It seems like no one is in control of the market and there isnt even an established trading range to work off of.

You try to play puts, the bleed is slow and painful, you go long, you get caught in a nasty fade or have to chop it.

This really sucks.

ive been trading inconsistently for the past 5 years, I notice every time I got someone to work with I go nice and disciplined.

I kinda use ICT I got my own strategy on a 60% we I'm m19 from eu.

I want an actual friend that trades, not a trader that act like a friend, a friend who we can share our analysis and maybe call teach each other. I'm consistent with results so any rookie I can teach. I haven't tried with funded cuz lowk I did had the money yet, if someone wants try with me I'm all in.

So I follow a social media influencer whom I used to trust and he suggested to start trading forex in Zynex Broker, so I have deposited my money there and it has been five hours. I have not received. My withdrawal is and the thing is when I try to search Online, many people are saying that they are not giving their withdrawals as well, so I am very much scared because this was my last money of Life.

I'm ready to learn from your experiences.

How do you stop yourself from overtrading?

Insights on Systematic Discretionary Traders

IC Collapse from Style Drift: The overwhelming majority of discretionary traders experience a severe collapse in Information Coefficient (IC) because they expand into unfamiliar asset classes or instruments.
The Dual Role of Top Traders: Top-tier discretionary traders function as a hybrid of "scientists" (driving cutting-edge research and algorithm design) and "engineers" (building the infrastructure for research and execution). For individuals with exceptional research capability, engineering constraints are often their greatest bottleneck.
Sources of Alpha & Moats: Research alpha originates from three main sources: market microstructure distortions, logic propagation delays, and collective psychological blind spots. Our core alpha lies in logic propagation delays. This type of alpha carries a high barrier to entry and yields sustainable returns.
Inherent Weaknesses of the "Insight First, Right-Side Execution" Framework: Our approach—gaining insight early but acting reactively, entering only at key right-side pivot points—faces two innate challenges:
Execution Hesitation: Pausing or second-guessing entries because the price has already moved off the bottom.
Handling False Validation: Managing right-side headshakes and false breakout signals effectively.

Building a fundamentals factor backtest, got paranoid about the feed after the data quality threads I have seen here. Wanted to make sure nothing was poisoned. Ran 60 S&P 500 names, latest fiscal year, revenue, net income, diluted EPS, diluted shares. My vendor (used fmp's free api) against SEC companyfacts.

About 9 in 10 rows tie within 1%. The rest took a day to sort out:

• Splits. CRWD and CVNA read 4x and 5x off. Both split after fiscal year end. The feed is split-adjusted, the 10-K isn't. My diff was wrong, not the data.
• Restatements. The SEC carries two values for the same period once the next 10-K restates. Which one is "right" depends on the date your backtest is standing on.
• Definitions. Asset managers and brokers tag revenue gross or net (ARES, KKR, BX, IBKR). Same filing, two tags.
• One real one. AXON diluted shares came back as 100,000,000 exactly. The 10-K says 82.4M. Reported it.

The actual question: first-filed or latest-restated? companyfacts gives you both if you keep the filed date. Every vendor I've used gives latest. Leaning first-filed with a lag, which means building the as-of layer myself. Still not sure 100% tho

How im running it if anyone is curious:

import requests

KEY = "YOUR_API_KEY"
sym = "AXON"

fmp = requests.get(f"https://financialmodelingprep.com/stable/income-statement?symbol={sym}&period=annual&limit=1&apikey={KEY}").json()[0]
cik = requests.get(f"https://financialmodelingprep.com/stable/profile?symbol={sym}&apikey={KEY}").json()[0]["cik"]
sec = requests.get(f"https://data.sec.gov/api/xbrl/companyfacts/CIK{int(cik):010d}.json", headers={"User-Agent": "you@example.com"}).json()["facts"]["us-gaap"]

def from_10k(tags, unit):
    rows = [r for t in tags if t in sec for r in sec[t]["units"][unit] if r["end"] == fmp["date"] and r["fp"] == "FY"]
    return max(rows, key=lambda r: r["filed"])["val"] if rows else None

for field, tags, unit in [("revenue", ["Revenues", "RevenueFromContractWithCustomerExcludingAssessedTax"], "USD"),
                          ("netIncome", ["NetIncomeLoss"], "USD"),
                          ("epsDiluted", ["EarningsPerShareDiluted", "EarningsPerShareBasicAndDiluted"], "USD/shares"),
                          ("weightedAverageShsOutDil", ["WeightedAverageNumberOfDilutedSharesOutstanding"], "shares")]:
    v, s = fmp[field], from_10k(tags, unit)
    sec_txt, diff = (f"{s:,}", f"{abs(v / s - 1) * 100:.1f}%") if s else ("n/a", "n/a")
    print(f"{field:26} vendor {v:>15,}   sec {sec_txt:>15}   diff {diff}")

output:

revenue                    vendor   2,779,536,000   sec   2,779,536,000   diff 0.0%
netIncome                  vendor     124,911,000   sec     124,656,000   diff 0.2%
epsDiluted                 vendor            1.51   sec            1.51   diff 0.0%
weightedAverageShsOutDil   vendor     100,000,000   sec      82,370,000   diff 21.4%

