The other tilt: size creeping up after wins
Revenge after losses gets all the attention. Confidence after wins is quieter and equally expensive.
After a good run, size tends to drift upward. It rarely feels like a decision. It feels like the natural response to being right.
Flag size against your own baseline
Compare each trade to a rolling median of your last twenty. When it crosses a multiple you choose, tag it. The tag is neutral; the pattern it reveals may not be.
Size tripled over eleven trades, then reset the hard way. Illustrative journal data, not a live book and not a performance claim.
Watch for the give-back day
In a lot of books, the biggest single loss of the year sits within a few sessions of the biggest size of the year. That is a correlation in your own history, not a law — but it is worth knowing about yourself.
Log withdrawals separately
Taking money out after a run changes both the arithmetic and the psychology. It belongs in the funds record as its own event, never mixed into trading P&L.
Key takeaways
- Tag size-up trades against your own rolling median.
- Check how close your largest size sits to your largest loss.
- Keep deposits and withdrawals out of the P&L series.
Not advice, not a call. NiyataBook is a personal trading journal, not a SEBI-registered investment adviser or research analyst. Everything above looks backwards at trades that already closed. What happened in a book does not promise what happens next, and F&O can take a year’s savings in a week.