[Issue of October 06, 2026] This Week's Featured Articles Summary

[A Different Reason Every Time You Don’t Enter] Fix Your Decision Inputs to Three

Introducing a method to log skip reasons in three fixed fields: “Location, Reaction, Exit Point.” Practical rules—don’t enter if any field is blank; don’t rewrite after seeing the outcome—help reduce decision drift.

[Revealed] Why Trading Rules Are “Always” Broken

This article argues it’s not weak willpower but brain mechanics that make us break our rules. Starting from the premise that judgment erodes the moment we hold a floating loss, it explores “systemization” to physically limit where emotions can intrude via tools.

[Don’t Look at the Amount] Why Watching Unrealized P/L Numbers Leads to Emotion-Driven FX Exits

Each glance at the P/L amount while holding a position subtly rewrites your predetermined exit rules—this article organizes the psychology behind letting profits run short and losses run long, and suggests ways to distance yourself from numbers, such as fixing exit plans first and setting fixed check times.

What Percent of Traders Win with Scalping?

Estimating the share of traders who can stay profitable long-term with short-term trading, based on academic studies and broker account analyses. It explains structural hurdles like cumulative costs and “small gains, big losses,” and the common discipline of survivors.

Traits of Those Who Can’t Win for Years

Why do results diverge even with the same mechanical logic? From three years of experience as a seller, the article flags the pitfall of becoming a “how-to collector,” quickly abandoning a method after a few losses and constantly chasing the next tool.

For Those Who Thought, “This Might Be About Me.”

A message for those who don’t know where to enter or can’t reproduce their wins. What’s missing may not be effort, but a way of seeing that can explain “why enter here.” It rethinks learning itself.

Tokyo, London, NY—Do Markets Behave Differently by Session?

An introductory guide to the hours of the three major sessions and their price action traits. It covers cautions during the London–NY overlap and the summer/winter time shift, and shows how to choose trading hours that fit you.

[Dev Story] Why Does Adding More “MTF MAs” Slow Down the Chart? — A Subtractive Design That Keeps Only What Trading Needs

Why does plotting many higher-timeframe moving averages make charts stutter? From the angles of calculation scope, update frequency, and drawing method, it unpacks the causes of slowness and shares a subtractive design philosophy that keeps only essential information.

Daily 200MA × RSI Mean-Reversion Alchemy: Honestly Discussing Why We Layered on Protections

The 6th entry in a series from the developer’s side on mastering a Gold EA. It candidly explains the hybrid structure—filtering direction with the daily 200MA and entering via a 5-minute RSI—and the protective mechanisms like restricted operating hours, including weaknesses revealed in testing.