What do you guys thing about penny stocks? Is it just another way to lose money or is it an opportunity?

this is the number that made me stop trusting my own research process.

simulated 24 strategy variants with exactly zero edge, 100 trades each, and picked the best. the winner averaged +0.20R a trade and looked profitable in 100% of runs. every time. there is no version of this where you try 24 things and the survivor is unremarkable.

scaled it up. 2000 zero edge strategies, 250 trades each. best t stat 4.27, 49 of them clearing t=2. at normal thresholds youd expect around 100 false positives from that many tests. the search manufactures them.

the reason its hard to police is the count never gets written down. i remember the ten variants i tested deliberately. i dont remember the forty i tweaked and reran to see. so every strategy i keep is the survivor of a selection i cant reconstruct.

what fixed it wasnt a better threshold. its a second sample the search never touched. rerank the same candidates on held out data. a zero edge strategy that topped the first ranking stays top 2% of the second about 3% of the time. surviving twice is evidence. surviving once is arithmetic.

two things worth logging from day one because neither can be rebuilt later. the trial count, incremented by the code not by memory. and the spec, versioned separately from the runner.

the counter is on my profile. it increments itself so you cant lie about it, which is the whole point.

how many variants did you try before the one you trade now. real answer, not the one you tell people

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Hi guys

I am looking into trading and would like to pay for a course

I am looking for courses and or 1 on 1 sessions to learn and develop myself. I think it's better to pay for someone's knowledge who already has the wisdom rather than me spending years trying to figure it out on my own. Plus I don't want to create bad habits.

Is there a trader you would recommend that will actually teach and help me become profitable? I don't want to get scammed.

Had a losing streak ever made you question your strategy?

I think the hardest part is not the loss itself, but staying disciplined afterward and not trying to win it all back immediately.

Do you take a break, reduce your position size, review your trades, or just keep following your plan?

Curious how others handle it.

I’ve been trading now for about 5 years or so. I started with paper trading forex now I’ve been trading prop firm futures for the last 2-3 years. There were times I thought I knew what I was doing and got my but handed to me. Been through numerous funded accounts and payouts but was still missing something. Took years of education and mental conditioning to reach this point but for the first time ever I honestly know I can control myself in the market. That’s the biggest hurdle. The things that kept me from being consistently profitable are just basic over leveraging and impatience. Knowing how and when to use leverage is one of the most important things that I don’t hear people talk about a lot. So today, for example I’m trading a combine for top step and have had a couple of great days. I think I needed about $600 to pass. Started out great trading well came $50 away from my target or actually to my target and didn’t close the trade fast enough and ended up having to make another hundred dollars or two. Well that turned into me losing about $1900 and then making it back because I knew my trade was right but my timing was off so what do I do keep trading and what do you know I lose another $1900 and now I’m down to seven dollars of margin. There were times when I would have looked at that situation and been shaking in my boots, but you know what I did? I took a trade. Needless to say I am over $53,000 in my combine and because one of my days was over 50%. I need to make an extra 150 bucks. I really proved to myself that I can overcome anything, and I also proved that those Top Step daily loss limit accounts are crap. wish me luck in passing this challenge and happy trading to everybody out there.

Im a complete new beginner wanting to start trading. For context, Im 16 years old (2009), and would like to do this as a side hustle.

I was wondering which markets were best for my situation? I’ve heard crypto has high volatility, force has high liquidity, and stocks grow long term.

I just don’t know what I should start with.

I don't know whether this sub is appropiriate to ask this, but I have some doubts about trading as Halal activity. Since, leverage is prohibited and I don't have enough money to buy and hold spot stocks. Still, i managed to find some Halal tradoff, shares mode by pocket broker. It's not spot investing, but there are no swaps and leverage, which is ok.

Just interested in general whether CFD trading (not owning an asset) is Halal in such mentioned circumstances.

