LVTD failed at end of day. The volume that should have confirmed institutional accumulation never arrived. The setup that looked clean on paper did not have the institutional buying behind it to sustain the breakout.

This is exactly what the system is designed to handle. A -1R loss with 100% process compliance is a successful trade, not a failure. The capital lost was capital sized to be lost. No chasing. No moving the stop. No averaging down.

The lesson is built into the LVTD column: when volume fails to confirm by end of day, the next time you see a similar setup, your conviction should be lower. The data accumulates. After 20 trades, the patterns of what works and what does not become visible.

═══════════════════════════════════════════

WHERE THE SPRINT STANDS

═══════════════════════════════════════════

→ Trades logged: 4 of 20

→ Process compliance: 100%

→ Threshold required: 90%

→ Sprint R: -1.0R (informational only)

→ LVTD saves: 0

→ Status: KEEP GOING — 16 trades to complete the sprint

═══════════════════════════════════════════

WHY THIS WEEK MATTERED

═══════════════════════════════════════════

The week contained three of the four scenarios that test trader discipline:

→ A trade that gaps past your entry (ALGM) — tests whether you will chase

→ A trade that triggers and immediately fails (BIIB) — tests whether you will move the stop

→ Trades that remain open in a turbulent week (CAKE, ZION) — tests whether you will exit early on noise

In every case, the answer was the same: follow the plan that was written before the market opened. No deviations.

The week also contained the first hawkish FOMC under new Fed Chair Kevin Warsh — half of the committee now projects rate hikes this year. The S&P 500 sold off 1.2% after Warsh’s press conference. The KISS regime framework anticipated this exactly: no new entries before 2 PM ET Wednesday, reduced size Tuesday, full assessment Thursday.

The framework held. Tomorrow’s Regime Report will reassess whether the verdict shifts from BULLISH CLEAR after this week’s developments.

═══════════════════════════════════════════

THE TAKEAWAY

═══════════════════════════════════════════

A -1R week with 100% compliance is not a setback. It is the system functioning as designed. The size of any single loss is fixed before the market opens. The decision to follow every rule is the only variable that matters.

Sixteen more trades to complete the paper sprint. Then live capital at 0.50% risk per trade. The path is mechanical. The work is showing up every day and following the plan.

═══════════════════════════════════════════

📖 The book that started it all: KISS Trading — How to Swing Trade Stocks in 30 Minutes a Day

📬 Free weekly Regime Report every Sunday: kisstrading.uk

───────────────────────────────────────────

Trade Tight · Think in R · Focus on Process

— Radu

KISS Trading

⚠️ Educational only. Not financial advice. Always DYOR.