Execution Analytics

Grouped trade behavior, timing edge, trim discipline, fee drag, and runner quality on one page.

This view uses the timestamped statement parser and grouped-trade model, then lets us inspect the analytics overall or week by week. It is intentionally separate from the journal so we can pressure-test execution quality on its own.

Overview

Quick read on grouped trade count, hit rate, realized P&L, runner rate, and fee load for the selected scope.

Edge & Overtrading

Where returns are strongest on gross premium, how sessions compare, and when extra trades start flattening the edge.

Return % By Entry Bucket

Net grouped-trade return divided by grouped opening premium for each first-entry time bucket.

Return % By Session

Opening, midday, and closing windows compared on the same return % basis.

Return % By Trade Count Bucket

This is the overtrading read: how the day behaves as more grouped trades get added.

Time Of Day

Where grouped lifecycles started, which windows had the best expectancy, and how hit rate shifted through the session.

Expectancy By Entry Bucket

Realized cash expectancy per grouped trade from the first entry time bucket.

Hit Rate By Entry Bucket

Green grouped trades as a share of all grouped trades in the same first-entry bucket.

First Trim Discipline

How quickly trims happened, how often grouped trades got trimmed at all, and how those traits changed through the session.

Median Minutes To First Trim

Median is emphasized because overnight and expiry behavior can stretch averages.

Trim Observation Rate

Share of grouped trades that produced at least one trim inside the same lifecycle.

Fee Drag

Absolute fees, fees per grouped trade, and where friction is showing up by product and by entry bucket.

Fees By Product

Total misc plus commissions/fees by symbol root within the selected scope.

Fees As % Of Open Premium

How much fee drag each entry bucket consumed relative to its opening premium deployed.

Runners

A grouped trade only becomes a runner after cumulative trim proceeds reach 2.0x opening premium, with size still left afterward.

Notes & Assumptions

Scope-specific interpretation notes plus the current grouped-lifecycle assumptions driving this page.