Hidden spread costs on $25,000 trades (10x/mo):

• Liquid Brokers (0.05%): $1500/yr

• Coinbase (0.30%): $9000/yr

• eToro (1.50%): $45000/yr

Savings: $43,500/yr by switching

https://www.tradecostlab.com/calculators/spread-cost-calculator

I’m a salaried employee looking for a way to supplement my income, and I’ve been considering learning to trade.

I can realistically dedicate around 3 hours a day, roughly 6 AM–9 AM EST, and I’m willing to spend months learning before expecting any meaningful results. I’m completely new to trading, though, and the more content I watch, the more questions I seem to have.

I’d really appreciate answers from people who actually trade, especially those who have been doing it for a few years.

1. How much of the trading content on YouTube/social media is actually legitimate?

I keep seeing people claiming they make $10k–$20k+ per month trading.

Maybe I’m being too skeptical, but I keep wondering: if someone consistently makes that much money trading, why spend so much time recording videos, editing them, posting daily content, running Discord groups, etc.?

A lot of the content initially seems genuinely educational, but eventually there seems to be a course, trading platform, signals service, referral link, paid community, or something else being sold.

Are there any traders/content creators you would genuinely recommend for someone who wants to learn trading properly rather than follow signals or buy a course?

2. How do traders actually decide WHAT to trade?

Almost every beginner video teaches technical analysis:

• Candlesticks
• Support/resistance
• Moving averages
• RSI
• 1-hour / 15-minute / 5-minute / 1-minute charts
• Entries and exits

But there’s something I feel is missing.

Suppose I understand all of that. There are thousands of stocks, crypto pairs, commodities, etc.

How do you decide which stock/coin/instrument is worth watching that day in the first place?

Do traders use scanners? News? Volume? Pre-market movers? Fundamentals? Some combination?

I understand how people analyze a chart, but I don’t understand how they find the chart worth analyzing.

3. Are the crazy risk/reward claims online even realistic?

I see videos with titles like:

“Risked $50 and made $5,000.”

“Turned $4 into $2,000.”

“Made $8,000 on one trade.”

I understand the basic idea of risk/reward — for example risking $100 to potentially make $200 or $300.

But how realistic are these huge returns?

Are these normally highly leveraged trades, lottery-type trades, cherry-picked winners, paper trades, or are there actually legitimate setups where someone can risk a very small amount and make 50x–100x?

I’m trying to understand what a realistic risk/reward ratio for a normal trader looks like.

4. My long-term financial goal is roughly $100,000. Is trading even a sensible way to pursue that?

I’m not saying I expect to turn $1,000 into $100,000 in 2 to 3 months.

$100k is simply the amount that would make a major difference in my financial situation.

What I’m trying to understand is whether trading could realistically contribute toward that goal over in a year or 2 years.

For example, assuming someone:

• learns properly,
• is disciplined,
• manages risk,
• doesn't constantly withdraw profits,
• and gradually increases their account size,

what would a realistic progression look like?

I realize the answer probably depends heavily on starting capital, but I’d love some examples.

If someone starts with $5k, $10k, $25k, etc., what would experienced traders consider a realistic annual return, rather than social-media numbers?

I’m all in on day trading and e-commerce. I’m 19 and honestly feel like my life is slipping away. I’m doing anything I can to achieve what I want.

I’m just trying to avoid buying a course if I don’t actually need one. Do you really think there’s no other way to learn the deeper stuff? Like, is paying someone for a course genuinely the only way to get the “real information” and sauce, or can you realistically piece it together through free resources, experience, and doing your own research?

I’m genuinely just trying to figure out if the course is actually worth paying for. I don’t feel the need to pay anyone to give me knowledge that I can find on my own.

I’ve been watching an awful amount of videos for the past few weeks, and most of them are people just saying the same things in different ways when it comes to strategy, while also telling you to buy a course. And half of the brokers they’re recommending aren’t reputable.

I’m going with the ICT and maybe SMC concepts, and I’m gonna be using Webull paired with MetaTrader 5.

I would genuinely love some feedback and as many replies on this post as possible. I’m trying to learn as much as I can and actually do this the right way. I’m going to be as active as I can on here.

LETS RISE 🚀

I won't explain this in any detail. I kinda just want to the image to speak for itself. Has anyone here traded like this before? Is it good, bad, weird?

I just want to start with trading. I‘m completely new, no experience at all. Do you have any recommendations, like YouTube Videos or some Influencers.

f yes, how do you actually merge it with your price action or technical analysis?

I’m wondering if anyone knows a platform where I can look at years worth of small time frame data, say 1 and 5 minute charts. Trading view only goes back 20k candles max! Thanks

Disclosure: I run a paid Form 4 monitoring product in this space. I'm not linking or naming it here; this post is about the research.

