February 2026 Monthly Recap: Fifteen Wins, Nine Losses, +6.64R Net

February 2026 was the first full calendar month on the published record. The system took twenty-four trades across US30, NAS100, and US500, closed at +6.64R net, and produced a 62.5 percent win rate. Fifteen winners covered nine losers. The simulated $100,000 account at 2 percent risk per trade ended February at $113,279. This recap walks the month in three acts: an opening week of US30 continuation longs, a mid-month rotation into shorts as the macro gate flipped, and a final-week closing run that produced four TP3 winners in two sessions. One methodology note up front: every R-multiple here is computed on a TP1 exit for every winner. That is our conservative baseline for cross-period comparison. A subscriber running the published scale-out plan, one third at TP1, one third at TP2, one third trailed, would have realized more than +6.64R because six of February's winners ran past TP1 to TP3. The +6.64R is the floor, not the ceiling.

Act 1: Feb 4-13, the US30 long sequence

The month opened with a US30 long on Feb 4 that stopped for -1R. The next eight sessions ran continuation longs into pullback support. Feb 9 ran to TP2 before expiring (+1.31R credited). Feb 10's first long stopped; the second cleared TP1 for +2.30R. Feb 11's responsive long into intraday support hit TP1 for +2.64R, the largest single credited winner of the month. By Feb 11 close the MTD tally was +4.24R.

Feb 13 was the rotation session. Inside a 90-minute window the system fired three shorts and two longs across US30, NAS100, and US500. Three hit TP1 or TP2; two stopped. The day finished net positive and moved the month's tally to +4.10R into the long weekend.

Act 2: Feb 17-20, the macro flip and the first TP3 prints

Feb 17 produced two clean TP1 wins, one NAS100 long and one US30 long. Feb 19 opened with a NAS100 short loss, then printed the month's first TP3 hit on a US30 short fade against VWAP/EMA structure (+1.08R credited, ran to TP3 in the live fill, the kind of runner the conservative baseline systematically under-credits). Feb 20 produced a second TP3 hit on US30 short, +0.61R credited, closing the act at +5.84R.

The Macro Agent did not narrate the regime shift in prose. It updated the gate, and the Trend Agent's outputs followed. By Feb 20 the system was sizing shorts on US30 the same way it had sized longs the week before.

Act 3: Feb 24-27, the closing run

The final week produced eleven entries, the highest weekly count of the month. Feb 24 ran two NAS100 long TP3 winners (+0.60R, +0.69R), bracketed by a US30 short loss. Feb 25's NAS100 long banked TP2 for +0.60R. Feb 26 was the cold session: a NAS100 short and a US30 long both stopped. Feb 27 closed the month with three trades: the US500 short fade ran to TP3 for +1.19R, the US30 short primary fade ran to TP3 for +1.73R (the month's largest credited winner), and the final US500 long stopped. Net for the month: +6.64R.

Six trades across February ran to TP3 in the live broker fills; the recap credits only the TP1 exit on each. Case studies: Feb 19 streak-break, Feb 20 patient entry, Feb 24 dip-buy, Feb 24 reclaimed VWAP.

Related reading: Feb 2-8 weekly recap · Feb 9-15 weekly recap · Feb 16-22 weekly recap · Feb 23 to Mar 1 weekly recap · biggest winner of the month.

Pattern of the week

The setup that defined February was the continuation pullback against a confirmed intraday regime. Most of the month's twenty-four entries fit this template: pullback longs into VWAP or session support when the macro gate was bullish, pullback shorts into resistance when the gate was bearish. The pattern produced all fifteen winners and most of the nine losers, which means the failure cases were the same setup misfiring in regime transitions, not a different setup misclassified.

How the regime flip showed up in the data

The cleanest signal in the month was the symmetry across the rotation. From Feb 4 through Feb 11, every winning entry was a long. From Feb 19 through Feb 27, every TP3 print was a short or a NAS100 long off a reclaimed level. The Trend Agent did not change its setup library between the two halves of the month. The Macro Agent's gate flipped, and the same continuation pattern fired in the opposite direction. That is the architecture working without a discretionary bias overlaying it.

