KISS Education — How the KISS Sprint Log Works
Every row, every column, every rule — so you can read the public tracker the way I read it.
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THE QUESTION
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Every Saturday I publish my paper sprint in public. Twenty trades, every one of them logged, wins and losses in the open.
And most weeks someone asks the same thing: why is that trade marked “Saved” when it lost money? Or: why does that row show Sunday’s date when the market was closed? Or the big one — your Sprint R is basically flat, so why do you keep calling it a pass?
Fair questions. All of them come from reading the log like a P&L statement. It isn’t one.
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THE PRINCIPLE
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The Sprint Log measures compliance, not profit.
The graduation bar from paper to live capital is ≥90% process compliance across the sprint. Eighteen of twenty trades opened and closed in full accordance with the plan. That is the entire test.
Sprint R sits in the log as information only. A sprint that ends at +4R with sloppy execution is a fail. A sprint that ends at −2R with every rule honoured is a pass. Twenty trades is far too small a sample to say anything reliable about edge — but it’s exactly the right sample to say something reliable about me. The system was proven before the sprint. My execution of it wasn’t.
That’s why the log looks strange to anyone scanning for the R column first. The R column is the least important number on the page.
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THE COLUMNS
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DATE
The day the order was placed — the evening before. Not the day it filled. Not the day it exited.
Everything in KISS is decided the night before, when the market is shut and nothing is moving. That’s the whole point of the system: the decision is made in a calm room, and the next session just executes it. So the log timestamps the decision, not the outcome. A row dated Sunday means the order was armed Sunday evening for Monday’s session.
ENTRY / STOP / R:R
The levels as they stood when the order was placed. Entry is the DAY buy stop-limit sitting just above the previous session’s high. Stop is the Retest Shield — anchored beneath the original breakout structure, and it does not move up to follow price.
RESULT / R
Outcome in R-multiples. Information only. See above.
LVTD
The end-of-day volume gate. Three possible states:
→ Confirmed — volume showed up by the 15:45 ET check. Position held overnight, managed normally.
→ Saved — volume didn’t show up. Mandatory market sell at 15:55 ET. The trade closes small, green or red, and the overnight gap risk goes to zero. “Saved” doesn’t mean profitable. It means a possible −1R was converted into a fraction of one.
→ Failed — the entry triggered and price hit the stop the same session. The designed loss. Roughly −1R, exactly as budgeted.
PROCESS COMPLIANCE
The only column that decides graduation. Which rules were followed. Which broke. Written honestly or the log is worthless.
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THE LOGGING RULE
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This is where most people get lost, so here it is cleanly.
One setup = one row.
A row exists only when a trade fills. No fill, no row. If I arm an order and price never trades through the trigger, nothing gets logged. It never became a trade. Numbering a non-event as trade #7 pads the sprint with rows that test nothing — and the sprint is a test of execution, not of how many orders I placed.
(Note: this is a revision. Earlier in Sprint 1 I logged no-fills as their own numbered rows. That was wrong — it inflated the count without adding a single compliance data point. Sprint 2 runs the corrected rule.)
Re-arming the same setup does not create a new row. The DAY-Order Loop means the order is cancelled at the close and re-placed each evening at the new session’s high + buffer. Same setup, same base, same thesis — the trigger price just ratchets. Five evenings of re-arming is one order, not five trades.
A new row only when the setup re-qualifies from a fresh base. If a setup gets sent to the No-Trade Zone — ceiling breached, structure broken — and later builds a new consolidation and re-qualifies, that’s a genuinely new trade. New row.
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WHY IT’S PUBLIC
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Because a log you can quietly edit isn’t a log.
The book asks readers to run a 20-trade sprint before touching real capital. It would be hollow to ask that and not do it in the open, with the ugly rows included. Sprint 1’s worst trade sits in the tracker with the rule I broke — nothing — and the −1R I budgeted for, right there next to the winners.
If the process only holds when it’s flattering, it isn’t a process. It’s a highlight reel.
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THE TAKEAWAY
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Read the Sprint Log left to right, not right to left. The date tells you when the decision was made. The LVTD column tells you whether the market funded the move. The compliance column tells you whether I did my job.
The R column tells you almost nothing. That’s not a flaw in the log — that’s the lesson.
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GO DEEPER
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The 20-trade paper sprint and the full graduation path are covered in Chapter 11 of KISS Trading: How to Swing Trade Stocks in 30 Minutes a Day.
📖 Get the book: amazon.com/dp/B0H4V9LFKD
📬 Free weekly market regime: kisstrading.uk
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Trade Tight · Think in R · Focus on Process
— Radu
KISS Trading
⚠️ Educational only. Not financial advice.