KISS Sprint Log — Week 3: Four Fills, Four Same-Day Exits
Four orders set the night before. Four fills the next session. Four same-day LVTD exits — even on the names that still looked strong. No institutional volume, no overnight hold.
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HALFWAY. AND EVERY FILL WENT THE SAME WAY.
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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.
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THE SCORECARD
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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.
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WEEK 3 — THE FOUR FILLS
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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.
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THE HARD PART: EXITING NAMES THAT STILL LOOK GOOD
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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.
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THE TRADE THAT PROVES THE SYSTEM: AMN
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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.
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THE LESSON INTO WEEK 4
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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.
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Trade Tight · Think in R · Focus on Process
Trade Tight, RB
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⚠️ Educational only. Not financial advice. This is a paper sprint — a
public record of process, not a profit claim. Always DYOR.