Decision highlights

The Feb 19 macro-flip session is the highlight of the month at the architecture level. The system entered a NAS100 short on the first cycle that stopped at -1R, then on the very next cycle entered a US30 short that ran to TP3 for +1.08R credited. Both decisions used the same threshold, the same sizing, and the same evaluation rhythm. The system did not "learn" from the first stop and tighten on the second; it read the tape independently on each cycle and let the confluence math decide.

The Feb 24 sequence demonstrated the value of taking the next clean setup when the prior trade stops. The 15:01 NAS100 long cleared TP3 for +0.60R credited. The 15:33 US30 short stopped. The 16:41 reclaimed-VWAP NAS100 long cleared TP3 for +0.69R credited. Three decisions inside two hours, each independent of the others. A discretionary trader recovering from the 15:33 stop would have hesitated on the 16:41 entry. The system did not.

The Feb 27 closing pair is the cleanest decision sequence of the month. The 16:13 US500 short ran to TP3 for +1.19R credited. The 16:33 US30 short ran to TP3 for +1.73R credited. Two TP3 hits inside twenty minutes on correlated setups, both fading into resistance against the same intraday regime read. The cross-asset agent flagged the correlation explicitly and let both entries through because the structural premises were independent at the bar level.

Loss worth learning from

The cleanest loss the month produced was the Feb 27 US500 long at 16:39 UTC. It stopped for -1R inside the same closing window that produced the two TP3 short winners on US500 and US30. Same session, opposite direction, a clean look at where the system's playbook breaks.

What the system saw that was right

A pullback long into a session-level support zone, on the same continuation template that produced the month's other US500 winner two hours earlier. Confluence cleared threshold. The macro regime had not flipped on the timeframe the trend agent was reading. Cross-asset correlations were inside tolerance. Every input the system measures said this was a valid C+ continuation pullback against an intact intraday uptrend.

What the system got wrong

The 16:13 US500 short and the 16:33 US30 short had already closed at TP3 by the time the 16:39 US500 long entered. The tape's directional energy had been spent on the down-move. What looked like a pullback to the trend agent was the early phase of a session-end fade. The macro gate had not flipped to bearish equity because the daily-frame regime was still bullish, but the intraday tape had reversed. The system entered against the move its own short prints had just confirmed.

What we would do the same

The entry rule is the entry rule. The system does not consult the recent trade record to size or decline a new entry. If the inputs cleared threshold, the entry was correct under the same logic that took the eight US30 long winners earlier in the month. Streak-aware filters would lower realized expectancy across calendar windows, not raise it. We would take this trade again under the same inputs.

From the desk

The honest reading of February is that the system did roughly what we project it to do. A 62.5 percent win rate is at the upper edge of the rolling-window estimate, and +6.64R net on a TP1 baseline is meaningfully above the long-run per-month expectancy for a 24-trade sample. The standout structural feature was the regime flip cleanly tradeable in both directions: long-side US30 continuation through Feb 11, short-side US30 and US500 fades through Feb 27. The system did not change posture between the halves of the month. The Macro Agent's gate did, and the trend agent's outputs followed.

The simulated $100,000 account opened February at $100,000 and closed at $113,279, a 13.28 percent gain at 2 percent risk per trade. The TP1-baseline projection is the conservative reading: a subscriber running the published scale-out plan would have realized more than +6.64R because six of February's winners ran past TP1 to TP3 in the live broker fills. The credited recap underweights those runners by design.

What carries into March is the same playbook. Same threshold. Same sizing. Same evaluation rhythm. The system does not tune based on the calendar month; it tunes based on the rolling 100-trade window. February gave us a clean look at the architecture working across a regime rotation. March will tell us whether the rotation was a one-off or the start of a new tape.

What we're tuning

February did not produce a tuning signal. A 62.5 percent win rate at +6.64R net across twenty-four trades is well inside the rolling-100 distribution we have for similar setups, and the dispersion across instruments is in line with what the playbook implies. Tuning the system based on a 24-trade sample would be over-fitting noise. The right horizon for any tuning decision is the rolling 100-trade window, not the calendar month.

What we are tracking forward into March: whether US30 continues to carry the bulk of the month's net R or whether NAS100 and US500 close the gap; whether the regime-flip cadence we saw in mid-February repeats; and whether the TP1-versus-TP3 spread on the runners stays as wide as it was in February. None of these are immediate tuning items. They are the variables that, if they shift, will eventually surface as a tuning signal worth acting on.