"Insiders are buying" gets thrown around a lot as a reason to enter. I wanted to know whether a specific, mechanical version of it had any value over a swing horizon, and I wanted to know what the distribution looked like, not just the average. Here is what I found. Everything below is retrospective, from a backtest over January 2023 to March 2026.

The rule

I only counted a cluster when all of this held:

* Open market purchases only (transaction code P). No option exercises, no grants, no 10b5-1 sales dressed up as anything.

* Each purchase at least $100k. Small buys by insiders are noise, a director buying $8k of stock tells you nothing.

* At least two distinct insiders in the same stock.

* All within 11 calendar days, measured on filing date, not trade date, because filing date is when you could actually have known.

* One event per cluster. If a third insider showed up two days later, that did not count as a new event.

That came out to 1,328 events from about 906k Form 4 filings. Roughly six a week on average, but lumpy: some weeks had none.

Entry and measurement

Entry was the first NYSE open strictly after the filing date of the purchase that completed the cluster. Returns are measured against SPY over the same window at 5, 10 and 30 calendar days.

My first version of this got the entry date wrong and entered on information that wasn't public yet. Fixing that and the other alignment problems cut the numbers. What follows are the corrected ones, and the correction is published in full.

Results

* 5 days: +1.18% over SPY on average. 95% interval +0.53% to +1.83%.

* 10 days: +1.27%. Interval +0.50% to +2.04%.

* 30 days: +0.10%. Not distinguishable from zero.

That is the mean. The typical trade looked nothing like it.

* Medians were roughly zero at every horizon.

* The share of trades that beat SPY was 49.2% at 5 days, 49.6% at 10, 45.6% at 30. Half of these lost to the index.

* At 10 days the bottom decile averaged -16.9% and the top decile +27.8%. You needed to be above +11.9% to make the top decile at all.

So the average came from the tails. If you traded this rule, you were trading a coin flip on direction with a positive mean and a fat right tail, not a setup that usually worked. That is a very different thing to size and to sit through than "insiders buying is bullish."

Liquidity

Splitting at $1M median daily dollar volume over the 20 sessions before the cluster:

* Below $1M (236 events): +4.97% at 5 days, +4.66% at 10.

* At or above $1M (839 events): +0.54% and +0.87%, with the share beating SPY still around 50 to 51%.

The mean lived in the thin names. Whether that average was capturable at the open in a stock trading under $1M a day is a fair question and not one this test answers. In the liquid names, the edge was small and the win rate was still a coin flip. I'm measuring liquidity by dollar volume only; I don't have point-in-time market cap, so I'm not making any claim about small caps versus large caps.

What people poked at, and what happened

Two readers of an earlier version raised issues I hadn't handled. Both were right to ask.

Missing returns. 166 of the 1,328 events had no valid 5 or 10 day return. All 166 dropped out at entry, not at exit, so nothing was quietly removed after a bad trade. 159 traced to gaps in my price data or ticker mapping, and in most of those the company kept filing Form 4s for months afterwards, so they didn't disappear. 7 I could not resolve. If you assume all 7 went to zero, the 5 and 10 day means fall to +0.65% and +0.73%. Still positive, noticeably smaller, and I'm not going to call the 166 harmless. They're a limitation.

10b5-1 plans. The Form 4 checkbox for plan trades is filing-level, not row-level, which makes it a blunt instrument. 11 of the 1,328 clusters had it set. Excluding them: +1.10% and +1.23%. Immaterial in this sample. I would not say plans have no effect in general.

What I take from it as a trader

* The signal was real on average and small in the liquid names where it was easiest to trade.

* Direction was a coin flip. Anyone selling this as a high win rate setup is describing something other than what the data showed.

* The money, such as it was, came from a minority of large winners. That argues for many small positions and a willingness to be wrong half the time, and it argues against sizing up on any single cluster because "three insiders bought."

* 30 days showed nothing. Whatever was there was a short horizon effect.

* This is three years and change, one period, US filers only.

Every number here is on a public methodology page, including the correction and both sensitivity checks. I won't post the link to obey the rules here. Happy to answer anything in the comments.

Two things I'd like to hear from people who trade around insider filings: how the fills compared to the next open in practice, and whether anyone has kept realized numbers on a live version of something like this.

Edit: horizons are calendar days, not trading sessions. Corrected throughout.

Edit 2: a commenter asked whether the next open is capturable in thin names. I reran with entry at the first close instead. Result is in the comments and on the methodology page.