stop strategy hopping system

The problem

Traders often abandon strategies after a few losses, restarting their learning process weekly. This creates a cycle of frustration where performance data is never collected and psychological discipline collapses.

What it does

• Detects signals of strategy hopping such as requests for new indicators or systems after a losing streak.
• Imposes a controlled testing framework requiring a minimum sample size of 20 trades or 4 weeks.
• Locks specific trading parameters including entry/exit rules, timeframes, and risk limits to prevent mid-experiment changes.
• Generates structured trade logs and weekly review templates to evaluate edge based on data rather than emotion.
• Enforces a "one variable change" rule to ensure systematic improvement instead of total system replacement.

Why this beats prompting it yourself

Generic prompts fail to challenge the user when they show signs of emotional fatigue or impulsive system switching. This skill acts as a rigorous accountability partner that identifies behavioral patterns and refuses to validate premature strategy abandonment.

Use cases

• Stabilizing a trader who keeps switching between SMC, ICT, and indicator-based systems.
• Executing a disciplined 20-trade backtesting or live-testing phase for a new setup.
• Conducting data-driven weekly reviews to identify if losses are due to the system or poor execution.
• Transitioning from discretionary "gut" trading to a rules-based, documented approach.

Known limitations

Requires the user to manually input trade data into the provided templates. It cannot verify if the user is secretly trading other strategies on the side.